NOG vs. FLKR
NOG (Northern Oil and Gas, Inc.) is a stock, while FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index. Over the past 5 years, NOG returned 10.39%/yr vs 14.00%/yr for FLKR. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
NOG vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, NOG achieves a 0.05% return, which is significantly lower than FLKR's 65.26% return.
NOG
- 1D
- -2.27%
- 1M
- 15.15%
- 6M
- -10.24%
- YTD
- 0.05%
- 1Y
- -10.93%
- 3Y*
- -16.60%
- 5Y*
- 10.39%
- 10Y*
- -3.85%
- ALL TIME*
- -2.19%
FLKR
- 1D
- 2.41%
- 1M
- -10.75%
- 6M
- 33.85%
- YTD
- 65.26%
- 1Y
- 129.79%
- 3Y*
- 38.63%
- 5Y*
- 14.00%
- 10Y*
- —
- ALL TIME*
- 11.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.58M | $54.36M | $54.35M | |
| $53.50M | $60.69M | $65.20M |
NOG vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 0.05% | -38.20% | 4.84% | 25.54% | 54.51% | 136.72% | -62.56% | 3.54% | 10.24% | 102.97% |
FLKR Franklin FTSE South Korea ETF | 65.26% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
Correlation
The correlation between NOG and FLKR is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.24 |
Over the past year, the correlation between NOG and FLKR has dropped to 0.00 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
NOG vs. FLKR — Risk / Return Rank
NOG
FLKR
NOG vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and Franklin FTSE South Korea ETF (FLKR). 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.
| NOG | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.82 | -4.09 |
| Martin ratioReturn relative to average drawdown | -0.59 | 13.36 | -13.95 |
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Drawdowns
NOG vs. FLKR - Drawdown Comparison
The maximum NOG drawdown since its inception was -98.96%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for NOG and FLKR.
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Drawdown Indicators
| NOG | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.96% | -50.06% | -48.90% |
Max Drawdown (1Y)Largest decline over 1 year | -41.43% | -34.17% | -7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -55.08% | -34.17% | -20.91% |
Max Drawdown (5Y)Largest decline over 5 years | -55.08% | -47.97% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -92.15% | — | — |
Current DrawdownCurrent decline from peak | -92.02% | -26.69% | -65.33% |
Average DrawdownAverage peak-to-trough decline | -69.89% | -21.96% | -47.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.63% | 9.75% | +8.88% |
Volatility
NOG vs. FLKR - Volatility Comparison
The current volatility for Northern Oil and Gas, Inc. (NOG) is 16.76%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 21.44%. This indicates that NOG experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOG | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.76% | 21.44% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 33.64% | 50.34% | -16.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.08% | 53.44% | -8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.13% | 32.18% | +16.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.52% | 29.79% | +40.73% |
Dividends
NOG vs. FLKR - Dividend Comparison
NOG's dividend yield for the trailing twelve months is around 8.71%, more than FLKR's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 2.79% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% |
NOG Northern Oil and Gas, Inc. | 8.71% | 8.38% | 4.41% | 4.02% | 2.86% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NOG and FLKR have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (21.44%) compared to NOG (16.76%). In terms of maximum drawdown, NOG dropped -98.96% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (2.45 vs -0.24), 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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