NGS vs. BTC-USD
NGS (Natural Gas Services Group, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, NGS returned 4.53%/yr vs 57.64%/yr for BTC-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
NGS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NGS achieves a 15.96% return, which is significantly higher than BTC-USD's -27.00% return. Over the past 10 years, NGS has underperformed BTC-USD with an annualized return of 4.53%, while BTC-USD has yielded a comparatively higher 57.64% annualized return.
NGS
- 1D
- -2.12%
- 1M
- -7.16%
- 6M
- 15.99%
- YTD
- 15.96%
- 1Y
- 59.98%
- 3Y*
- 57.94%
- 5Y*
- 33.39%
- 10Y*
- 4.53%
BTC-USD
- 1D
- 0.16%
- 1M
- -0.89%
- 6M
- -33.12%
- YTD
- -27.00%
- 1Y
- -46.45%
- 3Y*
- 28.84%
- 5Y*
- 14.98%
- 10Y*
- 57.64%
NGS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGS Natural Gas Services Group, Inc. | 15.96% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | -18.51% |
BTC-USD Bitcoin | -27.00% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between NGS and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2012 | 0.05 |
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Return for Risk
NGS vs. BTC-USD — Risk / Return Rank
NGS
BTC-USD
NGS vs. BTC-USD - Risk-Adjusted Trends 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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.83 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | -0.88 | +4.88 |
| Martin ratioReturn relative to average drawdown | 15.22 | -1.41 | +16.63 |
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Drawdowns
NGS vs. BTC-USD - Drawdown Comparison
The maximum NGS drawdown since its inception was -89.59%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for NGS and BTC-USD.
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Drawdown Indicators
| NGS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.59% | -85.30% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -53.08% | +38.03% |
Max Drawdown (3Y)Largest decline over 3 years | -40.89% | -53.08% | +12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -76.67% | +35.78% |
Max Drawdown (10Y)Largest decline over 10 years | -87.91% | -83.80% | -4.11% |
Current DrawdownCurrent decline from peak | -12.15% | -48.79% | +36.64% |
Average DrawdownAverage peak-to-trough decline | -47.41% | -42.59% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 29.41% | -25.45% |
Volatility
NGS vs. BTC-USD - Volatility Comparison
Natural Gas Services Group, Inc. (NGS) has a higher volatility of 12.92% compared to Bitcoin (BTC-USD) at 9.63%. This indicates that NGS's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.92% | 9.63% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 34.90% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.84% | 35.73% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.17% | 43.96% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.29% | 56.33% | -10.04% |
Frequently Asked Questions
NGS and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGS has higher volatility (12.92%) compared to BTC-USD (9.63%). In terms of maximum drawdown, NGS dropped -89.59% vs BTC-USD's -85.30%.
NGS currently has the higher Sharpe Ratio (1.79 vs -1.08), 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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