NFG vs. XLV
NFG (National Fuel Gas Company) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, NFG returned 6.69%/yr vs 9.48%/yr for XLV. At a 0.36 correlation, their price movements are largely independent.
Performance
NFG vs. XLV - Performance Comparison
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Returns By Period
In the year-to-date period, NFG achieves a -2.89% return, which is significantly lower than XLV's -1.35% return. Over the past 10 years, NFG has underperformed XLV with an annualized return of 6.69%, while XLV has yielded a comparatively higher 9.48% annualized return.
NFG
- 1D
- -0.18%
- 1M
- -5.77%
- YTD
- -2.89%
- 6M
- -4.80%
- 1Y
- -3.20%
- 3Y*
- 17.86%
- 5Y*
- 11.03%
- 10Y*
- 6.69%
XLV
- 1D
- 3.07%
- 1M
- 4.67%
- YTD
- -1.35%
- 6M
- -0.35%
- 1Y
- 16.13%
- 3Y*
- 6.92%
- 5Y*
- 6.19%
- 10Y*
- 9.48%
NFG vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | -2.89% | 35.31% | 25.38% | -17.71% | 1.87% | 60.66% | -7.58% | -5.94% | -3.74% | -0.20% |
XLV State Street Health Care Select Sector SPDR ETF | -1.35% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Correlation
The correlation between NFG and XLV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.36 |
Over the past year, the correlation between NFG and XLV has dropped to 0.08 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
NFG vs. XLV — Risk / Return Rank
NFG
XLV
NFG vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and State Street Health Care Select Sector SPDR ETF (XLV). 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.
| NFG | XLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.55 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.35 | 3.73 | -4.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFG | XLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 1.08 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.42 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.57 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.08 |
Drawdowns
NFG vs. XLV - Drawdown Comparison
The maximum NFG drawdown since its inception was -55.49%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for NFG and XLV.
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Drawdown Indicators
| NFG | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -39.17% | -16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -20.36% | -10.47% | -9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.36% | -17.11% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | -17.11% | -18.63% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -28.40% | -15.88% |
Current DrawdownCurrent decline from peak | -19.45% | -4.68% | -14.77% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -7.12% | -7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.18% | 4.33% | +4.85% |
Volatility
NFG vs. XLV - Volatility Comparison
National Fuel Gas Company (NFG) has a higher volatility of 5.80% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.04%. This indicates that NFG's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFG | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.04% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 10.67% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 14.97% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 14.76% | +7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.04% | 16.57% | +7.47% |
Dividends
NFG vs. XLV - Dividend Comparison
NFG's dividend yield for the trailing twelve months is around 2.77%, more than XLV's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFG National Fuel Gas Company | 2.77% | 2.65% | 3.36% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% |
XLV State Street Health Care Select Sector SPDR ETF | 1.65% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Frequently Asked Questions
NFG and XLV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFG has higher volatility (5.80%) compared to XLV (5.04%). In terms of maximum drawdown, NFG dropped -55.49% vs XLV's -39.17%.
XLV currently has the higher Sharpe Ratio (1.08 vs -0.16), 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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