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PIT vs. NOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIT vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Commodity Strategy ETF (PIT) and Northern Oil and Gas, Inc. (NOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIT achieves a 39.56% return, which is significantly higher than NOG's 2.37% return.


PIT

1D
-0.05%
1M
12.38%
6M
25.04%
YTD
39.56%
1Y
54.64%
3Y*
19.64%
5Y*
10Y*
ALL TIME*
16.95%

NOG

1D
1.49%
1M
20.44%
6M
-12.08%
YTD
2.37%
1Y
-18.99%
3Y*
-13.95%
5Y*
9.05%
10Y*
-2.51%
ALL TIME*
-2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.84M$61.54M$65.18M
$1.38M$2.80M$3.76M

PIT vs. NOG - Yearly Performance Comparison


2026 (YTD)2025202420232022
PIT
VanEck Commodity Strategy ETF
39.56%21.63%6.77%-4.54%1.67%
NOG
Northern Oil and Gas, Inc.
2.37%-38.20%4.84%25.54%-1.70%

Correlation

The correlation between PIT and NOG is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.54

The correlation between PIT and NOG has been stable across timeframes, ranging from 0.53 to 0.54 - a consistent structural relationship.

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Return for Risk

PIT vs. NOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PIT
PIT Risk / Return Rank: 8888
Overall Rank
PIT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 8989
Sortino Ratio Rank
PIT Omega Ratio Rank: 9090
Omega Ratio Rank
PIT Calmar Ratio Rank: 8484
Calmar Ratio Rank
PIT Martin Ratio Rank: 8282
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 2525
Overall Rank
NOG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 2626
Sortino Ratio Rank
NOG Omega Ratio Rank: 2626
Omega Ratio Rank
NOG Calmar Ratio Rank: 2828
Calmar Ratio Rank
NOG Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PIT vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Commodity Strategy ETF (PIT) and Northern Oil and Gas, Inc. (NOG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PITNOGDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+3.38

Omega ratioGain probability vs. loss probability

1.42

0.96

+0.45

Calmar ratioReturn relative to maximum drawdown

3.19

-0.46

+3.65

Martin ratioReturn relative to average drawdown

10.87

-1.03

+11.90

PIT vs. NOG - Sharpe Ratio Comparison

The current PIT Sharpe Ratio is 2.47, which is higher than the NOG Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of PIT and NOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PIT vs. NOG - Drawdown Comparison

The maximum PIT drawdown since its inception was -17.20%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for PIT and NOG.


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Drawdown Indicators


PITNOGDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-98.96%

+81.76%

Max Drawdown (1Y)

Largest decline over 1 year

-17.20%

-41.43%

+24.23%

Max Drawdown (3Y)

Largest decline over 3 years

-17.20%

-55.08%

+37.88%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

Max Drawdown (10Y)

Largest decline over 10 years

-92.15%

Current Drawdown

Current decline from peak

-5.78%

-91.84%

+86.06%

Average Drawdown

Average peak-to-trough decline

-4.27%

-69.89%

+65.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

19.41%

-14.36%

Volatility

PIT vs. NOG - Volatility Comparison

The current volatility for VanEck Commodity Strategy ETF (PIT) is 6.47%, while Northern Oil and Gas, Inc. (NOG) has a volatility of 16.52%. This indicates that PIT experiences smaller price fluctuations and is considered to be less risky than NOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PITNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

16.52%

-10.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

33.58%

-13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

46.31%

-24.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

49.16%

-31.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

70.52%

-52.82%

Dividends

PIT vs. NOG - Dividend Comparison

PIT's dividend yield for the trailing twelve months is around 6.39%, less than NOG's 8.51% yield.


PositionTTM20252024202320222021
NOG
Northern Oil and Gas, Inc.
8.51%8.38%4.41%4.02%2.86%0.75%
PIT
VanEck Commodity Strategy ETF
6.39%8.92%3.59%6.44%0.00%0.00%

Frequently Asked Questions


PIT and NOG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (16.52%) compared to PIT (6.47%). In terms of maximum drawdown, PIT dropped -17.20% vs NOG's -98.96%.

PIT currently has the higher Sharpe Ratio (2.47 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PIT and NOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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