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NGL vs. IAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NGL vs. IAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NGL Energy Partners LP (NGL) and IAMGOLD Corporation (IAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NGL achieves a 63.70% return, which is significantly higher than IAG's 2.55% return. Over the past 10 years, NGL has underperformed IAG with an annualized return of 5.01%, while IAG has yielded a comparatively higher 14.75% annualized return.


NGL

1D
2.38%
1M
-9.61%
YTD
63.70%
6M
65.35%
1Y
250.54%
3Y*
63.00%
5Y*
46.69%
10Y*
5.01%

IAG

1D
0.18%
1M
2.36%
YTD
2.55%
6M
-3.65%
1Y
133.24%
3Y*
87.14%
5Y*
40.58%
10Y*
14.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NGL vs. IAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGL
NGL Energy Partners LP
63.70%100.40%-10.41%360.33%-33.52%-24.17%-75.27%34.05%-22.35%-20.22%
IAG
IAMGOLD Corporation
2.55%219.57%103.95%-1.94%-17.57%-14.71%-1.61%1.36%-36.88%51.43%

Correlation

The correlation between NGL and IAG is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.10

The correlation between NGL and IAG shifts across timeframes, from -0.02 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NGL:

$1.24

IAG:

$1.73

PE Ratio

NGL:

13.19

IAG:

9.78

PEG Ratio

NGL:

0.12

IAG:

0.06

PS Ratio

NGL:

0.66

IAG:

2.89

Total Revenue (TTM)

NGL:

$3.18B

IAG:

$3.42B

Gross Profit (TTM)

NGL:

$755.25M

IAG:

$1.64B

EBITDA (TTM)

NGL:

$639.38M

IAG:

$1.97B

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Return for Risk

NGL vs. IAG — Risk / Return Rank

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

NGL
NGL Risk / Return Rank: 9898
Overall Rank
NGL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
NGL Omega Ratio Rank: 9797
Omega Ratio Rank
NGL Calmar Ratio Rank: 9999
Calmar Ratio Rank
NGL Martin Ratio Rank: 9999
Martin Ratio Rank

IAG
IAG Risk / Return Rank: 8686
Overall Rank
IAG Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IAG Sortino Ratio Rank: 8484
Sortino Ratio Rank
IAG Omega Ratio Rank: 8484
Omega Ratio Rank
IAG Calmar Ratio Rank: 8686
Calmar Ratio Rank
IAG Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NGL vs. IAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NGL Energy Partners LP (NGL) and IAMGOLD Corporation (IAG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NGLIAGDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.67

1.33

+0.34

Calmar ratioReturn relative to maximum drawdown

15.81

3.38

+12.43

Martin ratioReturn relative to average drawdown

38.42

8.20

+30.21

NGL vs. IAG - Sharpe Ratio Comparison

The current NGL Sharpe Ratio is 4.76, which is higher than the IAG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of NGL and IAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NGL vs. IAG - Drawdown Comparison

The maximum NGL drawdown since its inception was -94.71%, roughly equal to the maximum IAG drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for NGL and IAG.


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Drawdown Indicators


NGLIAGDifference

Max Drawdown

Largest peak-to-trough decline

-94.71%

-95.55%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.96%

-39.60%

+23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-53.72%

-39.60%

-14.12%

Max Drawdown (5Y)

Largest decline over 5 years

-63.12%

-73.69%

+10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-92.74%

-86.46%

-6.28%

Current Drawdown

Current decline from peak

-16.66%

-31.18%

+14.52%

Average Drawdown

Average peak-to-trough decline

-51.72%

-56.16%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

16.31%

-9.56%

Volatility

NGL vs. IAG - Volatility Comparison

The current volatility for NGL Energy Partners LP (NGL) is 14.40%, while IAMGOLD Corporation (IAG) has a volatility of 20.42%. This indicates that NGL experiences smaller price fluctuations and is considered to be less risky than IAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGLIAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.40%

20.42%

-6.02%

Volatility (6M)

Calculated over the trailing 6-month period

34.12%

49.89%

-15.77%

Volatility (1Y)

Calculated over the trailing 1-year period

53.16%

62.54%

-9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.26%

60.56%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.60%

58.68%

+10.92%

Dividends

NGL vs. IAG - Dividend Comparison

Neither NGL nor IAG has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAG
IAMGOLD Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%16.23%8.62%22.78%

Financials

NGL vs. IAG - Financials Comparison

This section allows you to compare key financial metrics between NGL Energy Partners LP and IAMGOLD Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
909.82M
1.03B
(NGL) Total Revenue
(IAG) Total Revenue
Values in USD except per share items

NGL vs. IAG - Profitability Comparison

The chart below illustrates the profitability comparison between NGL Energy Partners LP and IAMGOLD Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20222023202420252026
21.4%
55.4%
Portfolio components
NGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported a gross profit of 194.75M and revenue of 909.82M. Therefore, the gross margin over that period was 21.4%.

IAG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a gross profit of 570.70M and revenue of 1.03B. Therefore, the gross margin over that period was 55.4%.

NGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported an operating income of 109.14M and revenue of 909.82M, resulting in an operating margin of 12.0%.

IAG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported an operating income of 544.70M and revenue of 1.03B, resulting in an operating margin of 52.9%.

NGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported a net income of 47.18M and revenue of 909.82M, resulting in a net margin of 5.2%.

IAG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IAMGOLD Corporation reported a net income of 379.70M and revenue of 1.03B, resulting in a net margin of 36.9%.


Frequently Asked Questions


NGL and IAG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAG has higher volatility (20.42%) compared to NGL (14.40%). In terms of maximum drawdown, NGL dropped -94.71% vs IAG's -95.55%.

NGL currently has the higher Sharpe Ratio (4.76 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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