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

Correlation

The correlation between NFG and ENB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
2,309.82%
9,784.44%
NFG
ENB

Key characteristics

Sharpe Ratio

NFG:

2.42

ENB:

2.38

Sortino Ratio

NFG:

3.06

ENB:

3.08

Omega Ratio

NFG:

1.44

ENB:

1.42

Calmar Ratio

NFG:

2.01

ENB:

2.44

Martin Ratio

NFG:

17.87

ENB:

12.66

Ulcer Index

NFG:

2.79%

ENB:

3.09%

Daily Std Dev

NFG:

20.42%

ENB:

16.47%

Max Drawdown

NFG:

-55.49%

ENB:

-46.35%

Current Drawdown

NFG:

-2.58%

ENB:

-0.37%

Fundamentals

Market Cap

NFG:

$7.06B

ENB:

$100.90B

EPS

NFG:

-$0.11

ENB:

$1.69

PEG Ratio

NFG:

2.05

ENB:

2.23

PS Ratio

NFG:

3.59

ENB:

1.89

PB Ratio

NFG:

2.56

ENB:

2.36

Total Revenue (TTM)

NFG:

$1.34B

ENB:

$42.40B

Gross Profit (TTM)

NFG:

$564.59M

ENB:

$14.47B

EBITDA (TTM)

NFG:

$184.00M

ENB:

$12.82B

Returns By Period

In the year-to-date period, NFG achieves a 29.22% return, which is significantly higher than ENB's 10.48% return. Over the past 10 years, NFG has outperformed ENB with an annualized return of 5.40%, while ENB has yielded a comparatively lower 4.81% annualized return.


NFG

YTD

29.22%

1M

-0.49%

6M

28.00%

1Y

49.57%

5Y*

16.68%

10Y*

5.40%

ENB

YTD

10.48%

1M

3.89%

6M

16.25%

1Y

37.59%

5Y*

16.53%

10Y*

4.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NFG vs. ENB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFG
The Risk-Adjusted Performance Rank of NFG is 9696
Overall Rank
The Sharpe Ratio Rank of NFG is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NFG is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NFG is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NFG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NFG is 9898
Martin Ratio Rank

ENB
The Risk-Adjusted Performance Rank of ENB is 9696
Overall Rank
The Sharpe Ratio Rank of ENB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for NFG, currently valued at 2.42, compared to the broader market-2.00-1.000.001.002.003.00
NFG: 2.42
ENB: 2.38
The chart of Sortino ratio for NFG, currently valued at 3.06, compared to the broader market-6.00-4.00-2.000.002.004.00
NFG: 3.06
ENB: 3.08
The chart of Omega ratio for NFG, currently valued at 1.44, compared to the broader market0.501.001.502.00
NFG: 1.44
ENB: 1.42
The chart of Calmar ratio for NFG, currently valued at 2.01, compared to the broader market0.001.002.003.004.005.00
NFG: 2.01
ENB: 2.44
The chart of Martin ratio for NFG, currently valued at 17.87, compared to the broader market-5.000.005.0010.0015.0020.00
NFG: 17.87
ENB: 12.66

The current NFG Sharpe Ratio is 2.42, which is comparable to the ENB Sharpe Ratio of 2.38. 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.42
2.38
NFG
ENB

Dividends

NFG vs. ENB - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 2.64%, less than ENB's 5.76% yield.


TTM20242023202220212020201920182017201620152014
NFG
National Fuel Gas Company
2.64%3.36%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%
ENB
Enbridge Inc.
5.76%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%

Drawdowns

NFG vs. ENB - Drawdown Comparison

The maximum NFG drawdown since its inception was -55.49%, 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.58%
-0.37%
NFG
ENB

Volatility

NFG vs. ENB - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 9.63% compared to Enbridge Inc. (ENB) at 8.17%. 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%NovemberDecember2025FebruaryMarchApril
9.63%
8.17%
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