NOG vs. XLE

In the year-to-date period, NOG achieves a -27.49% return, which is significantly lower than XLE's -3.02% return. Over the past 10 years, NOG has underperformed XLE with an annualized return of -8.16%, while XLE has yielded a comparatively higher 4.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Northern Oil and Gas, Inc. (NOG) and Energy Select Sector SPDR Fund (XLE). 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.

The current NOG Sharpe Ratio is -0.65, which is lower than the XLE Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of NOG and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NOG's dividend yield for the trailing twelve months is around 6.37%, more than XLE's 3.47% yield.

The maximum NOG drawdown since its inception was -98.96%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for NOG and XLE. For additional features, visit the drawdowns tool.