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

Correlation

The correlation between NGL and IAG is 0.11, 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.


-0.50.00.51.00.1

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
12.76%
30.84%
NGL
IAG

Key characteristics

Sharpe Ratio

NGL:

0.04

IAG:

2.27

Sortino Ratio

NGL:

0.33

IAG:

2.95

Omega Ratio

NGL:

1.04

IAG:

1.36

Calmar Ratio

NGL:

0.02

IAG:

1.51

Martin Ratio

NGL:

0.08

IAG:

13.62

Ulcer Index

NGL:

19.42%

IAG:

9.96%

Daily Std Dev

NGL:

36.90%

IAG:

58.92%

Max Drawdown

NGL:

-94.73%

IAG:

-95.55%

Current Drawdown

NGL:

-72.22%

IAG:

-74.63%

Fundamentals

Market Cap

NGL:

$723.43M

IAG:

$3.18B

EPS

NGL:

-$2.34

IAG:

$1.35

PEG Ratio

NGL:

-126.11

IAG:

31.67

Total Revenue (TTM)

NGL:

$4.37B

IAG:

$1.17B

Gross Profit (TTM)

NGL:

$497.97M

IAG:

$404.44M

EBITDA (TTM)

NGL:

$206.88M

IAG:

$1.04B

Returns By Period

In the year-to-date period, NGL achieves a 9.82% return, which is significantly higher than IAG's 7.75% return. Over the past 10 years, NGL has underperformed IAG with an annualized return of -7.78%, while IAG has yielded a comparatively higher 6.14% annualized return.


NGL

YTD

9.82%

1M

17.85%

6M

12.76%

1Y

3.79%

5Y*

-11.82%

10Y*

-7.78%

IAG

YTD

7.75%

1M

4.12%

6M

30.82%

1Y

113.03%

5Y*

12.09%

10Y*

6.14%

*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

NGL vs. IAG — Risk-Adjusted Performance Rank

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

NGL
The Risk-Adjusted Performance Rank of NGL is 4747
Overall Rank
The Sharpe Ratio Rank of NGL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NGL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of NGL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of NGL is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NGL is 5050
Martin Ratio Rank

IAG
The Risk-Adjusted Performance Rank of IAG is 9292
Overall Rank
The Sharpe Ratio Rank of IAG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAG is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IAG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IAG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IAG is 9595
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.

NGL vs. IAG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NGL, currently valued at 0.04, compared to the broader market-2.000.002.000.042.27
The chart of Sortino ratio for NGL, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.332.95
The chart of Omega ratio for NGL, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.36
The chart of Calmar ratio for NGL, currently valued at 0.02, compared to the broader market0.002.004.006.000.021.51
The chart of Martin ratio for NGL, currently valued at 0.08, compared to the broader market0.0010.0020.000.0813.62
NGL
IAG

The current NGL Sharpe Ratio is 0.04, which is lower than the IAG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of NGL and IAG, 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 Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.04
2.27
NGL
IAG

Dividends

NGL vs. IAG - Dividend Comparison

Neither NGL nor IAG has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%15.91%8.62%22.79%8.15%
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%

Drawdowns

NGL vs. IAG - Drawdown Comparison

The maximum NGL drawdown since its inception was -94.73%, 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. For additional features, visit the drawdowns tool.


-84.00%-82.00%-80.00%-78.00%-76.00%-74.00%-72.00%AugustSeptemberOctoberNovemberDecember2025
-72.22%
-74.63%
NGL
IAG

Volatility

NGL vs. IAG - Volatility Comparison

The current volatility for NGL Energy Partners LP (NGL) is 9.94%, while IAMGOLD Corporation (IAG) has a volatility of 13.88%. 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.94%
13.88%
NGL
IAG

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


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