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NWN vs. GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NWN and GOLD is 0.08, 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.


-0.50.00.51.00.1

Performance

NWN vs. GOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northwest Natural Holding Company (NWN) and Barrick Gold Corporation (GOLD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.05%
-6.03%
NWN
GOLD

Key characteristics

Sharpe Ratio

NWN:

0.27

GOLD:

-0.36

Sortino Ratio

NWN:

0.53

GOLD:

-0.28

Omega Ratio

NWN:

1.07

GOLD:

0.97

Calmar Ratio

NWN:

0.14

GOLD:

-0.17

Martin Ratio

NWN:

1.16

GOLD:

-1.01

Ulcer Index

NWN:

5.58%

GOLD:

11.77%

Daily Std Dev

NWN:

24.45%

GOLD:

33.57%

Max Drawdown

NWN:

-46.27%

GOLD:

-88.52%

Current Drawdown

NWN:

-37.01%

GOLD:

-64.15%

Fundamentals

Market Cap

NWN:

$1.65B

GOLD:

$28.55B

EPS

NWN:

$2.10

GOLD:

$0.92

PE Ratio

NWN:

19.54

GOLD:

17.65

PEG Ratio

NWN:

3.21

GOLD:

2.34

Total Revenue (TTM)

NWN:

$1.14B

GOLD:

$12.41B

Gross Profit (TTM)

NWN:

$406.09M

GOLD:

$4.12B

EBITDA (TTM)

NWN:

$349.84M

GOLD:

$5.97B

Returns By Period

In the year-to-date period, NWN achieves a 7.10% return, which is significantly higher than GOLD's -11.60% return. Over the past 10 years, NWN has underperformed GOLD with an annualized return of 1.22%, while GOLD has yielded a comparatively higher 5.90% annualized return.


NWN

YTD

7.10%

1M

-9.37%

6M

15.41%

1Y

6.50%

5Y*

-7.56%

10Y*

1.22%

GOLD

YTD

-11.60%

1M

-13.78%

6M

-4.84%

1Y

-11.95%

5Y*

-0.55%

10Y*

5.90%

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Risk-Adjusted Performance

NWN vs. GOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) and Barrick Gold Corporation (GOLD). 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.


Sharpe ratio
The chart of Sharpe ratio for NWN, currently valued at 0.27, compared to the broader market-4.00-2.000.002.000.27-0.36
The chart of Sortino ratio for NWN, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.53-0.28
The chart of Omega ratio for NWN, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.97
The chart of Calmar ratio for NWN, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.17
The chart of Martin ratio for NWN, currently valued at 1.16, compared to the broader market0.0010.0020.001.16-1.01
NWN
GOLD

The current NWN Sharpe Ratio is 0.27, which is higher than the GOLD Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of NWN and GOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.27
-0.36
NWN
GOLD

Dividends

NWN vs. GOLD - Dividend Comparison

NWN's dividend yield for the trailing twelve months is around 4.92%, more than GOLD's 1.91% yield.


TTM20232022202120202019201820172016201520142013
NWN
Northwest Natural Holding Company
4.92%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%
GOLD
Barrick Gold Corporation
1.91%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.89%1.86%2.83%

Drawdowns

NWN vs. GOLD - Drawdown Comparison

The maximum NWN drawdown since its inception was -46.27%, smaller than the maximum GOLD drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for NWN and GOLD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-37.01%
-64.15%
NWN
GOLD

Volatility

NWN vs. GOLD - Volatility Comparison

The current volatility for Northwest Natural Holding Company (NWN) is 5.48%, while Barrick Gold Corporation (GOLD) has a volatility of 8.88%. This indicates that NWN experiences smaller price fluctuations and is considered to be less risky than GOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.48%
8.88%
NWN
GOLD

Financials

NWN vs. GOLD - Financials Comparison

This section allows you to compare key financial metrics between Northwest Natural Holding Company and Barrick Gold Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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