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NGS vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

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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NGS vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGS
Natural Gas Services Group, Inc.
11.44%26.53%66.67%40.31%9.46%10.44%-22.68%-25.43%-37.25%1.75%
BCH-USD
Bitcoin Cash
-24.09%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%329.48%

Returns By Period

In the year-to-date period, NGS achieves a 11.44% return, which is significantly higher than BCH-USD's -24.09% return.


NGS

1D
-0.93%
1M
-3.51%
YTD
11.44%
6M
34.03%
1Y
71.47%
3Y*
54.19%
5Y*
31.94%
10Y*
6.04%

BCH-USD

1D
-2.48%
1M
2.07%
YTD
-24.09%
6M
-23.36%
1Y
47.46%
3Y*
54.59%
5Y*
-4.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NGS vs. BCH-USD — Risk / Return Rank

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

NGS
NGS Risk / Return Rank: 8585
Overall Rank
NGS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NGS Sortino Ratio Rank: 8181
Sortino Ratio Rank
NGS Omega Ratio Rank: 8383
Omega Ratio Rank
NGS Calmar Ratio Rank: 8585
Calmar Ratio Rank
NGS Martin Ratio Rank: 8888
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 8585
Overall Rank
BCH-USD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 8888
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


NGSBCH-USDDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.67

+1.00

Sortino ratio

Return per unit of downside risk

2.21

1.40

+0.81

Omega ratio

Gain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratio

Return relative to maximum drawdown

3.12

-0.49

+3.61

Martin ratio

Return relative to average drawdown

9.93

-0.99

+10.92

NGS vs. BCH-USD - Sharpe Ratio Comparison

The current NGS Sharpe Ratio is 1.67, which is higher than the BCH-USD Sharpe Ratio of 0.67. 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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Sharpe Ratios by Period


NGSBCH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.67

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.05

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.02

+0.21

Correlation

The correlation between NGS and BCH-USD is 0.08, 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.


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


NGSBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.59%

-97.96%

+8.37%

Max Drawdown (1Y)

Largest decline over 1 year

-23.09%

-32.47%

+9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-94.25%

+53.36%

Max Drawdown (10Y)

Largest decline over 10 years

-87.91%

Current Drawdown

Current decline from peak

-6.10%

-87.87%

+81.77%

Average Drawdown

Average peak-to-trough decline

-47.81%

-86.01%

+38.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

16.14%

-8.89%

Volatility

NGS vs. BCH-USD - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 11.02%, while Bitcoin Cash (BCH-USD) has a volatility of 12.52%. 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


NGSBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

12.52%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.22%

52.37%

-29.15%

Volatility (1Y)

Calculated over the trailing 1-year period

43.05%

59.01%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.07%

78.61%

-34.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.37%

98.62%

-52.25%