NGS vs. BCH-USD
Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGS or BCH-USD.
Performance
NGS vs. BCH-USD - Performance Comparison
Returns By Period
In the year-to-date period, NGS achieves a 58.30% return, which is significantly lower than BCH-USD's 66.64% return.
NGS
58.30%
29.21%
9.34%
71.18%
18.77%
0.01%
BCH-USD
66.64%
17.67%
-10.91%
89.92%
12.07%
N/A
Key characteristics
| NGS | BCH-USD | |
|---|---|---|
| Sharpe Ratio | 1.54 | 0.03 |
| Sortino Ratio | 2.30 | 0.69 |
| Omega Ratio | 1.26 | 1.07 |
| Calmar Ratio | 1.07 | 0.00 |
| Martin Ratio | 5.55 | 0.07 |
| Ulcer Index | 13.02% | 41.73% |
| Daily Std Dev | 46.87% | 82.76% |
| Max Drawdown | -89.59% | -98.03% |
| Current Drawdown | -35.34% | -88.99% |
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Correlation
The correlation between NGS and BCH-USD is 0.07, 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.
Risk-Adjusted Performance
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.
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.
Volatility
NGS vs. BCH-USD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 14.93%, while Bitcoin Cash (BCH-USD) has a volatility of 26.35%. 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.