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

Correlation

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.


-0.50.00.51.00.3

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
3,409.41%
558.59%
MLR
NGS

Key characteristics

Sharpe Ratio

MLR:

2.21

NGS:

2.22

Sortino Ratio

MLR:

2.95

NGS:

2.94

Omega Ratio

MLR:

1.38

NGS:

1.34

Calmar Ratio

MLR:

1.56

NGS:

1.59

Martin Ratio

MLR:

9.99

NGS:

8.10

Ulcer Index

MLR:

7.79%

NGS:

12.55%

Daily Std Dev

MLR:

35.16%

NGS:

45.81%

Max Drawdown

MLR:

-98.13%

NGS:

-89.59%

Current Drawdown

MLR:

-11.90%

NGS:

-28.91%

Fundamentals

Market Cap

MLR:

$877.71M

NGS:

$349.61M

EPS

MLR:

$5.58

NGS:

$1.32

PEG Ratio

MLR:

0.00

NGS:

12.99

Total Revenue (TTM)

MLR:

$1.04B

NGS:

$116.08M

Gross Profit (TTM)

MLR:

$137.35M

NGS:

$51.54M

EBITDA (TTM)

MLR:

$81.69M

NGS:

$50.18M

Returns By Period

In the year-to-date period, MLR achieves a 3.89% return, which is significantly lower than NGS's 4.44% return. Over the past 10 years, MLR has outperformed NGS with an annualized return of 15.75%, while NGS has yielded a comparatively lower 3.11% annualized return.


MLR

YTD

3.89%

1M

0.37%

6M

9.95%

1Y

75.31%

5Y*

16.17%

10Y*

15.75%

NGS

YTD

4.44%

1M

16.77%

6M

36.54%

1Y

96.56%

5Y*

19.05%

10Y*

3.11%

*Annualized

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

MLR vs. NGS — Risk-Adjusted Performance Rank

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

MLR
The Risk-Adjusted Performance Rank of MLR is 9191
Overall Rank
The Sharpe Ratio Rank of MLR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MLR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MLR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of MLR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MLR is 9191
Martin Ratio Rank

NGS
The Risk-Adjusted Performance Rank of NGS is 9090
Overall Rank
The Sharpe Ratio Rank of NGS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NGS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of NGS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of NGS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of NGS is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.21, compared to the broader market-2.000.002.004.002.212.22
The chart of Sortino ratio for MLR, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.952.94
The chart of Omega ratio for MLR, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.34
The chart of Calmar ratio for MLR, currently valued at 4.45, compared to the broader market0.002.004.006.004.451.59
The chart of Martin ratio for MLR, currently valued at 9.99, compared to the broader market-10.000.0010.0020.009.998.10
MLR
NGS

The current MLR Sharpe Ratio is 2.21, which is comparable to the NGS Sharpe Ratio of 2.22. 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.21
2.22
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.


TTM20242023202220212020201920182017201620152014
MLR
Miller Industries, Inc.
1.12%1.16%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%
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%AugustSeptemberOctoberNovemberDecember2025
-11.44%
-28.91%
MLR
NGS

Volatility

MLR vs. NGS - Volatility Comparison

The current volatility for Miller Industries, Inc. (MLR) is 8.13%, while Natural Gas Services Group, Inc. (NGS) has a volatility of 12.89%. This indicates that MLR experiences smaller price fluctuations and is considered to be less risky than NGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.13%
12.89%
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
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 © 2025 PortfoliosLab