NGS vs. BTC-USD
Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGS or BTC-USD.
Performance
NGS vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, NGS achieves a 69.34% return, which is significantly lower than BTC-USD's 133.06% return. Over the past 10 years, NGS has underperformed BTC-USD with an annualized return of 0.73%, while BTC-USD has yielded a comparatively higher 74.47% annualized return.
NGS
69.34%
36.97%
24.28%
81.05%
19.99%
0.73%
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
Key characteristics
| NGS | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.09 |
| Sortino Ratio | 2.51 | 1.80 |
| Omega Ratio | 1.28 | 1.18 |
| Calmar Ratio | 1.21 | 0.94 |
| Martin Ratio | 6.26 | 5.10 |
| Ulcer Index | 13.02% | 11.65% |
| Daily Std Dev | 46.64% | 44.23% |
| Max Drawdown | -89.59% | -93.07% |
| Current Drawdown | -30.84% | 0.00% |
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Correlation
The correlation between NGS and BTC-USD is 0.04, 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. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Bitcoin (BTC-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. BTC-USD - Drawdown Comparison
The maximum NGS drawdown since its inception was -89.59%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for NGS and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
NGS vs. BTC-USD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 15.46%, while Bitcoin (BTC-USD) has a volatility of 16.79%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.