NGS vs. KOLD
Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and ProShares UltraShort Bloomberg Natural Gas (KOLD).
KOLD is a passively managed fund by ProShares that tracks the performance of the Bloomberg Natural Gas Subindex (TR) (200%). It was launched on Oct 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGS or KOLD.
Key characteristics
| NGS | KOLD | |
|---|---|---|
| YTD Return | 51.93% | 45.57% |
| 1Y Return | 73.63% | 134.13% |
| 3Y Return (Ann) | 27.51% | -7.17% |
| 5Y Return (Ann) | 17.09% | -23.54% |
| 10Y Return (Ann) | -0.91% | -7.72% |
| Sharpe Ratio | 1.44 | 1.40 |
| Sortino Ratio | 2.23 | 2.02 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.05 | 1.44 |
| Martin Ratio | 5.43 | 5.40 |
| Ulcer Index | 13.03% | 25.78% |
| Daily Std Dev | 49.28% | 99.59% |
| Max Drawdown | -89.59% | -99.45% |
| Current Drawdown | -37.95% | -91.87% |
Correlation
The correlation between NGS and KOLD is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
NGS vs. KOLD - Performance Comparison
In the year-to-date period, NGS achieves a 51.93% return, which is significantly higher than KOLD's 45.57% return. Over the past 10 years, NGS has outperformed KOLD with an annualized return of -0.91%, while KOLD has yielded a comparatively lower -7.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NGS vs. KOLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.
Dividends
NGS vs. KOLD - Dividend Comparison
Neither NGS nor KOLD has paid dividends to shareholders.
Drawdowns
NGS vs. KOLD - Drawdown Comparison
The maximum NGS drawdown since its inception was -89.59%, smaller than the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for NGS and KOLD. For additional features, visit the drawdowns tool.
Volatility
NGS vs. KOLD - Volatility Comparison
The current volatility for Natural Gas Services Group, Inc. (NGS) is 15.50%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 28.76%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.