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

Correlation

The correlation between BLBD and NGS is 0.21, 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.


-0.50.00.51.00.2

Performance

BLBD vs. NGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Bird Corporation (BLBD) and Natural Gas Services Group, Inc. (NGS). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
354.37%
-14.93%
BLBD
NGS

Key characteristics

Sharpe Ratio

BLBD:

1.37

NGS:

2.00

Sortino Ratio

BLBD:

2.15

NGS:

2.77

Omega Ratio

BLBD:

1.25

NGS:

1.32

Calmar Ratio

BLBD:

1.88

NGS:

1.38

Martin Ratio

BLBD:

4.54

NGS:

7.31

Ulcer Index

BLBD:

15.41%

NGS:

12.64%

Daily Std Dev

BLBD:

51.12%

NGS:

46.21%

Max Drawdown

BLBD:

-74.16%

NGS:

-89.59%

Current Drawdown

BLBD:

-24.47%

NGS:

-34.29%

Fundamentals

Market Cap

BLBD:

$1.36B

NGS:

$344.91M

EPS

BLBD:

$3.16

NGS:

$1.25

PE Ratio

BLBD:

13.34

NGS:

21.58

PEG Ratio

BLBD:

1.13

NGS:

12.99

Total Revenue (TTM)

BLBD:

$1.35B

NGS:

$152.31M

Gross Profit (TTM)

BLBD:

$255.86M

NGS:

$64.64M

EBITDA (TTM)

BLBD:

$152.34M

NGS:

$50.18M

Returns By Period

The year-to-date returns for both stocks are quite close, with BLBD having a 62.13% return and NGS slightly lower at 60.88%. Over the past 10 years, BLBD has outperformed NGS with an annualized return of 16.22%, while NGS has yielded a comparatively lower 1.61% annualized return.


BLBD

YTD

62.13%

1M

20.18%

6M

-21.65%

1Y

75.61%

5Y (annualized)

15.68%

10Y (annualized)

16.22%

NGS

YTD

60.88%

1M

3.69%

6M

36.73%

1Y

100.70%

5Y (annualized)

16.20%

10Y (annualized)

1.61%

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

BLBD vs. NGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Bird Corporation (BLBD) and Natural Gas Services Group, Inc. (NGS). 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 BLBD, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.372.00
The chart of Sortino ratio for BLBD, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.152.77
The chart of Omega ratio for BLBD, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.32
The chart of Calmar ratio for BLBD, currently valued at 1.88, compared to the broader market0.002.004.006.001.881.47
The chart of Martin ratio for BLBD, currently valued at 4.54, compared to the broader market-10.000.0010.0020.0030.004.547.31
BLBD
NGS

The current BLBD Sharpe Ratio is 1.37, which is lower than the NGS Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BLBD and NGS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.37
2.00
BLBD
NGS

Dividends

BLBD vs. NGS - Dividend Comparison

Neither BLBD nor NGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLBD vs. NGS - Drawdown Comparison

The maximum BLBD drawdown since its inception was -74.16%, smaller than the maximum NGS drawdown of -89.59%. Use the drawdown chart below to compare losses from any high point for BLBD and NGS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.47%
-25.43%
BLBD
NGS

Volatility

BLBD vs. NGS - Volatility Comparison

Blue Bird Corporation (BLBD) has a higher volatility of 15.85% compared to Natural Gas Services Group, Inc. (NGS) at 12.04%. This indicates that BLBD's price experiences larger fluctuations and is considered to be riskier than NGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.85%
12.04%
BLBD
NGS

Financials

BLBD vs. NGS - Financials Comparison

This section allows you to compare key financial metrics between Blue Bird Corporation and Natural Gas Services Group, 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


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