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NFG vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFG and XLU is 0.50, 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.


-0.50.00.51.00.5

Performance

NFG vs. XLU - Performance Comparison

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

450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
497.96%
514.75%
NFG
XLU

Key characteristics

Sharpe Ratio

NFG:

1.01

XLU:

1.36

Sortino Ratio

NFG:

1.57

XLU:

1.90

Omega Ratio

NFG:

1.19

XLU:

1.24

Calmar Ratio

NFG:

0.58

XLU:

1.09

Martin Ratio

NFG:

6.46

XLU:

6.39

Ulcer Index

NFG:

3.18%

XLU:

3.32%

Daily Std Dev

NFG:

20.45%

XLU:

15.56%

Max Drawdown

NFG:

-70.97%

XLU:

-52.27%

Current Drawdown

NFG:

-14.54%

XLU:

-9.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with NFG having a 21.08% return and XLU slightly lower at 21.01%. Over the past 10 years, NFG has underperformed XLU with an annualized return of 1.74%, while XLU has yielded a comparatively higher 8.21% annualized return.


NFG

YTD

21.08%

1M

-5.01%

6M

10.65%

1Y

20.06%

5Y*

8.41%

10Y*

1.74%

XLU

YTD

21.01%

1M

-6.32%

6M

9.84%

1Y

20.51%

5Y*

6.19%

10Y*

8.21%

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. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Utilities Select Sector SPDR Fund (XLU). 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 1.01, compared to the broader market-4.00-2.000.002.001.011.36
The chart of Sortino ratio for NFG, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.571.90
The chart of Omega ratio for NFG, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.24
The chart of Calmar ratio for NFG, currently valued at 0.58, compared to the broader market0.002.004.006.000.581.09
The chart of Martin ratio for NFG, currently valued at 6.46, compared to the broader market0.0010.0020.006.466.39
NFG
XLU

The current NFG Sharpe Ratio is 1.01, which is comparable to the XLU Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of NFG and XLU, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.01
1.36
NFG
XLU

Dividends

NFG vs. XLU - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.42%, more than XLU's 2.16% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.42%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
XLU
Utilities Select Sector SPDR Fund
2.16%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%3.86%

Drawdowns

NFG vs. XLU - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for NFG and XLU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.54%
-9.69%
NFG
XLU

Volatility

NFG vs. XLU - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 5.59% compared to Utilities Select Sector SPDR Fund (XLU) at 4.62%. This indicates that NFG's price experiences larger fluctuations and is considered to be riskier than XLU 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%JulyAugustSeptemberOctoberNovemberDecember
5.59%
4.62%
NFG
XLU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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