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 -5.72%/yr vs 14.67%/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 -1.45% return, which is significantly lower than VTI's 10.96% return. Over the past 10 years, NOG has underperformed VTI with an annualized return of -5.72%, while VTI has yielded a comparatively higher 14.67% annualized return.
NOG
- 1D
- 9.94%
- 1M
- 0.29%
- 6M
- -2.54%
- YTD
- -1.45%
- 1Y
- -28.56%
- 3Y*
- -11.20%
- 5Y*
- 7.71%
- 10Y*
- -5.72%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
NOG vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | -1.45% | -38.20% | 4.84% | 25.54% | 54.51% | 136.72% | -62.56% | 3.54% | 10.24% | -25.45% |
VTI Vanguard Total Stock Market ETF | 10.96% | 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 -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
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 -0.04 (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 | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.31 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.46 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.41 | 10.78 | -12.19 |
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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 | -41.43% | -8.92% | -32.51% |
Max Drawdown (3Y)Largest decline over 3 years | -55.08% | -19.30% | -35.78% |
Max Drawdown (5Y)Largest decline over 5 years | -55.08% | -25.36% | -29.72% |
Max Drawdown (10Y)Largest decline over 10 years | -92.66% | -35.00% | -57.66% |
Current DrawdownCurrent decline from peak | -92.14% | -0.94% | -91.20% |
Average DrawdownAverage peak-to-trough decline | -69.83% | -8.00% | -61.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.82% | 2.03% | +19.79% |
Volatility
NOG vs. VTI - Volatility Comparison
Northern Oil and Gas, Inc. (NOG) has a higher volatility of 17.00% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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 | 17.00% | 4.08% | +12.92% |
Volatility (6M)Calculated over the trailing 6-month period | 33.20% | 10.13% | +23.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.58% | 12.85% | +33.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.46% | 17.51% | +31.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.62% | 18.29% | +52.33% |
Dividends
NOG vs. VTI - Dividend Comparison
NOG's dividend yield for the trailing twelve months is around 8.84%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOG Northern Oil and Gas, Inc. | 8.84% | 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 | 1.05% | 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 -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOG has higher volatility (17.00%) compared to VTI (4.08%). In terms of maximum drawdown, NOG dropped -98.96% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.71 vs -0.62), 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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