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NGS vs. BLBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGS and BLBD is 0.21, 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.


-0.50.00.51.00.2

Performance

NGS vs. BLBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natural Gas Services Group, Inc. (NGS) and Blue Bird Corporation (BLBD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.89%
-24.32%
NGS
BLBD

Key characteristics

Sharpe Ratio

NGS:

1.64

BLBD:

1.10

Sortino Ratio

NGS:

2.40

BLBD:

1.86

Omega Ratio

NGS:

1.27

BLBD:

1.22

Calmar Ratio

NGS:

1.17

BLBD:

1.52

Martin Ratio

NGS:

5.94

BLBD:

3.58

Ulcer Index

NGS:

12.72%

BLBD:

15.74%

Daily Std Dev

NGS:

46.02%

BLBD:

51.22%

Max Drawdown

NGS:

-89.59%

BLBD:

-74.16%

Current Drawdown

NGS:

-37.13%

BLBD:

-29.62%

Fundamentals

Market Cap

NGS:

$317.34M

BLBD:

$1.43B

EPS

NGS:

$1.28

BLBD:

$3.16

PE Ratio

NGS:

19.88

BLBD:

14.04

PEG Ratio

NGS:

12.99

BLBD:

1.13

Total Revenue (TTM)

NGS:

$152.31M

BLBD:

$1.35B

Gross Profit (TTM)

NGS:

$64.64M

BLBD:

$255.86M

EBITDA (TTM)

NGS:

$50.18M

BLBD:

$152.34M

Returns By Period

In the year-to-date period, NGS achieves a 53.92% return, which is significantly higher than BLBD's 51.08% return. Over the past 10 years, NGS has underperformed BLBD with an annualized return of 1.16%, while BLBD has yielded a comparatively higher 15.37% annualized return.


NGS

YTD

53.92%

1M

-3.62%

6M

27.58%

1Y

76.41%

5Y*

15.77%

10Y*

1.16%

BLBD

YTD

51.08%

1M

8.15%

6M

-25.44%

1Y

58.48%

5Y*

13.02%

10Y*

15.37%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NGS vs. BLBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Blue Bird Corporation (BLBD). 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.


Sharpe ratio
The chart of Sharpe ratio for NGS, currently valued at 1.64, compared to the broader market-4.00-2.000.002.001.641.10
The chart of Sortino ratio for NGS, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.002.401.86
The chart of Omega ratio for NGS, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.22
The chart of Calmar ratio for NGS, currently valued at 1.26, compared to the broader market0.002.004.006.001.261.52
The chart of Martin ratio for NGS, currently valued at 5.94, compared to the broader market0.0010.0020.005.943.58
NGS
BLBD

The current NGS Sharpe Ratio is 1.64, which is higher than the BLBD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of NGS and BLBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.64
1.10
NGS
BLBD

Dividends

NGS vs. BLBD - Dividend Comparison

Neither NGS nor BLBD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NGS vs. BLBD - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, which is greater than BLBD's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for NGS and BLBD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.65%
-29.62%
NGS
BLBD

Volatility

NGS vs. BLBD - Volatility Comparison

Natural Gas Services Group, Inc. (NGS) and Blue Bird Corporation (BLBD) have volatilities of 13.49% and 13.64%, 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.49%
13.64%
NGS
BLBD

Financials

NGS vs. BLBD - Financials Comparison

This section allows you to compare key financial metrics between Natural Gas Services Group, Inc. and Blue Bird Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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