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 32.21%/yr vs -20.37%/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 28.43% return, which is significantly higher than DOGE-USD's -35.13% return.
NGS
- 1D
- -2.70%
- 1M
- 1.01%
- YTD
- 28.43%
- 6M
- 27.07%
- 1Y
- 64.35%
- 3Y*
- 64.35%
- 5Y*
- 32.21%
- 10Y*
- 6.42%
DOGE-USD
- 1D
- -3.45%
- 1M
- -25.47%
- YTD
- -35.13%
- 6M
- -40.79%
- 1Y
- -54.13%
- 3Y*
- 4.45%
- 5Y*
- -20.37%
- 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. | 28.43% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | 0.38% |
DOGE-USD Dogecoin | -35.13% | -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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
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 | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.92 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | -0.73 | +5.55 |
| Martin ratioReturn relative to average drawdown | 13.96 | -1.07 | +15.03 |
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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 | -13.42% | -73.73% | +60.31% |
Max Drawdown (3Y)Largest decline over 3 years | -40.89% | -83.71% | +42.82% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -84.48% | +43.59% |
Max Drawdown (10Y)Largest decline over 10 years | -87.91% | — | — |
Current DrawdownCurrent decline from peak | -2.70% | -88.89% | +86.19% |
Average DrawdownAverage peak-to-trough decline | -47.51% | -75.17% | +27.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 44.71% | -40.08% |
Volatility
NGS vs. DOGE-USD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 11.35%, while Dogecoin (DOGE-USD) has a volatility of 15.45%. 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.
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Volatility by Period
| NGS | DOGE-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 15.45% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.47% | 48.06% | -25.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.94% | 65.15% | -32.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.12% | 77.12% | -33.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.22% | 759.07% | -712.85% |
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.
DOGE-USD has higher volatility (15.45%) compared to NGS (11.35%). In terms of maximum drawdown, NGS dropped -89.59% vs DOGE-USD's -92.29%.
NGS currently has the higher Sharpe Ratio (1.97 vs -0.69), 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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