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

Key characteristics


NFGXLV
YTD Return21.84%9.55%
1Y Return13.97%17.79%
3Y Return (Ann)4.46%4.87%
5Y Return (Ann)9.10%11.41%
10Y Return (Ann)1.64%9.91%
Sharpe Ratio0.981.90
Sortino Ratio1.592.62
Omega Ratio1.181.35
Calmar Ratio0.542.03
Martin Ratio3.779.11
Ulcer Index5.16%2.22%
Daily Std Dev19.79%10.66%
Max Drawdown-70.97%-39.18%
Current Drawdown-14.00%-5.69%

Correlation

-0.50.00.51.00.4

The correlation between NFG and XLV is 0.37, 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. XLV - Performance Comparison

In the year-to-date period, NFG achieves a 21.84% return, which is significantly higher than XLV's 9.55% return. Over the past 10 years, NFG has underperformed XLV with an annualized return of 1.64%, while XLV has yielded a comparatively higher 9.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%JuneJulyAugustSeptemberOctoberNovember
501.70%
757.25%
NFG
XLV

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Risk-Adjusted Performance

NFG vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) and Health Care Select Sector SPDR Fund (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
Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98
Sortino ratio
The chart of Sortino ratio for NFG, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for NFG, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for NFG, currently valued at 0.54, compared to the broader market0.002.004.006.000.54
Martin ratio
The chart of Martin ratio for NFG, currently valued at 3.77, compared to the broader market0.0010.0020.0030.003.77
XLV
Sharpe ratio
The chart of Sharpe ratio for XLV, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.90
Sortino ratio
The chart of Sortino ratio for XLV, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for XLV, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for XLV, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for XLV, currently valued at 9.11, compared to the broader market0.0010.0020.0030.009.11

NFG vs. XLV - Sharpe Ratio Comparison

The current NFG Sharpe Ratio is 0.98, which is lower than the XLV Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of NFG and XLV, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.98
1.90
NFG
XLV

Dividends

NFG vs. XLV - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.40%, more than XLV's 1.54% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.40%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
XLV
Health Care Select Sector SPDR Fund
1.54%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Drawdowns

NFG vs. XLV - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for NFG and XLV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.00%
-5.69%
NFG
XLV

Volatility

NFG vs. XLV - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 4.51% compared to Health Care Select Sector SPDR Fund (XLV) at 2.89%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.51%
2.89%
NFG
XLV