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PXJ vs. NANR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXJ and NANR is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

PXJ vs. NANR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Oil & Gas Services ETF (PXJ) and SPDR S&P North American Natural Resources ETF (NANR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.85%
-4.49%
PXJ
NANR

Key characteristics

Sharpe Ratio

PXJ:

0.49

NANR:

0.65

Sortino Ratio

PXJ:

0.83

NANR:

0.96

Omega Ratio

PXJ:

1.10

NANR:

1.12

Calmar Ratio

PXJ:

0.15

NANR:

0.58

Martin Ratio

PXJ:

1.30

NANR:

2.34

Ulcer Index

PXJ:

9.43%

NANR:

4.88%

Daily Std Dev

PXJ:

25.26%

NANR:

17.66%

Max Drawdown

PXJ:

-94.88%

NANR:

-49.15%

Current Drawdown

PXJ:

-77.74%

NANR:

-6.64%

Returns By Period

In the year-to-date period, PXJ achieves a 7.21% return, which is significantly higher than NANR's 5.21% return.


PXJ

YTD

7.21%

1M

6.40%

6M

-8.86%

1Y

10.28%

5Y*

5.54%

10Y*

-7.36%

NANR

YTD

5.21%

1M

0.03%

6M

-4.49%

1Y

10.64%

5Y*

12.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PXJ vs. NANR - Expense Ratio Comparison

PXJ has a 0.63% expense ratio, which is higher than NANR's 0.35% expense ratio.


PXJ
Invesco Dynamic Oil & Gas Services ETF
Expense ratio chart for PXJ: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for NANR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

PXJ vs. NANR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXJ
The Risk-Adjusted Performance Rank of PXJ is 2626
Overall Rank
The Sharpe Ratio Rank of PXJ is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PXJ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of PXJ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PXJ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PXJ is 2525
Martin Ratio Rank

NANR
The Risk-Adjusted Performance Rank of NANR is 3535
Overall Rank
The Sharpe Ratio Rank of NANR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of NANR is 3434
Sortino Ratio Rank
The Omega Ratio Rank of NANR is 3434
Omega Ratio Rank
The Calmar Ratio Rank of NANR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of NANR is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PXJ vs. NANR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Oil & Gas Services ETF (PXJ) and SPDR S&P North American Natural Resources ETF (NANR). 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 PXJ, currently valued at 0.49, compared to the broader market0.002.004.000.490.65
The chart of Sortino ratio for PXJ, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.0012.000.830.96
The chart of Omega ratio for PXJ, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.12
The chart of Calmar ratio for PXJ, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.230.58
The chart of Martin ratio for PXJ, currently valued at 1.30, compared to the broader market0.0020.0040.0060.0080.00100.001.302.34
PXJ
NANR

The current PXJ Sharpe Ratio is 0.49, which is comparable to the NANR Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PXJ and NANR, 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.49
0.65
PXJ
NANR

Dividends

PXJ vs. NANR - Dividend Comparison

PXJ's dividend yield for the trailing twelve months is around 3.11%, more than NANR's 2.09% yield.


TTM20242023202220212020201920182017201620152014
PXJ
Invesco Dynamic Oil & Gas Services ETF
3.11%3.33%2.00%0.66%2.38%4.73%0.39%1.02%2.76%1.19%2.36%1.12%
NANR
SPDR S&P North American Natural Resources ETF
2.09%2.20%2.78%2.70%2.61%2.73%2.02%1.95%1.83%5.01%0.01%0.00%

Drawdowns

PXJ vs. NANR - Drawdown Comparison

The maximum PXJ drawdown since its inception was -94.88%, which is greater than NANR's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for PXJ and NANR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-47.25%
-6.64%
PXJ
NANR

Volatility

PXJ vs. NANR - Volatility Comparison

Invesco Dynamic Oil & Gas Services ETF (PXJ) has a higher volatility of 6.68% compared to SPDR S&P North American Natural Resources ETF (NANR) at 5.43%. This indicates that PXJ's price experiences larger fluctuations and is considered to be riskier than NANR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
5.43%
PXJ
NANR
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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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