NGS vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and Bitcoin (BTC-USD).

Performance

NGS vs. BTC-USD - Performance Comparison

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

NGS vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NGS Natural Gas Services Group, Inc.	11.44%	26.53%	66.67%	40.31%	9.46%	10.44%	-22.68%	-25.43%	-37.25%	-18.51%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, NGS achieves a 11.44% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, NGS has underperformed BTC-USD with an annualized return of 6.04%, while BTC-USD has yielded a comparatively higher 66.45% annualized 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%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NGS vs. BTC-USD — Risk / Return Rank

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

NGS

NGS Risk / Return Rank: 85
NGS Sharpe Ratio Rank: 86
NGS Sortino Ratio Rank: 81
NGS Omega Ratio Rank: 83
NGS Calmar Ratio Rank: 85
NGS Martin Ratio Rank: 88

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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. 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.

	NGS	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	1.67	-0.44	+2.11
Sortino ratio Return per unit of downside risk	2.21	-0.38	+2.58
Omega ratio Gain probability vs. loss probability	1.32	0.96	+0.36
Calmar ratio Return relative to maximum drawdown	3.12	-1.11	+4.22
Martin ratio Return relative to average drawdown	9.93	-1.99	+11.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NGS vs. BTC-USD - Sharpe Ratio Comparison

The current NGS Sharpe Ratio is 1.67, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of NGS and BTC-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.

Sharpe Ratios by Period

	NGS	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	-0.44	+2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.05	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.97	-0.84
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	1.19	-1.00

Correlation

The correlation between NGS and BTC-USD is 0.05, 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. 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.

Drawdown Indicators

	NGS	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-89.59%	-85.30%	-4.29%
Max Drawdown (1Y) Largest decline over 1 year	-23.09%	-49.65%	+26.56%
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 Drawdown Current decline from peak	-6.10%	-45.02%	+38.92%
Average Drawdown Average peak-to-trough decline	-47.81%	-41.99%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.25%	27.60%	-20.35%

Volatility

NGS vs. BTC-USD - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 11.02%, while Bitcoin (BTC-USD) has a volatility of 13.58%. 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.

Volatility by Period

	NGS	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.02%	13.58%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	23.22%	35.98%	-12.76%
Volatility (1Y) Calculated over the trailing 1-year period	43.05%	36.76%	+6.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.07%	46.90%	-2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.37%	56.70%	-10.33%