PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PII vs. NFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PII and NFG is 0.27, 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.


-0.50.00.51.00.3

Performance

PII vs. NFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polaris Industries Inc. (PII) and National Fuel Gas Company (NFG). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
14,035.08%
2,247.10%
PII
NFG

Key characteristics

Sharpe Ratio

PII:

-1.02

NFG:

1.01

Sortino Ratio

PII:

-1.44

NFG:

1.57

Omega Ratio

PII:

0.83

NFG:

1.19

Calmar Ratio

PII:

-0.62

NFG:

0.58

Martin Ratio

PII:

-1.89

NFG:

6.46

Ulcer Index

PII:

18.31%

NFG:

3.18%

Daily Std Dev

PII:

34.07%

NFG:

20.45%

Max Drawdown

PII:

-77.57%

NFG:

-70.97%

Current Drawdown

PII:

-56.28%

NFG:

-14.54%

Fundamentals

Market Cap

PII:

$3.39B

NFG:

$5.51B

EPS

PII:

$3.57

NFG:

$0.84

PE Ratio

PII:

17.03

NFG:

72.18

PEG Ratio

PII:

2.94

NFG:

2.05

Total Revenue (TTM)

PII:

$7.71B

NFG:

$1.87B

Gross Profit (TTM)

PII:

$1.53B

NFG:

$742.36M

EBITDA (TTM)

PII:

$669.60M

NFG:

$680.96M

Returns By Period

In the year-to-date period, PII achieves a -36.57% return, which is significantly lower than NFG's 21.08% return. Over the past 10 years, PII has underperformed NFG with an annualized return of -6.72%, while NFG has yielded a comparatively higher 1.74% annualized return.


PII

YTD

-36.57%

1M

-11.93%

6M

-23.97%

1Y

-35.28%

5Y*

-7.84%

10Y*

-6.72%

NFG

YTD

21.08%

1M

-5.01%

6M

10.65%

1Y

20.06%

5Y*

8.41%

10Y*

1.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PII vs. NFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polaris Industries Inc. (PII) and National Fuel Gas Company (NFG). 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 PII, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.021.01
The chart of Sortino ratio for PII, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.441.57
The chart of Omega ratio for PII, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.19
The chart of Calmar ratio for PII, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.620.58
The chart of Martin ratio for PII, currently valued at -1.89, compared to the broader market0.0010.0020.00-1.896.46
PII
NFG

The current PII Sharpe Ratio is -1.02, which is lower than the NFG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PII and NFG, 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
1.01
PII
NFG

Dividends

PII vs. NFG - Dividend Comparison

PII's dividend yield for the trailing twelve months is around 4.54%, more than NFG's 3.42% yield.


TTM20232022202120202019201820172016201520142013
PII
Polaris Industries Inc.
4.54%2.74%2.53%2.29%2.60%2.40%3.13%1.87%2.67%2.47%1.27%1.15%
NFG
National Fuel Gas Company
3.42%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%

Drawdowns

PII vs. NFG - Drawdown Comparison

The maximum PII drawdown since its inception was -77.57%, which is greater than NFG's maximum drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for PII and NFG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-56.28%
-14.54%
PII
NFG

Volatility

PII vs. NFG - Volatility Comparison

Polaris Industries Inc. (PII) has a higher volatility of 11.59% compared to National Fuel Gas Company (NFG) at 5.59%. This indicates that PII's price experiences larger fluctuations and is considered to be riskier than NFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.59%
5.59%
PII
NFG

Financials

PII vs. NFG - Financials Comparison

This section allows you to compare key financial metrics between Polaris Industries Inc. and National Fuel Gas Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab