NWN vs. FCG
Compare and contrast key facts about Northwest Natural Holding Company (NWN) and First Trust Natural Gas ETF (FCG).
FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007.
Performance
NWN vs. FCG - Performance Comparison
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NWN vs. FCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWN Northwest Natural Holding Company | 16.11% | 23.75% | 6.77% | -14.45% | 1.49% | 10.26% | -35.52% | 25.46% | 4.48% | 2.82% |
FCG First Trust Natural Gas ETF | 31.44% | -2.28% | 4.16% | 2.55% | 47.24% | 98.49% | -23.20% | -15.76% | -34.81% | -11.38% |
Returns By Period
In the year-to-date period, NWN achieves a 16.11% return, which is significantly lower than FCG's 31.44% return. Over the past 10 years, NWN has underperformed FCG with an annualized return of 3.80%, while FCG has yielded a comparatively higher 6.95% annualized return.
NWN
- 1D
- 0.90%
- 1M
- 2.11%
- YTD
- 16.11%
- 6M
- 23.65%
- 1Y
- 30.55%
- 3Y*
- 9.15%
- 5Y*
- 4.73%
- 10Y*
- 3.80%
FCG
- 1D
- -3.34%
- 1M
- 7.40%
- YTD
- 31.44%
- 6M
- 29.47%
- 1Y
- 25.85%
- 3Y*
- 13.93%
- 5Y*
- 21.20%
- 10Y*
- 6.95%
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Return for Risk
NWN vs. FCG — Risk / Return Rank
NWN
FCG
NWN vs. FCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) and First Trust Natural Gas ETF (FCG). 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.
| NWN | FCG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.80 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.19 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.14 | +2.05 |
Martin ratioReturn relative to average drawdown | 6.46 | 3.25 | +3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NWN | FCG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.80 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.63 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.18 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | -0.11 | +0.43 |
Correlation
The correlation between NWN and FCG is 0.25, 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
NWN vs. FCG - Dividend Comparison
NWN's dividend yield for the trailing twelve months is around 3.66%, more than FCG's 2.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWN Northwest Natural Holding Company | 3.66% | 4.20% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% |
FCG First Trust Natural Gas ETF | 2.09% | 2.86% | 2.76% | 3.25% | 3.04% | 1.73% | 3.82% | 2.87% | 1.46% | 1.56% | 1.70% | 4.79% |
Drawdowns
NWN vs. FCG - Drawdown Comparison
The maximum NWN drawdown since its inception was -46.27%, smaller than the maximum FCG drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for NWN and FCG.
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Drawdown Indicators
| NWN | FCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.27% | -97.20% | +50.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -23.23% | +13.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.09% | -33.33% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -46.27% | -85.04% | +38.77% |
Current DrawdownCurrent decline from peak | -9.78% | -73.50% | +63.72% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -65.30% | +53.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 8.14% | -3.27% |
Volatility
NWN vs. FCG - Volatility Comparison
The current volatility for Northwest Natural Holding Company (NWN) is 4.79%, while First Trust Natural Gas ETF (FCG) has a volatility of 7.21%. This indicates that NWN experiences smaller price fluctuations and is considered to be less risky than FCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWN | FCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 7.21% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 18.62% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 32.59% | -13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 33.84% | -11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 38.29% | -10.24% |