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NOG vs. CRC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOG vs. CRC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Oil and Gas, Inc. (NOG) and California Resources Corporation (CRC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOG achieves a -3.48% return, which is significantly lower than CRC's 28.87% return.


NOG

1D
-4.36%
1M
-14.45%
YTD
-3.48%
6M
-9.31%
1Y
-29.75%
3Y*
-9.64%
5Y*
5.51%
10Y*
-5.15%

CRC

1D
-3.41%
1M
-4.09%
YTD
28.87%
6M
22.22%
1Y
26.74%
3Y*
14.50%
5Y*
14.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOG vs. CRC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NOG
Northern Oil and Gas, Inc.
-3.48%-38.20%4.84%25.54%54.51%136.72%112.11%
CRC
California Resources Corporation
28.87%-10.78%-2.57%28.85%3.69%81.82%18.25%

Correlation

The correlation between NOG and CRC is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.65

The correlation between NOG and CRC has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

Fundamentals

EPS

NOG:

-$6.32

CRC:

$4.17

PS Ratio

NOG:

1.32

CRC:

1.42

Total Revenue (TTM)

NOG:

$1.52B

CRC:

$3.48B

Gross Profit (TTM)

NOG:

$450.66M

CRC:

$1.30B

EBITDA (TTM)

NOG:

$73.21M

CRC:

$1.34B

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Return for Risk

NOG vs. CRC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NOG
NOG Risk / Return Rank: 1313
Overall Rank
NOG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1717
Sortino Ratio Rank
NOG Omega Ratio Rank: 1818
Omega Ratio Rank
NOG Calmar Ratio Rank: 88
Calmar Ratio Rank
NOG Martin Ratio Rank: 88
Martin Ratio Rank

CRC
CRC Risk / Return Rank: 6464
Overall Rank
CRC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CRC Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRC Omega Ratio Rank: 6161
Omega Ratio Rank
CRC Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRC Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOG vs. CRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and California Resources Corporation (CRC). 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.


NOGCRCDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

0.91

1.16

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.87

1.12

-1.99

Martin ratioReturn relative to average drawdown

-1.43

2.32

-3.75

NOG vs. CRC - Sharpe Ratio Comparison

The current NOG Sharpe Ratio is -0.67, which is lower than the CRC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of NOG and CRC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOG vs. CRC - Drawdown Comparison

The maximum NOG drawdown since its inception was -98.96%, which is greater than CRC's maximum drawdown of -44.75%. Use the drawdown chart below to compare losses from any high point for NOG and CRC.


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Drawdown Indicators


NOGCRCDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-44.75%

-54.21%

Max Drawdown (1Y)

Largest decline over 1 year

-34.26%

-24.04%

-10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-51.36%

-44.75%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-51.36%

-44.75%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-93.06%

Current Drawdown

Current decline from peak

-92.31%

-18.38%

-73.93%

Average Drawdown

Average peak-to-trough decline

-69.73%

-11.93%

-57.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.88%

11.55%

+9.33%

Volatility

NOG vs. CRC - Volatility Comparison

Northern Oil and Gas, Inc. (NOG) has a higher volatility of 13.29% compared to California Resources Corporation (CRC) at 9.92%. This indicates that NOG's price experiences larger fluctuations and is considered to be riskier than CRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOGCRCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

9.92%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

31.99%

27.69%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

44.90%

35.48%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.16%

40.42%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.62%

44.70%

+25.92%

Dividends

NOG vs. CRC - Dividend Comparison

NOG's dividend yield for the trailing twelve months is around 8.81%, more than CRC's 2.82% yield.


PositionTTM20252024202320222021
CRC
California Resources Corporation
2.82%3.51%2.69%2.12%1.82%0.40%
NOG
Northern Oil and Gas, Inc.
8.81%8.38%4.41%4.02%2.86%0.75%

Financials

NOG vs. CRC - Financials Comparison

This section allows you to compare key financial metrics between Northern Oil and Gas, Inc. and California Resources Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
5.03M
871.00M
(NOG) Total Revenue
(CRC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NOG and CRC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (13.29%) compared to CRC (9.92%). In terms of maximum drawdown, NOG dropped -98.96% vs CRC's -44.75%.

CRC currently has the higher Sharpe Ratio (0.76 vs -0.67), 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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