NCSM vs. ^GSPC
Compare and contrast key facts about NCS Multistage Holdings, Inc. (NCSM) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NCSM or ^GSPC.
Correlation
The correlation between NCSM and ^GSPC is 0.23, 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.
Performance
NCSM vs. ^GSPC - Performance Comparison
Key characteristics
NCSM:
1.71
^GSPC:
1.83
NCSM:
2.54
^GSPC:
2.47
NCSM:
1.31
^GSPC:
1.33
NCSM:
0.83
^GSPC:
2.76
NCSM:
10.63
^GSPC:
11.27
NCSM:
7.56%
^GSPC:
2.08%
NCSM:
46.94%
^GSPC:
12.79%
NCSM:
-98.58%
^GSPC:
-56.78%
NCSM:
-94.70%
^GSPC:
-0.07%
Returns By Period
In the year-to-date period, NCSM achieves a 10.32% return, which is significantly higher than ^GSPC's 3.96% return.
NCSM
10.32%
-2.75%
43.99%
82.54%
-0.80%
N/A
^GSPC
3.96%
1.97%
9.03%
22.16%
12.60%
11.26%
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Risk-Adjusted Performance
NCSM vs. ^GSPC — Risk-Adjusted Performance Rank
NCSM
^GSPC
NCSM vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NCS Multistage Holdings, Inc. (NCSM) and S&P 500 (^GSPC). 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.
Drawdowns
NCSM vs. ^GSPC - Drawdown Comparison
The maximum NCSM drawdown since its inception was -98.58%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NCSM and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
NCSM vs. ^GSPC - Volatility Comparison
NCS Multistage Holdings, Inc. (NCSM) has a higher volatility of 10.27% compared to S&P 500 (^GSPC) at 3.21%. This indicates that NCSM's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.