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

Performance

NFG vs. XLV - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.00%
-2.88%
NFG
XLV

Returns By Period

In the year-to-date period, NFG achieves a 27.03% return, which is significantly higher than XLV's 4.71% return. Over the past 10 years, NFG has underperformed XLV with an annualized return of 2.15%, while XLV has yielded a comparatively higher 9.31% annualized return.


NFG

YTD

27.03%

1M

-1.63%

6M

11.88%

1Y

26.95%

5Y (annualized)

10.54%

10Y (annualized)

2.15%

XLV

YTD

4.71%

1M

-7.78%

6M

-2.71%

1Y

11.17%

5Y (annualized)

9.49%

10Y (annualized)

9.31%

Key characteristics


NFGXLV
Sharpe Ratio1.261.10
Sortino Ratio1.921.56
Omega Ratio1.241.20
Calmar Ratio0.721.20
Martin Ratio8.404.42
Ulcer Index3.07%2.68%
Daily Std Dev20.39%10.78%
Max Drawdown-70.97%-39.18%
Current Drawdown-10.35%-9.86%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.10
The chart of Sortino ratio for NFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.921.56
The chart of Omega ratio for NFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.20
The chart of Calmar ratio for NFG, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.20
The chart of Martin ratio for NFG, currently valued at 8.40, compared to the broader market-10.000.0010.0020.0030.008.404.42
NFG
XLV

The current NFG Sharpe Ratio is 1.26, which is comparable to the XLV Sharpe Ratio of 1.10. 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
1.26
1.10
NFG
XLV

Dividends

NFG vs. XLV - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.26%, more than XLV's 1.61% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.26%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
1.61%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%1.52%

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
-10.35%
-9.86%
NFG
XLV

Volatility

NFG vs. XLV - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 8.52% compared to Health Care Select Sector SPDR Fund (XLV) at 3.33%. 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%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.52%
3.33%
NFG
XLV