NOG vs. VTI
Compare and contrast key facts about Northern Oil and Gas, Inc. (NOG) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOG or VTI.
Key characteristics
| NOG | VTI | |
|---|---|---|
| YTD Return | 14.60% | 26.70% |
| 1Y Return | 18.12% | 38.81% |
| 3Y Return (Ann) | 24.66% | 8.86% |
| 5Y Return (Ann) | 17.95% | 15.46% |
| 10Y Return (Ann) | -9.10% | 12.95% |
| Sharpe Ratio | 0.63 | 3.23 |
| Sortino Ratio | 1.08 | 4.29 |
| Omega Ratio | 1.14 | 1.60 |
| Calmar Ratio | 0.24 | 4.77 |
| Martin Ratio | 2.13 | 21.07 |
| Ulcer Index | 9.88% | 1.94% |
| Daily Std Dev | 33.33% | 12.59% |
| Max Drawdown | -98.96% | -55.45% |
| Current Drawdown | -85.86% | 0.00% |
Correlation
The correlation between NOG and VTI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NOG vs. VTI - Performance Comparison
In the year-to-date period, NOG achieves a 14.60% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, NOG has underperformed VTI with an annualized return of -9.10%, while VTI has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NOG vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
NOG vs. VTI - Dividend Comparison
NOG's dividend yield for the trailing twelve months is around 3.94%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 3.94% | 4.02% | 2.86% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NOG vs. VTI - Drawdown Comparison
The maximum NOG drawdown since its inception was -98.96%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NOG and VTI. For additional features, visit the drawdowns tool.
Volatility
NOG vs. VTI - Volatility Comparison
Northern Oil and Gas, Inc. (NOG) has a higher volatility of 13.44% compared to Vanguard Total Stock Market ETF (VTI) at 4.07%. This indicates that NOG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.