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NGS vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NGS and BCH-USD is 0.26, 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

NGS vs. BCH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NGS:

0.25

BCH-USD:

-0.07

Sortino Ratio

NGS:

0.64

BCH-USD:

1.26

Omega Ratio

NGS:

1.08

BCH-USD:

1.13

Calmar Ratio

NGS:

0.16

BCH-USD:

0.16

Martin Ratio

NGS:

0.48

BCH-USD:

1.29

Ulcer Index

NGS:

18.23%

BCH-USD:

31.95%

Daily Std Dev

NGS:

54.46%

BCH-USD:

66.28%

Max Drawdown

NGS:

-89.59%

BCH-USD:

-98.03%

Current Drawdown

NGS:

-35.05%

BCH-USD:

-89.53%

Returns By Period

In the year-to-date period, NGS achieves a -4.59% return, which is significantly higher than BCH-USD's -5.34% return.


NGS

YTD

-4.59%

1M

38.07%

6M

5.27%

1Y

13.54%

5Y*

35.51%

10Y*

1.12%

BCH-USD

YTD

-5.34%

1M

19.95%

6M

-5.44%

1Y

-6.10%

5Y*

11.18%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NGS vs. BCH-USD — Risk-Adjusted Performance Rank

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

NGS
The Risk-Adjusted Performance Rank of NGS is 5757
Overall Rank
The Sharpe Ratio Rank of NGS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NGS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of NGS is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NGS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of NGS is 5757
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 5959
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 6161
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.

NGS vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Bitcoin Cash (BCH-USD). 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.


The current NGS Sharpe Ratio is 0.25, which is higher than the BCH-USD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of NGS and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

NGS vs. BCH-USD - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, smaller than the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for NGS and BCH-USD. For additional features, visit the drawdowns tool.


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Volatility

NGS vs. BCH-USD - Volatility Comparison

Natural Gas Services Group, Inc. (NGS) has a higher volatility of 21.45% compared to Bitcoin Cash (BCH-USD) at 20.37%. This indicates that NGS's price experiences larger fluctuations and is considered to be riskier than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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