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SPXC vs. NOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXC vs. NOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) 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, SPXC achieves a 16.71% return, which is significantly higher than NOG's -3.48% return. Over the past 10 years, SPXC has outperformed NOG with an annualized return of 31.60%, while NOG has yielded a comparatively lower -5.15% annualized return.


SPXC

1D
4.41%
1M
17.34%
YTD
16.71%
6M
3.88%
1Y
45.38%
3Y*
40.55%
5Y*
31.42%
10Y*
31.60%

NOG

1D
-4.36%
1M
-14.45%
YTD
-3.48%
6M
-9.31%
1Y
-29.75%
3Y*
-9.64%
5Y*
5.51%
10Y*
-5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. NOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXC
SPX Corporation
16.71%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%
NOG
Northern Oil and Gas, Inc.
-3.48%-38.20%4.84%25.54%54.51%136.72%-62.56%3.54%10.24%-25.45%

Correlation

The correlation between SPXC and NOG is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2007

0.33

The correlation between SPXC and NOG shifts across timeframes, from -0.08 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SPXC:

$11.80B

NOG:

$2.01B

EPS

SPXC:

$5.19

NOG:

-$6.32

PS Ratio

SPXC:

4.85

NOG:

1.32

PB Ratio

SPXC:

5.16

NOG:

1.13

Total Revenue (TTM)

SPXC:

$2.35B

NOG:

$1.52B

Gross Profit (TTM)

SPXC:

$909.30M

NOG:

$450.66M

EBITDA (TTM)

SPXC:

$475.30M

NOG:

$73.21M

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Return for Risk

SPXC vs. NOG — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7777
Overall Rank
SPXC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7474
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7878
Martin Ratio Rank

NOG
NOG Risk / Return Rank: 1313
Overall Rank
NOG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NOG Sortino Ratio Rank: 1717
Sortino Ratio Rank
NOG Omega Ratio Rank: 1818
Omega Ratio Rank
NOG Calmar Ratio Rank: 88
Calmar Ratio Rank
NOG Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXC vs. NOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) 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.


SPXCNOGDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.23

0.91

+0.32

Calmar ratioReturn relative to maximum drawdown

1.97

-0.87

+2.84

Martin ratioReturn relative to average drawdown

5.04

-1.43

+6.47

SPXC vs. NOG - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.24, which is higher than the NOG Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of SPXC 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

SPXC vs. NOG - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, smaller than the maximum NOG drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for SPXC and NOG.


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Drawdown Indicators


SPXCNOGDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-98.96%

+17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-34.26%

+11.11%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-51.36%

+17.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-51.36%

+13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

-93.06%

+42.80%

Current Drawdown

Current decline from peak

-3.93%

-92.31%

+88.38%

Average Drawdown

Average peak-to-trough decline

-29.01%

-69.73%

+40.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

20.88%

-11.84%

Volatility

SPXC vs. NOG - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 11.22%, while Northern Oil and Gas, Inc. (NOG) has a volatility of 13.29%. This indicates that SPXC 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


SPXCNOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

13.29%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

31.99%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

36.72%

44.90%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.15%

49.16%

-14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.47%

70.62%

-33.15%

Dividends

SPXC vs. NOG - Dividend Comparison

SPXC has not paid dividends to shareholders, while NOG's dividend yield for the trailing twelve months is around 8.81%.


PositionTTM20252024202320222021202020192018201720162015
NOG
Northern Oil and Gas, Inc.
8.81%8.38%4.41%4.02%2.86%0.75%0.00%0.00%0.00%0.00%0.00%0.00%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%

Financials

SPXC vs. NOG - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation and Northern Oil and Gas, Inc.. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
566.80M
5.03M
(SPXC) Total Revenue
(NOG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SPXC and NOG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOG has higher volatility (13.29%) compared to SPXC (11.22%). In terms of maximum drawdown, SPXC dropped -81.12% vs NOG's -98.96%.

SPXC currently has the higher Sharpe Ratio (1.24 vs -0.67), 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 SPXC and NOG

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