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NFG vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NFG vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Fuel Gas Company (NFG) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.18%
24.88%
NFG
ENB

Returns By Period

The year-to-date returns for both stocks are quite close, with NFG having a 30.12% return and ENB slightly lower at 29.50%. Over the past 10 years, NFG has underperformed ENB with an annualized return of 2.43%, while ENB has yielded a comparatively higher 5.35% annualized return.


NFG

YTD

30.12%

1M

1.55%

6M

17.18%

1Y

29.00%

5Y (annualized)

10.95%

10Y (annualized)

2.43%

ENB

YTD

29.50%

1M

6.54%

6M

24.88%

1Y

37.48%

5Y (annualized)

10.40%

10Y (annualized)

5.35%

Fundamentals


NFGENB
Market Cap$5.61B$93.19B
EPS$0.84$2.09
PE Ratio73.4220.47
PEG Ratio2.051.72
Total Revenue (TTM)$1.87B$48.49B
Gross Profit (TTM)$851.21M$26.73B
EBITDA (TTM)$613.30M$15.39B

Key characteristics


NFGENB
Sharpe Ratio1.512.65
Sortino Ratio2.243.73
Omega Ratio1.281.45
Calmar Ratio0.871.74
Martin Ratio10.0912.20
Ulcer Index3.07%3.10%
Daily Std Dev20.56%14.26%
Max Drawdown-70.97%-46.35%
Current Drawdown-8.16%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between NFG and ENB is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

NFG vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Enbridge Inc. (ENB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.512.65
The chart of Sortino ratio for NFG, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.243.73
The chart of Omega ratio for NFG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.45
The chart of Calmar ratio for NFG, currently valued at 0.87, compared to the broader market0.002.004.006.000.871.74
The chart of Martin ratio for NFG, currently valued at 10.09, compared to the broader market0.0010.0020.0030.0010.0912.20
NFG
ENB

The current NFG Sharpe Ratio is 1.51, which is lower than the ENB Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of NFG and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.51
2.65
NFG
ENB

Dividends

NFG vs. ENB - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.18%, less than ENB's 6.12% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.18%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
ENB
Enbridge Inc.
6.12%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%2.82%

Drawdowns

NFG vs. ENB - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for NFG and ENB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.16%
0
NFG
ENB

Volatility

NFG vs. ENB - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 9.03% compared to Enbridge Inc. (ENB) at 4.30%. This indicates that NFG's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.03%
4.30%
NFG
ENB

Financials

NFG vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between National Fuel Gas Company and Enbridge Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items