NEPH vs. IG.MI
NEPH (Nephros, Inc.) and IG.MI (Italgas SpA) are both stocks. NEPH operates in Medical Instruments & Supplies (Healthcare), while IG.MI operates in Utilities - Regulated Gas (Utilities). Over the past 5 years, NEPH returned -16.18%/yr vs 16.60%/yr for IG.MI. At a 0.04 correlation, their price movements are largely independent.
Performance
NEPH vs. IG.MI - Performance Comparison
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Different Trading Currencies
NEPH is traded in USD, while IG.MI is traded in EUR. To make them comparable, the IG.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NEPH achieves a -25.41% return, which is significantly lower than IG.MI's 7.15% return.
NEPH
- 1D
- -4.21%
- 1M
- 18.57%
- YTD
- -25.41%
- 6M
- -32.59%
- 1Y
- 11.31%
- 3Y*
- 26.69%
- 5Y*
- -16.18%
- 10Y*
- 2.37%
IG.MI
- 1D
- 0.41%
- 1M
- 1.73%
- YTD
- 7.15%
- 6M
- 8.42%
- 1Y
- 51.57%
- 3Y*
- 30.97%
- 5Y*
- 16.60%
- 10Y*
- —
NEPH vs. IG.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEPH Nephros, Inc. | -25.41% | 231.97% | -57.51% | 199.00% | -80.39% | -31.24% | -13.77% | 93.96% | 26.67% | 22.92% |
IG.MI Italgas SpA | 7.15% | 108.06% | 4.07% | 7.85% | -15.75% | 11.62% | 9.44% | 10.37% | -3.12% | 61.12% |
Correlation
The correlation between NEPH and IG.MI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.04 |
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Return for Risk
NEPH vs. IG.MI — Risk / Return Rank
NEPH
IG.MI
NEPH vs. IG.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nephros, Inc. (NEPH) and Italgas SpA (IG.MI). 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.
| NEPH | IG.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 3.49 | -3.27 |
| Martin ratioReturn relative to average drawdown | 0.40 | 10.07 | -9.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEPH | IG.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 2.50 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.73 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.64 | -0.57 |
Drawdowns
NEPH vs. IG.MI - Drawdown Comparison
The maximum NEPH drawdown since its inception was -91.98%, which is greater than IG.MI's maximum drawdown of -34.84%. Use the drawdown chart below to compare losses from any high point for NEPH and IG.MI.
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Drawdown Indicators
| NEPH | IG.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.98% | -34.84% | -57.14% |
Max Drawdown (1Y)Largest decline over 1 year | -51.94% | -14.77% | -37.17% |
Max Drawdown (3Y)Largest decline over 3 years | -65.06% | -18.35% | -46.71% |
Max Drawdown (5Y)Largest decline over 5 years | -91.48% | -34.23% | -57.25% |
Max Drawdown (10Y)Largest decline over 10 years | -91.98% | — | — |
Current DrawdownCurrent decline from peak | -67.93% | -9.29% | -58.64% |
Average DrawdownAverage peak-to-trough decline | -48.42% | -8.60% | -39.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.10% | 5.12% | +22.98% |
Volatility
NEPH vs. IG.MI - Volatility Comparison
Nephros, Inc. (NEPH) has a higher volatility of 34.04% compared to Italgas SpA (IG.MI) at 5.96%. This indicates that NEPH's price experiences larger fluctuations and is considered to be riskier than IG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEPH | IG.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.04% | 5.96% | +28.08% |
Volatility (6M)Calculated over the trailing 6-month period | 59.51% | 16.95% | +42.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.82% | 20.68% | +82.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.17% | 22.57% | +54.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.34% | 24.05% | +63.29% |
Dividends
NEPH vs. IG.MI - Dividend Comparison
NEPH has not paid dividends to shareholders, while IG.MI's dividend yield for the trailing twelve months is around 4.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IG.MI Italgas SpA | 4.37% | 3.53% | 5.39% | 5.07% | 4.71% | 3.79% | 4.08% | 3.56% | 3.45% | 3.25% |
NEPH Nephros, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NEPH vs. IG.MI - Financials Comparison
This section allows you to compare key financial metrics between Nephros, Inc. and Italgas SpA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEPH and IG.MI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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