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SRV vs. SBMBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRV vs. SBMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXG Cushing® Midstream Energy Fund (SRV) and Saratoga Energy & Basic Materials Fund (SBMBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, SRV has outperformed SBMBX with an annualized return of 11.29%, while SBMBX has yielded a comparatively lower 2.18% annualized return.


SRV

1D
-0.17%
1M
-3.40%
6M
22.55%
YTD
28.82%
1Y
31.78%
3Y*
21.38%
5Y*
27.42%
10Y*
11.29%
ALL TIME*
-0.56%

SBMBX

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
4.33%
3Y*
1.83%
5Y*
4.96%
10Y*
2.18%
ALL TIME*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$3.50M$4.01M$3.19M

SRV vs. SBMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRV
NXG Cushing® Midstream Energy Fund
28.82%5.05%50.70%19.88%20.11%50.45%-41.65%33.99%-21.61%-4.21%
SBMBX
Saratoga Energy & Basic Materials Fund
0.00%5.05%-7.25%6.28%19.60%25.58%-19.21%-0.96%-18.00%8.44%

Correlation

The correlation between SRV and SBMBX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.06

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

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.50

Correlation (10Y)
Provides a long-term view across more market conditions.

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.46

Over the past year, the correlation between SRV and SBMBX has dropped to 0.06 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

SRV vs. SBMBX — Risk / Return Rank

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

SRV
SRV Risk / Return Rank: 5353
Overall Rank
SRV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SRV Sortino Ratio Rank: 4747
Sortino Ratio Rank
SRV Omega Ratio Rank: 5050
Omega Ratio Rank
SRV Calmar Ratio Rank: 7272
Calmar Ratio Rank
SRV Martin Ratio Rank: 4343
Martin Ratio Rank

SBMBX
SBMBX Risk / Return Rank: 55
Overall Rank
SBMBX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SBMBX Sortino Ratio Rank: 44
Sortino Ratio Rank
SBMBX Omega Ratio Rank: 55
Omega Ratio Rank
SBMBX Calmar Ratio Rank: 55
Calmar Ratio Rank
SBMBX Martin Ratio Rank: 55
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.

SRV vs. SBMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NXG Cushing® Midstream Energy Fund (SRV) and Saratoga Energy & Basic Materials Fund (SBMBX). 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.


SRVSBMBXDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.27

1.03

+0.24

Calmar ratioReturn relative to maximum drawdown

2.43

0.12

+2.31

Martin ratioReturn relative to average drawdown

6.60

0.23

+6.37

SRV vs. SBMBX - Sharpe Ratio Comparison

The current SRV Sharpe Ratio is 1.49, which is higher than the SBMBX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SRV and SBMBX, 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

SRV vs. SBMBX - Drawdown Comparison

The maximum SRV drawdown since its inception was -92.97%, which is greater than SBMBX's maximum drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for SRV and SBMBX.


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Drawdown Indicators


SRVSBMBXDifference

Max Drawdown

Largest peak-to-trough decline

-92.97%

-74.35%

-18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-5.66%

-7.47%

Max Drawdown (3Y)

Largest decline over 3 years

-26.26%

-25.34%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-26.66%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-81.70%

-65.48%

-16.22%

Current Drawdown

Current decline from peak

-10.13%

-31.22%

+21.09%

Average Drawdown

Average peak-to-trough decline

-48.41%

-28.69%

-19.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

2.82%

+2.01%

Volatility

SRV vs. SBMBX - Volatility Comparison

NXG Cushing® Midstream Energy Fund (SRV) has a higher volatility of 9.29% compared to Saratoga Energy & Basic Materials Fund (SBMBX) at 0.00%. This indicates that SRV's price experiences larger fluctuations and is considered to be riskier than SBMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRVSBMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

0.00%

+9.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.97%

2.01%

+15.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

9.77%

+11.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.45%

20.52%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.35%

23.93%

+14.42%

SRV vs. SBMBX - Expense Ratio Comparison

SRV has a 1.00% expense ratio, which is lower than SBMBX's 3.30% expense ratio.


Dividends

SRV vs. SBMBX - Dividend Comparison

SRV's dividend yield for the trailing twelve months is around 16.30%, more than SBMBX's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
SBMBX
Saratoga Energy & Basic Materials Fund
2.13%2.13%2.17%0.00%2.75%0.75%1.32%0.00%0.00%0.00%0.00%0.00%
SRV
NXG Cushing® Midstream Energy Fund
16.30%19.31%12.85%15.56%8.85%4.72%12.05%10.59%12.73%9.07%7.95%11.01%

Frequently Asked Questions


SRV and SBMBX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRV has higher volatility (9.29%) compared to SBMBX (0.00%). In terms of maximum drawdown, SRV dropped -92.97% vs SBMBX's -74.35%.

SRV currently has the higher Sharpe Ratio (1.49 vs 0.07), 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

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