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NGS vs. MLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGS and MLR is 0.26, 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.


-0.50.00.51.00.3

Performance

NGS vs. MLR - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
481.88%
3,364.96%
NGS
MLR

Key characteristics

Sharpe Ratio

NGS:

1.66

MLR:

1.77

Sortino Ratio

NGS:

2.41

MLR:

2.51

Omega Ratio

NGS:

1.28

MLR:

1.32

Calmar Ratio

NGS:

1.18

MLR:

1.23

Martin Ratio

NGS:

5.99

MLR:

8.55

Ulcer Index

NGS:

12.74%

MLR:

7.24%

Daily Std Dev

NGS:

46.02%

MLR:

34.94%

Max Drawdown

NGS:

-89.59%

MLR:

-98.13%

Current Drawdown

NGS:

-37.19%

MLR:

-13.01%

Fundamentals

Market Cap

NGS:

$317.34M

MLR:

$877.71M

EPS

NGS:

$1.28

MLR:

$5.58

PEG Ratio

NGS:

12.99

MLR:

0.00

Total Revenue (TTM)

NGS:

$152.31M

MLR:

$1.33B

Gross Profit (TTM)

NGS:

$64.64M

MLR:

$175.99M

EBITDA (TTM)

NGS:

$50.18M

MLR:

$107.53M

Returns By Period

In the year-to-date period, NGS achieves a 53.79% return, which is significantly lower than MLR's 60.60% return. Over the past 10 years, NGS has underperformed MLR with an annualized return of 1.08%, while MLR has yielded a comparatively higher 15.75% annualized return.


NGS

YTD

53.79%

1M

-4.55%

6M

30.78%

1Y

69.15%

5Y*

15.74%

10Y*

1.08%

MLR

YTD

60.60%

1M

0.57%

6M

20.42%

1Y

60.07%

5Y*

14.98%

10Y*

15.75%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NGS vs. MLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Miller Industries, Inc. (MLR). 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 1.66, compared to the broader market-4.00-2.000.002.001.661.77
The chart of Sortino ratio for NGS, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.412.51
The chart of Omega ratio for NGS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.32
The chart of Calmar ratio for NGS, currently valued at 1.18, compared to the broader market0.002.004.006.001.183.64
The chart of Martin ratio for NGS, currently valued at 5.99, compared to the broader market-5.000.005.0010.0015.0020.0025.005.998.55
NGS
MLR

The current NGS Sharpe Ratio is 1.66, which is comparable to the MLR Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of NGS and MLR, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.77
NGS
MLR

Dividends

NGS vs. MLR - Dividend Comparison

NGS has not paid dividends to shareholders, while MLR's dividend yield for the trailing twelve months is around 1.13%.


TTM20232022202120202019201820172016201520142013
NGS
Natural Gas Services Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLR
Miller Industries, Inc.
1.13%1.70%2.70%2.16%1.89%1.94%3.33%2.79%2.57%2.94%2.89%3.01%

Drawdowns

NGS vs. MLR - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, smaller than the maximum MLR drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for NGS and MLR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.19%
-12.56%
NGS
MLR

Volatility

NGS vs. MLR - Volatility Comparison

Natural Gas Services Group, Inc. (NGS) has a higher volatility of 13.45% compared to Miller Industries, Inc. (MLR) at 9.30%. This indicates that NGS's price experiences larger fluctuations and is considered to be riskier than MLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.45%
9.30%
NGS
MLR

Financials

NGS vs. MLR - Financials Comparison

This section allows you to compare key financial metrics between Natural Gas Services Group, Inc. and Miller Industries, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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