NGS vs. BCH-USD
NGS (Natural Gas Services Group, Inc.) is a stock, while BCH-USD (Bitcoin Cash) is a cryptocurrency. Over the past 5 years, NGS returned 31.99%/yr vs -12.19%/yr for BCH-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
NGS vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NGS achieves a 21.22% return, which is significantly higher than BCH-USD's -59.44% return.
NGS
- 1D
- 1.20%
- 1M
- -4.34%
- 6M
- 18.61%
- YTD
- 21.22%
- 1Y
- 68.47%
- 3Y*
- 58.42%
- 5Y*
- 31.99%
- 10Y*
- 5.47%
BCH-USD
- 1D
- -0.41%
- 1M
- 20.15%
- 6M
- -62.54%
- YTD
- -59.44%
- 1Y
- -52.08%
- 3Y*
- -3.96%
- 5Y*
- -12.19%
- 10Y*
- —
NGS vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGS Natural Gas Services Group, Inc. | 21.22% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | 1.75% |
BCH-USD Bitcoin Cash | -59.44% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
Correlation
The correlation between NGS and BCH-USD 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 | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.07 |
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Return for Risk
NGS vs. BCH-USD — Risk / Return Rank
NGS
BCH-USD
NGS vs. BCH-USD - Risk-Adjusted Trends 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.
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.
| NGS | BCH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.90 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | -0.73 | +5.17 |
| Martin ratioReturn relative to average drawdown | 17.40 | -1.73 | +19.13 |
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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 -97.96%. Use the drawdown chart below to compare losses from any high point for NGS and BCH-USD.
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Drawdown Indicators
| NGS | BCH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.59% | -97.96% | +8.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -70.92% | +55.87% |
Max Drawdown (3Y)Largest decline over 3 years | -40.89% | -72.60% | +31.71% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -88.64% | +47.75% |
Max Drawdown (10Y)Largest decline over 10 years | -87.91% | — | — |
Current DrawdownCurrent decline from peak | -8.16% | -93.52% | +85.36% |
Average DrawdownAverage peak-to-trough decline | -47.44% | -86.15% | +38.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 35.09% | -31.26% |
Volatility
NGS vs. BCH-USD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 12.65%, while Bitcoin Cash (BCH-USD) has a volatility of 16.40%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGS | BCH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.65% | 16.40% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 24.59% | 49.93% | -25.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.80% | 57.59% | -23.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.23% | 69.70% | -25.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.28% | 97.55% | -51.27% |
Frequently Asked Questions
NGS and BCH-USD 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.
BCH-USD has higher volatility (16.40%) compared to NGS (12.65%). In terms of maximum drawdown, NGS dropped -89.59% vs BCH-USD's -97.96%.
NGS currently has the higher Sharpe Ratio (1.98 vs -0.75), 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.
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