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KGS vs. HMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KGS vs. HMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kodiak Gas Services Inc. (KGS) and Harmony Gold Mining Company Limited (HMY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
48.98%
4.61%
KGS
HMY

Returns By Period

In the year-to-date period, KGS achieves a 106.09% return, which is significantly higher than HMY's 56.84% return.


KGS

YTD

106.09%

1M

28.19%

6M

46.80%

1Y

126.13%

5Y (annualized)

N/A

10Y (annualized)

N/A

HMY

YTD

56.84%

1M

-21.01%

6M

-1.64%

1Y

69.22%

5Y (annualized)

26.07%

10Y (annualized)

19.79%

Fundamentals


KGSHMY
Market Cap$3.35B$6.06B
EPS$0.21$0.76
PE Ratio183.1912.63
Total Revenue (TTM)$1.08B$4.12B
Gross Profit (TTM)$407.63M$1.99B
EBITDA (TTM)$461.85M$1.06B

Key characteristics


KGSHMY
Sharpe Ratio3.671.37
Sortino Ratio3.952.08
Omega Ratio1.561.26
Calmar Ratio8.951.13
Martin Ratio24.476.93
Ulcer Index5.09%10.93%
Daily Std Dev33.90%55.06%
Max Drawdown-13.92%-97.06%
Current Drawdown0.00%-41.74%

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Correlation

-0.50.00.51.00.1

The correlation between KGS and HMY is 0.09, 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.

Risk-Adjusted Performance

KGS vs. HMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kodiak Gas Services Inc. (KGS) and Harmony Gold Mining Company Limited (HMY). 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 KGS, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.003.671.37
The chart of Sortino ratio for KGS, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.003.952.08
The chart of Omega ratio for KGS, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.26
The chart of Calmar ratio for KGS, currently valued at 8.95, compared to the broader market0.002.004.006.008.952.59
The chart of Martin ratio for KGS, currently valued at 24.47, compared to the broader market-10.000.0010.0020.0030.0024.476.93
KGS
HMY

The current KGS Sharpe Ratio is 3.67, which is higher than the HMY Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of KGS and HMY, 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 Ratio1.001.502.002.503.003.504.00Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
3.67
1.37
KGS
HMY

Dividends

KGS vs. HMY - Dividend Comparison

KGS's dividend yield for the trailing twelve months is around 4.04%, more than HMY's 1.37% yield.


TTM20232022202120202019201820172016201520142013
KGS
Kodiak Gas Services Inc.
4.04%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HMY
Harmony Gold Mining Company Limited
1.37%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%2.21%

Drawdowns

KGS vs. HMY - Drawdown Comparison

The maximum KGS drawdown since its inception was -13.92%, smaller than the maximum HMY drawdown of -97.06%. Use the drawdown chart below to compare losses from any high point for KGS and HMY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-22.24%
KGS
HMY

Volatility

KGS vs. HMY - Volatility Comparison

The current volatility for Kodiak Gas Services Inc. (KGS) is 9.43%, while Harmony Gold Mining Company Limited (HMY) has a volatility of 16.75%. This indicates that KGS experiences smaller price fluctuations and is considered to be less risky than HMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.43%
16.75%
KGS
HMY

Financials

KGS vs. HMY - Financials Comparison

This section allows you to compare key financial metrics between Kodiak Gas Services Inc. and Harmony Gold Mining Company Limited. 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