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

Correlation

The correlation between NFG and QQQ is 0.48, 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.


Performance

NFG vs. QQQ - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

NFG:

2.35

QQQ:

0.64

Sortino Ratio

NFG:

3.02

QQQ:

1.12

Omega Ratio

NFG:

1.42

QQQ:

1.16

Calmar Ratio

NFG:

2.09

QQQ:

0.78

Martin Ratio

NFG:

17.38

QQQ:

2.53

Ulcer Index

NFG:

2.80%

QQQ:

6.98%

Daily Std Dev

NFG:

20.75%

QQQ:

25.46%

Max Drawdown

NFG:

-55.49%

QQQ:

-82.98%

Current Drawdown

NFG:

-1.53%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, NFG achieves a 34.73% return, which is significantly higher than QQQ's 2.16% return. Over the past 10 years, NFG has underperformed QQQ with an annualized return of 5.63%, while QQQ has yielded a comparatively higher 17.81% annualized return.


NFG

YTD

34.73%

1M

3.16%

6M

34.99%

1Y

48.34%

5Y*

19.39%

10Y*

5.63%

QQQ

YTD

2.16%

1M

17.41%

6M

5.35%

1Y

16.09%

5Y*

19.29%

10Y*

17.81%

*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. QQQ — 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 9797
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 9393
Calmar Ratio Rank
The Martin Ratio Rank of NFG is 9898
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
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. 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.


The current NFG Sharpe Ratio is 2.35, which is higher than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of NFG and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

NFG vs. QQQ - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 2.54%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
NFG
National Fuel Gas Company
2.54%3.36%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

NFG vs. QQQ - Drawdown Comparison

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


Loading data...

Volatility

NFG vs. QQQ - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 6.91% compared to Invesco QQQ (QQQ) at 6.50%. This indicates that NFG's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...