NFG vs. QYLG
NFG (National Fuel Gas Company) is a stock, while QYLG (Global X Nasdaq 100 Covered Call & Growth ETF) is Nasdaq-100 fund tracking the CBOE Nasdaq-100 BuyWrite V2 Index. Over the past 5 years, NFG returned 10.73%/yr vs 12.09%/yr for QYLG. At a 0.14 correlation, their price movements are largely independent.
Performance
NFG vs. QYLG - Performance Comparison
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Returns By Period
In the year-to-date period, NFG achieves a -3.74% return, which is significantly lower than QYLG's 12.08% return.
NFG
- 1D
- -0.57%
- 1M
- -5.30%
- YTD
- -3.74%
- 6M
- -4.91%
- 1Y
- -8.11%
- 3Y*
- 19.36%
- 5Y*
- 10.73%
- 10Y*
- 6.70%
QYLG
- 1D
- -0.27%
- 1M
- 0.21%
- YTD
- 12.08%
- 6M
- 11.20%
- 1Y
- 27.42%
- 3Y*
- 20.04%
- 5Y*
- 12.09%
- 10Y*
- —
NFG vs. QYLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | -3.74% | 35.31% | 25.38% | -17.71% | 1.87% | 60.66% | 2.42% |
QYLG Global X Nasdaq 100 Covered Call & Growth ETF | 12.08% | 15.29% | 22.02% | 38.73% | -26.27% | 18.29% | 13.88% |
Correlation
The correlation between NFG and QYLG is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2020 | 0.14 |
The correlation between NFG and QYLG shifts across timeframes, from -0.19 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NFG vs. QYLG — Risk / Return Rank
NFG
QYLG
NFG vs. QYLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NFG | QYLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.27 | -3.66 |
| Martin ratioReturn relative to average drawdown | -0.79 | 14.22 | -15.02 |
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Drawdowns
NFG vs. QYLG - Drawdown Comparison
The maximum NFG drawdown since its inception was -55.49%, which is greater than QYLG's maximum drawdown of -29.98%. Use the drawdown chart below to compare losses from any high point for NFG and QYLG.
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Drawdown Indicators
| NFG | QYLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -29.98% | -25.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -8.42% | -12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -20.75% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | -29.98% | -5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | — | — |
Current DrawdownCurrent decline from peak | -20.16% | -3.20% | -16.96% |
Average DrawdownAverage peak-to-trough decline | -14.34% | -6.37% | -7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 1.93% | +8.31% |
Volatility
NFG vs. QYLG - Volatility Comparison
The current volatility for National Fuel Gas Company (NFG) is 4.03%, while Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a volatility of 6.71%. This indicates that NFG experiences smaller price fluctuations and is considered to be less risky than QYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFG | QYLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 6.71% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 11.45% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 13.66% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.17% | 18.19% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.04% | 18.04% | +6.00% |
Dividends
NFG vs. QYLG - Dividend Comparison
NFG's dividend yield for the trailing twelve months is around 2.79%, less than QYLG's 16.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | 2.79% | 2.65% | 3.36% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% |
QYLG Global X Nasdaq 100 Covered Call & Growth ETF | 16.73% | 17.93% | 25.27% | 5.43% | 6.91% | 10.15% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NFG and QYLG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QYLG has higher volatility (6.71%) compared to NFG (4.03%). In terms of maximum drawdown, NFG dropped -55.49% vs QYLG's -29.98%.
QYLG currently has the higher Sharpe Ratio (2.02 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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