NGS vs. DOGE-USD
NGS (Natural Gas Services Group, Inc.) is a stock, while DOGE-USD (Dogecoin) is a cryptocurrency. Over the past 5 years, NGS returned 33.97%/yr vs -17.28%/yr for DOGE-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
NGS vs. DOGE-USD - Performance Comparison
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Returns By Period
In the year-to-date period, NGS achieves a 18.47% return, which is significantly higher than DOGE-USD's -38.03% return.
NGS
- 1D
- -3.65%
- 1M
- -4.12%
- 6M
- 16.56%
- YTD
- 18.47%
- 1Y
- 67.67%
- 3Y*
- 59.45%
- 5Y*
- 33.97%
- 10Y*
- 4.71%
DOGE-USD
- 1D
- -1.82%
- 1M
- -16.56%
- 6M
- -48.08%
- YTD
- -38.03%
- 1Y
- -65.85%
- 3Y*
- 1.31%
- 5Y*
- -17.28%
- 10Y*
- —
NGS vs. DOGE-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGS Natural Gas Services Group, Inc. | 18.47% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | 0.38% |
DOGE-USD Dogecoin | -38.03% | -62.82% | 252.28% | 27.54% | -58.78% | 3,537.33% | 130.87% | -13.55% | -73.85% | 8,872.00% |
Correlation
The correlation between NGS and DOGE-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 31, 2017 | 0.09 |
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Return for Risk
NGS vs. DOGE-USD — Risk / Return Rank
NGS
DOGE-USD
NGS vs. DOGE-USD - Risk-Adjusted Trends 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.
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 | DOGE-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.86 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | -0.88 | +5.40 |
| Martin ratioReturn relative to average drawdown | 17.48 | -1.23 | +18.71 |
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Drawdowns
NGS vs. DOGE-USD - Drawdown Comparison
The maximum NGS drawdown since its inception was -89.59%, roughly equal to the maximum DOGE-USD drawdown of -92.29%. Use the drawdown chart below to compare losses from any high point for NGS and DOGE-USD.
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Drawdown Indicators
| NGS | DOGE-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.59% | -92.29% | +2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -75.16% | +60.11% |
Max Drawdown (3Y)Largest decline over 3 years | -40.89% | -84.60% | +43.71% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -84.60% | +43.71% |
Max Drawdown (10Y)Largest decline over 10 years | -87.91% | — | — |
Current DrawdownCurrent decline from peak | -10.24% | -89.39% | +79.15% |
Average DrawdownAverage peak-to-trough decline | -47.41% | -75.26% | +27.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 42.20% | -38.32% |
Volatility
NGS vs. DOGE-USD - Volatility Comparison
Natural Gas Services Group, Inc. (NGS) has a higher volatility of 12.80% compared to Dogecoin (DOGE-USD) at 10.95%. This indicates that NGS's price experiences larger fluctuations and is considered to be riskier than DOGE-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 | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 10.95% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 24.87% | 44.83% | -19.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.80% | 64.09% | -30.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.18% | 76.75% | -32.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.30% | 756.57% | -710.27% |
Frequently Asked Questions
NGS and DOGE-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGS has higher volatility (12.80%) compared to DOGE-USD (10.95%). In terms of maximum drawdown, NGS dropped -89.59% vs DOGE-USD's -92.29%.
NGS currently has the higher Sharpe Ratio (2.01 vs -0.86), 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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