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NOG vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOG vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Oil and Gas, Inc. (NOG) and iShares Global Energy ETF (IXC). 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 -10.36% return, which is significantly lower than IXC's 23.35% return. Over the past 10 years, NOG has underperformed IXC with an annualized return of -7.03%, while IXC has yielded a comparatively higher 8.83% annualized return.


NOG

1D
-1.44%
1M
-7.12%
6M
-12.00%
YTD
-10.36%
1Y
-35.02%
3Y*
-14.51%
5Y*
3.47%
10Y*
-7.03%

IXC

1D
0.51%
1M
-4.24%
6M
20.68%
YTD
23.35%
1Y
29.02%
3Y*
14.69%
5Y*
18.91%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOG vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOG
Northern Oil and Gas, Inc.
-10.36%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%
IXC
iShares Global Energy ETF
23.35%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between NOG and IXC is 0.76, 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

0.76

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

0.76

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

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2007

0.61

The correlation between NOG and IXC shifts across timeframes, from 0.61 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NOG vs. IXC — Risk / Return Rank

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

NOG
NOG Risk / Return Rank: 1111
Overall Rank
NOG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1414
Sortino Ratio Rank
NOG Omega Ratio Rank: 1616
Omega Ratio Rank
NOG Calmar Ratio Rank: 1010
Calmar Ratio Rank
NOG Martin Ratio Rank: 44
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 5151
Overall Rank
IXC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXC Omega Ratio Rank: 5151
Omega Ratio Rank
IXC Calmar Ratio Rank: 4848
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
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. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and iShares Global Energy ETF (IXC). 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.


NOGIXCDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.06

Omega ratioGain probability vs. loss probability

0.89

1.26

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.85

1.95

-2.80

Martin ratioReturn relative to average drawdown

-1.62

6.26

-7.88

NOG vs. IXC - Sharpe Ratio Comparison

The current NOG Sharpe Ratio is -0.78, which is lower than the IXC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of NOG and IXC, 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. IXC - Drawdown Comparison

The maximum NOG drawdown since its inception was -98.96%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for NOG and IXC.


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Drawdown Indicators


NOGIXCDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-67.88%

-31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-41.43%

-15.36%

-26.07%

Max Drawdown (3Y)

Largest decline over 3 years

-55.08%

-19.06%

-36.02%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

-24.93%

-30.15%

Max Drawdown (10Y)

Largest decline over 10 years

-92.98%

-64.16%

-28.82%

Current Drawdown

Current decline from peak

-92.85%

-11.22%

-81.63%

Average Drawdown

Average peak-to-trough decline

-69.82%

-17.45%

-52.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.78%

4.78%

+17.00%

Volatility

NOG vs. IXC - Volatility Comparison

Northern Oil and Gas, Inc. (NOG) has a higher volatility of 14.14% compared to iShares Global Energy ETF (IXC) at 6.59%. This indicates that NOG's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOGIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.14%

6.59%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

32.39%

15.86%

+16.53%

Volatility (1Y)

Calculated over the trailing 1-year period

45.38%

19.18%

+26.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.25%

23.45%

+25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.57%

26.81%

+43.76%

Dividends

NOG vs. IXC - Dividend Comparison

NOG's dividend yield for the trailing twelve months is around 9.72%, more than IXC's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
3.08%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
NOG
Northern Oil and Gas, Inc.
9.72%8.38%4.41%4.02%2.86%0.75%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NOG and IXC have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (14.14%) compared to IXC (6.59%). In terms of maximum drawdown, NOG dropped -98.96% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (1.56 vs -0.78), 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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