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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWN or FCG.
Key characteristics
| NWN | FCG | |
|---|---|---|
| YTD Return | 11.85% | 6.77% |
| 1Y Return | 20.32% | 6.32% |
| 3Y Return (Ann) | 0.94% | 14.55% |
| 5Y Return (Ann) | -4.99% | 22.59% |
| 10Y Return (Ann) | 2.65% | -7.92% |
| Sharpe Ratio | 0.83 | 0.33 |
| Sortino Ratio | 1.29 | 0.59 |
| Omega Ratio | 1.17 | 1.07 |
| Calmar Ratio | 0.45 | 0.09 |
| Martin Ratio | 3.84 | 0.92 |
| Ulcer Index | 5.36% | 7.89% |
| Daily Std Dev | 24.86% | 22.14% |
| Max Drawdown | -46.27% | -97.20% |
| Current Drawdown | -34.21% | -78.85% |
Correlation
The correlation between NWN and FCG is 0.26, 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.
Performance
NWN vs. FCG - Performance Comparison
In the year-to-date period, NWN achieves a 11.85% return, which is significantly higher than FCG's 6.77% return. Over the past 10 years, NWN has outperformed FCG with an annualized return of 2.65%, while FCG has yielded a comparatively lower -7.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NWN vs. FCG - Risk-Adjusted Performance 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.
Dividends
NWN vs. FCG - Dividend Comparison
NWN's dividend yield for the trailing twelve months is around 4.72%, more than FCG's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWN Northwest Natural Holding Company | 4.72% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% | 4.26% |
FCG First Trust Natural Gas ETF | 3.06% | 3.25% | 3.04% | 1.73% | 3.83% | 2.88% | 1.46% | 1.56% | 1.69% | 4.82% | 1.34% | 0.35% |
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. For additional features, visit the drawdowns tool.
Volatility
NWN vs. FCG - Volatility Comparison
The current volatility for Northwest Natural Holding Company (NWN) is 6.63%, while First Trust Natural Gas ETF (FCG) has a volatility of 7.77%. 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.