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NGS vs. APP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGS and APP is 0.06, 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

NGS vs. APP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natural Gas Services Group, Inc. (NGS) and AppLovin Corporation (APP). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
30.78%
333.94%
NGS
APP

Key characteristics

Sharpe Ratio

NGS:

1.66

APP:

8.81

Sortino Ratio

NGS:

2.41

APP:

7.03

Omega Ratio

NGS:

1.28

APP:

1.93

Calmar Ratio

NGS:

1.18

APP:

10.34

Martin Ratio

NGS:

5.99

APP:

98.54

Ulcer Index

NGS:

12.74%

APP:

7.01%

Daily Std Dev

NGS:

46.02%

APP:

78.46%

Max Drawdown

NGS:

-89.59%

APP:

-91.90%

Current Drawdown

NGS:

-37.19%

APP:

-15.07%

Fundamentals

Market Cap

NGS:

$317.34M

APP:

$113.39B

EPS

NGS:

$1.28

APP:

$3.28

PE Ratio

NGS:

19.88

APP:

103.02

PEG Ratio

NGS:

12.99

APP:

2.32

Total Revenue (TTM)

NGS:

$152.31M

APP:

$4.29B

Gross Profit (TTM)

NGS:

$64.64M

APP:

$3.14B

EBITDA (TTM)

NGS:

$50.18M

APP:

$1.98B

Returns By Period

In the year-to-date period, NGS achieves a 53.79% return, which is significantly lower than APP's 755.68% return.


NGS

YTD

53.79%

1M

-4.55%

6M

30.78%

1Y

69.15%

5Y*

15.74%

10Y*

1.08%

APP

YTD

755.68%

1M

4.85%

6M

333.94%

1Y

693.00%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

NGS vs. APP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and AppLovin Corporation (APP). 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 NGS, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.668.81
The chart of Sortino ratio for NGS, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.417.03
The chart of Omega ratio for NGS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.93
The chart of Calmar ratio for NGS, currently valued at 2.67, compared to the broader market0.002.004.006.002.6710.34
The chart of Martin ratio for NGS, currently valued at 5.99, compared to the broader market-5.000.005.0010.0015.0020.0025.005.9998.54
NGS
APP

The current NGS Sharpe Ratio is 1.66, which is lower than the APP Sharpe Ratio of 8.81. The chart below compares the historical Sharpe Ratios of NGS and APP, 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 Ratio0.002.004.006.008.0010.0012.0014.00JulyAugustSeptemberOctoberNovemberDecember
1.66
8.81
NGS
APP

Dividends

NGS vs. APP - Dividend Comparison

Neither NGS nor APP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NGS vs. APP - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, roughly equal to the maximum APP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for NGS and APP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.43%
-15.07%
NGS
APP

Volatility

NGS vs. APP - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 13.45%, while AppLovin Corporation (APP) has a volatility of 25.75%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than APP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.45%
25.75%
NGS
APP

Financials

NGS vs. APP - Financials Comparison

This section allows you to compare key financial metrics between Natural Gas Services Group, Inc. and AppLovin 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
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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.

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