NOG vs. VTI
NOG (Northern Oil and Gas, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, NOG returned -6.59%/yr vs 15.14%/yr for VTI. At a 0.38 correlation, their price movements are largely independent.
Performance
NOG vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, NOG achieves a -8.21% return, which is significantly lower than VTI's 8.82% return. Over the past 10 years, NOG has underperformed VTI with an annualized return of -6.59%, while VTI has yielded a comparatively higher 15.14% annualized return.
NOG
- 1D
- 0.57%
- 1M
- -18.23%
- YTD
- -8.21%
- 6M
- -7.06%
- 1Y
- -29.94%
- 3Y*
- -10.82%
- 5Y*
- 3.76%
- 10Y*
- -6.59%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
NOG vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | -8.21% | -38.20% | 4.84% | 25.54% | 54.51% | 136.72% | -62.56% | 3.54% | 10.24% | -25.45% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between NOG and VTI is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2007 | 0.38 |
The correlation between NOG and VTI shifts across timeframes, from -0.00 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NOG vs. VTI — Risk / Return Rank
NOG
VTI
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.
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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.34 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.73 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.45 | 12.14 | -13.59 |
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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
| NOG | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.96% | -55.45% | -43.51% |
Max Drawdown (1Y)Largest decline over 1 year | -36.42% | -8.92% | -27.50% |
Max Drawdown (3Y)Largest decline over 3 years | -51.36% | -19.30% | -32.06% |
Max Drawdown (5Y)Largest decline over 5 years | -51.36% | -25.36% | -26.00% |
Max Drawdown (10Y)Largest decline over 10 years | -93.00% | -35.00% | -58.00% |
Current DrawdownCurrent decline from peak | -92.68% | -2.85% | -89.83% |
Average DrawdownAverage peak-to-trough decline | -69.76% | -8.01% | -61.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.64% | 2.00% | +18.64% |
Volatility
NOG vs. VTI - Volatility Comparison
Northern Oil and Gas, Inc. (NOG) has a higher volatility of 12.38% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. 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
| NOG | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 4.95% | +7.43% |
Volatility (6M)Calculated over the trailing 6-month period | 31.02% | 10.05% | +20.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.97% | 12.83% | +32.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.19% | 17.51% | +31.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.58% | 18.32% | +52.26% |
Dividends
NOG vs. VTI - Dividend Comparison
NOG's dividend yield for the trailing twelve months is around 9.27%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 9.27% | 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 | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
NOG and VTI 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.
NOG has higher volatility (12.38%) compared to VTI (4.95%). In terms of maximum drawdown, NOG dropped -98.96% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.90 vs -0.67), 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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