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NOG vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOG vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Oil and Gas, Inc. (NOG) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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NOG vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOG
Northern Oil and Gas, Inc.
30.46%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%
VTI
Vanguard Total Stock Market ETF
-3.29%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, NOG achieves a 30.46% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, NOG has underperformed VTI with an annualized return of -1.16%, while VTI has yielded a comparatively higher 13.69% annualized return.


NOG

1D
-5.58%
1M
0.28%
YTD
30.46%
6M
15.96%
1Y
-1.17%
3Y*
2.12%
5Y*
20.94%
10Y*
-1.16%

VTI

1D
0.76%
1M
-4.38%
YTD
-3.29%
6M
-1.26%
1Y
18.60%
3Y*
18.14%
5Y*
10.63%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NOG vs. VTI — Risk / Return Rank

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

NOG
NOG Risk / Return Rank: 3838
Overall Rank
NOG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 3838
Sortino Ratio Rank
NOG Omega Ratio Rank: 3737
Omega Ratio Rank
NOG Calmar Ratio Rank: 3838
Calmar Ratio Rank
NOG Martin Ratio Rank: 3939
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTI Omega Ratio Rank: 6060
Omega Ratio Rank
VTI Calmar Ratio Rank: 5858
Calmar Ratio Rank
VTI Martin Ratio Rank: 6969
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. VTI - Risk-Adjusted Trends 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.


NOGVTIDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.98

-1.00

Sortino ratio

Return per unit of downside risk

0.35

1.52

-1.16

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.07

1.54

-1.61

Martin ratio

Return relative to average drawdown

-0.12

7.30

-7.42

NOG vs. VTI - Sharpe Ratio Comparison

The current NOG Sharpe Ratio is -0.02, which is lower than the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NOG and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NOGVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.98

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.61

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.75

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.48

-0.49

Correlation

The correlation between NOG and VTI is 0.39, 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.


Dividends

NOG vs. VTI - Dividend Comparison

NOG's dividend yield for the trailing twelve months is around 6.52%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
NOG
Northern Oil and Gas, Inc.
6.52%8.38%4.41%4.02%2.86%0.75%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

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.


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Drawdown Indicators


NOGVTIDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-55.45%

-43.51%

Max Drawdown (1Y)

Largest decline over 1 year

-34.26%

-12.30%

-21.96%

Max Drawdown (5Y)

Largest decline over 5 years

-51.36%

-25.36%

-26.00%

Max Drawdown (10Y)

Largest decline over 10 years

-94.08%

-35.00%

-59.08%

Current Drawdown

Current decline from peak

-89.60%

-5.54%

-84.06%

Average Drawdown

Average peak-to-trough decline

-69.53%

-8.08%

-61.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.33%

2.60%

+17.73%

Volatility

NOG vs. VTI - Volatility Comparison

Northern Oil and Gas, Inc. (NOG) has a higher volatility of 10.71% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. 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.


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Volatility by Period


NOGVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

5.48%

+5.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.05%

9.75%

+21.30%

Volatility (1Y)

Calculated over the trailing 1-year period

54.32%

19.02%

+35.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.70%

17.41%

+32.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.88%

18.29%

+52.59%