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NGS vs. DOGE-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NGS and DOGE-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.


-0.50.00.51.00.0

Performance

NGS vs. DOGE-USD - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
30.77%
159.87%
NGS
DOGE-USD

Key characteristics

Sharpe Ratio

NGS:

1.66

DOGE-USD:

1.43

Sortino Ratio

NGS:

2.41

DOGE-USD:

2.32

Omega Ratio

NGS:

1.28

DOGE-USD:

1.22

Calmar Ratio

NGS:

1.18

DOGE-USD:

0.87

Martin Ratio

NGS:

5.99

DOGE-USD:

5.19

Ulcer Index

NGS:

12.74%

DOGE-USD:

26.57%

Daily Std Dev

NGS:

46.02%

DOGE-USD:

85.26%

Max Drawdown

NGS:

-89.59%

DOGE-USD:

-95.27%

Current Drawdown

NGS:

-37.19%

DOGE-USD:

-54.21%

Returns By Period

In the year-to-date period, NGS achieves a 53.79% return, which is significantly lower than DOGE-USD's 255.10% return. Over the past 10 years, NGS has underperformed DOGE-USD with an annualized return of 1.08%, while DOGE-USD has yielded a comparatively higher 109.48% annualized return.


NGS

YTD

53.79%

1M

-4.55%

6M

30.78%

1Y

69.15%

5Y*

15.74%

10Y*

1.08%

DOGE-USD

YTD

255.10%

1M

-15.84%

6M

156.16%

1Y

234.42%

5Y*

172.80%

10Y*

109.48%

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Risk-Adjusted Performance

NGS vs. DOGE-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Dogecoin (DOGE-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.


Sharpe ratio
The chart of Sharpe ratio for NGS, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.161.43
The chart of Sortino ratio for NGS, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.602.32
The chart of Omega ratio for NGS, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.22
The chart of Calmar ratio for NGS, currently valued at 0.03, compared to the broader market0.002.004.006.000.030.87
The chart of Martin ratio for NGS, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.000.515.19
NGS
DOGE-USD

The current NGS Sharpe Ratio is 1.66, which is comparable to the DOGE-USD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of NGS and DOGE-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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.16
1.43
NGS
DOGE-USD

Drawdowns

NGS vs. DOGE-USD - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, smaller than the maximum DOGE-USD drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for NGS and DOGE-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-28.96%
-54.21%
NGS
DOGE-USD

Volatility

NGS vs. DOGE-USD - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 13.36%, while Dogecoin (DOGE-USD) has a volatility of 27.98%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than DOGE-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.36%
27.98%
NGS
DOGE-USD
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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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