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MLR vs. NGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MLR vs. NGS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.04%
24.74%
MLR
NGS

Returns By Period

In the year-to-date period, MLR achieves a 60.69% return, which is significantly lower than NGS's 69.34% return. Over the past 10 years, MLR has outperformed NGS with an annualized return of 16.66%, while NGS has yielded a comparatively lower 0.73% annualized return.


MLR

YTD

60.69%

1M

6.14%

6M

15.64%

1Y

71.43%

5Y (annualized)

15.29%

10Y (annualized)

16.66%

NGS

YTD

69.34%

1M

36.97%

6M

24.28%

1Y

81.05%

5Y (annualized)

19.99%

10Y (annualized)

0.73%

Fundamentals


MLRNGS
Market Cap$877.71M$323.20M
EPS$5.58$1.28
PE Ratio12.3020.24
PEG Ratio0.0012.99
Total Revenue (TTM)$1.33B$152.31M
Gross Profit (TTM)$175.99M$64.64M
EBITDA (TTM)$107.53M$41.33M

Key characteristics


MLRNGS
Sharpe Ratio2.101.75
Sortino Ratio2.822.51
Omega Ratio1.361.28
Calmar Ratio1.421.21
Martin Ratio10.266.26
Ulcer Index6.99%13.02%
Daily Std Dev34.20%46.64%
Max Drawdown-98.13%-89.59%
Current Drawdown-12.96%-30.84%

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Correlation

-0.50.00.51.00.3

The correlation between MLR and NGS is 0.26, 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

MLR vs. NGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Industries, Inc. (MLR) 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 MLR, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.101.75
The chart of Sortino ratio for MLR, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.822.51
The chart of Omega ratio for MLR, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.28
The chart of Calmar ratio for MLR, currently valued at 4.22, compared to the broader market0.002.004.006.004.221.21
The chart of Martin ratio for MLR, currently valued at 10.26, compared to the broader market0.0010.0020.0030.0010.266.26
MLR
NGS

The current MLR Sharpe Ratio is 2.10, which is comparable to the NGS Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of MLR 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.10
1.75
MLR
NGS

Dividends

MLR vs. NGS - Dividend Comparison

MLR's dividend yield for the trailing twelve months is around 1.12%, while NGS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MLR
Miller Industries, Inc.
1.12%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%3.01%
NGS
Natural Gas Services Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLR vs. NGS - Drawdown Comparison

The maximum MLR drawdown since its inception was -98.13%, which is greater than NGS's maximum drawdown of -89.59%. Use the drawdown chart below to compare losses from any high point for MLR and NGS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.51%
-30.84%
MLR
NGS

Volatility

MLR vs. NGS - Volatility Comparison

Miller Industries, Inc. (MLR) has a higher volatility of 16.21% compared to Natural Gas Services Group, Inc. (NGS) at 14.91%. This indicates that MLR'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.21%
14.91%
MLR
NGS

Financials

MLR vs. NGS - Financials Comparison

This section allows you to compare key financial metrics between Miller Industries, Inc. 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