NFG vs. QQQ
Compare and contrast key facts about National Fuel Gas Company (NFG) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NFG or QQQ.
Key characteristics
| NFG | QQQ | |
|---|---|---|
| YTD Return | 22.52% | 19.19% |
| 1Y Return | 14.60% | 33.08% |
| 3Y Return (Ann) | 3.71% | 7.58% |
| 5Y Return (Ann) | 9.26% | 20.31% |
| 10Y Return (Ann) | 1.55% | 17.95% |
| Sharpe Ratio | 0.86 | 2.01 |
| Sortino Ratio | 1.41 | 2.66 |
| Omega Ratio | 1.16 | 1.36 |
| Calmar Ratio | 0.47 | 2.56 |
| Martin Ratio | 3.28 | 9.32 |
| Ulcer Index | 5.17% | 3.72% |
| Daily Std Dev | 19.56% | 17.23% |
| Max Drawdown | -70.97% | -82.98% |
| Current Drawdown | -13.53% | -3.23% |
Correlation
The correlation between NFG and QQQ is 0.35, 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.
Performance
NFG vs. QQQ - Performance Comparison
In the year-to-date period, NFG achieves a 22.52% return, which is significantly higher than QQQ's 19.19% return. Over the past 10 years, NFG has underperformed QQQ with an annualized return of 1.55%, while QQQ has yielded a comparatively higher 17.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NFG vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Invesco QQQ (QQQ). 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.
Dividends
NFG vs. QQQ - Dividend Comparison
NFG's dividend yield for the trailing twelve months is around 3.38%, more than QQQ's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | 3.38% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% | 2.20% | 2.09% |
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
NFG vs. QQQ - Drawdown Comparison
The maximum NFG drawdown since its inception was -70.97%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NFG and QQQ. For additional features, visit the drawdowns tool.
Volatility
NFG vs. QQQ - Volatility Comparison
National Fuel Gas Company (NFG) and Invesco QQQ (QQQ) have volatilities of 4.52% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.