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 30.02%/yr vs -17.53%/yr for BCH-USD. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
NGS vs. BCH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NGS achieves a 9.59% return, which is significantly higher than BCH-USD's -65.38% return.
NGS
- 1D
- 2.09%
- 1M
- -7.15%
- 6M
- 6.45%
- YTD
- 9.59%
- 1Y
- 59.56%
- 3Y*
- 53.13%
- 5Y*
- 30.02%
- 10Y*
- 4.34%
- ALL TIME*
- 9.24%
BCH-USD
- 1D
- -1.25%
- 1M
- -5.86%
- 6M
- -59.10%
- YTD
- -65.38%
- 1Y
- -61.31%
- 3Y*
- -3.28%
- 5Y*
- -17.53%
- 10Y*
- —
- ALL TIME*
- -10.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BCH-USD Bitcoin Cash | $20.28B | $26.88B | $64.94B |
| $5.23M | $4.86M | $5.26M |
NGS vs. BCH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGS Natural Gas Services Group, Inc. | 9.59% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | 1.75% |
BCH-USD Bitcoin Cash | -65.38% | 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 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.86 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.86 | +3.66 |
| Martin ratioReturn relative to average drawdown | 10.78 | -1.81 | +12.59 |
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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 | -19.49% | -70.92% | +51.43% |
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 | -16.97% | -94.47% | +77.50% |
Average DrawdownAverage peak-to-trough decline | -47.35% | -86.20% | +38.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 39.78% | -34.73% |
Volatility
NGS vs. BCH-USD - Volatility Comparison
Natural Gas Services Group, Inc. (NGS) and Bitcoin Cash (BCH-USD) have volatilities of 13.15% and 13.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 13.15% | 13.11% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 25.22% | 49.18% | -23.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 56.60% | -22.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.17% | 69.55% | -25.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.30% | 97.30% | -51.00% |
Frequently Asked Questions
NGS and BCH-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGS has higher volatility (13.15%) compared to BCH-USD (13.11%). In terms of maximum drawdown, NGS dropped -89.59% vs BCH-USD's -97.96%.
NGS currently has the higher Sharpe Ratio (1.58 vs -0.90), 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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