NOG vs. SOYB
NOG (Northern Oil and Gas, Inc.) is a stock, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, NOG returned -2.51%/yr vs 3.22%/yr for SOYB. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
NOG vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, NOG achieves a 2.37% return, which is significantly lower than SOYB's 15.10% return. Over the past 10 years, NOG has underperformed SOYB with an annualized return of -2.51%, while SOYB has yielded a comparatively higher 3.22% annualized return.
NOG
- 1D
- 1.49%
- 1M
- 20.44%
- 6M
- -12.08%
- YTD
- 2.37%
- 1Y
- -18.99%
- 3Y*
- -13.95%
- 5Y*
- 9.05%
- 10Y*
- -2.51%
- ALL TIME*
- -2.08%
SOYB
- 1D
- -0.08%
- 1M
- 2.61%
- 6M
- 13.13%
- YTD
- 15.10%
- 1Y
- 18.60%
- 3Y*
- -3.34%
- 5Y*
- 1.71%
- 10Y*
- 3.22%
- ALL TIME*
- 0.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.84M | $61.54M | $65.18M | |
| $1.57M | $2.15M | $2.74M |
NOG vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 2.37% | -38.20% | 4.84% | 25.54% | 54.51% | 136.72% | -62.56% | 3.54% | 10.24% | -25.45% |
SOYB Teucrium Soybean Fund | 15.10% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between NOG and SOYB is 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.15 |
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Return for Risk
NOG vs. SOYB — Risk / Return Rank
NOG
SOYB
NOG vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and Teucrium Soybean Fund (SOYB). 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 | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.13 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.03 | 5.60 | -6.62 |
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Drawdowns
NOG vs. SOYB - Drawdown Comparison
The maximum NOG drawdown since its inception was -98.96%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for NOG and SOYB.
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Drawdown Indicators
| NOG | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.96% | -53.76% | -45.20% |
Max Drawdown (1Y)Largest decline over 1 year | -41.43% | -8.78% | -32.65% |
Max Drawdown (3Y)Largest decline over 3 years | -55.08% | -30.61% | -24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -55.08% | -31.01% | -24.07% |
Max Drawdown (10Y)Largest decline over 10 years | -92.15% | -33.93% | -58.22% |
Current DrawdownCurrent decline from peak | -91.84% | -14.16% | -77.68% |
Average DrawdownAverage peak-to-trough decline | -69.89% | -25.64% | -44.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.41% | 3.33% | +16.08% |
Volatility
NOG vs. SOYB - Volatility Comparison
Northern Oil and Gas, Inc. (NOG) has a higher volatility of 16.52% compared to Teucrium Soybean Fund (SOYB) at 5.47%. This indicates that NOG's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOG | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.52% | 5.47% | +11.05% |
Volatility (6M)Calculated over the trailing 6-month period | 33.58% | 10.13% | +23.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.31% | 13.37% | +32.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.16% | 17.12% | +32.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.52% | 16.70% | +53.82% |
Dividends
NOG vs. SOYB - Dividend Comparison
NOG's dividend yield for the trailing twelve months is around 8.51%, while SOYB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 8.51% | 8.38% | 4.41% | 4.02% | 2.86% | 0.75% |
SOYB Teucrium Soybean Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NOG and SOYB have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOG has higher volatility (16.52%) compared to SOYB (5.47%). In terms of maximum drawdown, NOG dropped -98.96% vs SOYB's -53.76%.
SOYB currently has the higher Sharpe Ratio (1.40 vs -0.41), 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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