NGS vs. DOGE-USD
Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and Dogecoin (DOGE-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGS or DOGE-USD.
Performance
NGS vs. DOGE-USD - Performance Comparison
Returns By Period
In the year-to-date period, NGS achieves a 55.60% return, which is significantly lower than DOGE-USD's 315.49% return. Over the past 10 years, NGS has underperformed DOGE-USD with an annualized return of -0.17%, while DOGE-USD has yielded a comparatively higher 111.31% annualized return.
NGS
55.60%
27.01%
7.47%
68.26%
18.36%
-0.17%
DOGE-USD
315.49%
157.21%
124.36%
361.36%
170.62%
111.31%
Key characteristics
NGS | DOGE-USD | |
---|---|---|
Sharpe Ratio | 1.48 | 1.74 |
Sortino Ratio | 2.24 | 2.57 |
Omega Ratio | 1.25 | 1.24 |
Calmar Ratio | 1.03 | 1.23 |
Martin Ratio | 5.32 | 4.63 |
Ulcer Index | 13.02% | 39.21% |
Daily Std Dev | 46.83% | 83.58% |
Max Drawdown | -89.59% | -95.27% |
Current Drawdown | -36.45% | -46.42% |
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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.
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.
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.
Volatility
NGS vs. DOGE-USD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 14.90%, while Dogecoin (DOGE-USD) has a volatility of 43.20%. 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.