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NOG vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NOG and ET is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NOG vs. ET - Performance Comparison

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

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-30.15%
565.90%
NOG
ET

Key characteristics

Sharpe Ratio

NOG:

-0.85

ET:

0.91

Sortino Ratio

NOG:

-1.14

ET:

1.32

Omega Ratio

NOG:

0.84

ET:

1.19

Calmar Ratio

NOG:

-0.44

ET:

0.95

Martin Ratio

NOG:

-2.32

ET:

3.89

Ulcer Index

NOG:

17.50%

ET:

5.97%

Daily Std Dev

NOG:

47.55%

ET:

25.44%

Max Drawdown

NOG:

-98.96%

ET:

-87.81%

Current Drawdown

NOG:

-91.45%

ET:

-16.75%

Fundamentals

Market Cap

NOG:

$2.39B

ET:

$59.26B

EPS

NOG:

$5.14

ET:

$1.28

PE Ratio

NOG:

4.71

ET:

13.49

PEG Ratio

NOG:

0.56

ET:

0.75

PS Ratio

NOG:

1.19

ET:

0.72

PB Ratio

NOG:

1.03

ET:

1.65

Total Revenue (TTM)

NOG:

$1.59B

ET:

$61.04B

Gross Profit (TTM)

NOG:

$961.37M

ET:

$10.60B

EBITDA (TTM)

NOG:

$1.35B

ET:

$11.63B

Returns By Period

In the year-to-date period, NOG achieves a -33.94% return, which is significantly lower than ET's -10.41% return. Over the past 10 years, NOG has underperformed ET with an annualized return of -10.35%, while ET has yielded a comparatively higher 1.98% annualized return.


NOG

YTD

-33.94%

1M

-20.06%

6M

-33.29%

1Y

-39.57%

5Y*

30.81%

10Y*

-10.35%

ET

YTD

-10.41%

1M

-8.82%

6M

8.97%

1Y

19.80%

5Y*

34.58%

10Y*

1.98%

*Annualized

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Risk-Adjusted Performance

NOG vs. ET — Risk-Adjusted Performance Rank

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

NOG
The Risk-Adjusted Performance Rank of NOG is 1212
Overall Rank
The Sharpe Ratio Rank of NOG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NOG is 1212
Sortino Ratio Rank
The Omega Ratio Rank of NOG is 1111
Omega Ratio Rank
The Calmar Ratio Rank of NOG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of NOG is 00
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 8181
Overall Rank
The Sharpe Ratio Rank of ET is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ET is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NOG vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and Energy Transfer LP (ET). 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.


The chart of Sharpe ratio for NOG, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.003.00
NOG: -0.85
ET: 0.91
The chart of Sortino ratio for NOG, currently valued at -1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
NOG: -1.14
ET: 1.32
The chart of Omega ratio for NOG, currently valued at 0.84, compared to the broader market0.501.001.502.00
NOG: 0.84
ET: 1.19
The chart of Calmar ratio for NOG, currently valued at -0.44, compared to the broader market0.001.002.003.004.00
NOG: -0.44
ET: 0.95
The chart of Martin ratio for NOG, currently valued at -2.32, compared to the broader market-5.000.005.0010.0015.0020.00
NOG: -2.32
ET: 3.89

The current NOG Sharpe Ratio is -0.85, which is lower than the ET Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of NOG and ET, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.85
0.91
NOG
ET

Dividends

NOG vs. ET - Dividend Comparison

NOG's dividend yield for the trailing twelve months is around 6.99%, less than ET's 7.45% yield.


TTM20242023202220212020201920182017201620152014
NOG
Northern Oil and Gas, Inc.
6.99%4.41%4.02%2.86%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
7.45%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

NOG vs. ET - Drawdown Comparison

The maximum NOG drawdown since its inception was -98.96%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for NOG and ET. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-91.45%
-16.75%
NOG
ET

Volatility

NOG vs. ET - Volatility Comparison

Northern Oil and Gas, Inc. (NOG) has a higher volatility of 32.80% compared to Energy Transfer LP (ET) at 15.30%. This indicates that NOG's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
32.80%
15.30%
NOG
ET

Financials

NOG vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Northern Oil and Gas, Inc. and Energy Transfer LP. 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


Values in USD except per share items