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NGS vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NGS vs. SMH - Performance Comparison

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

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NGS vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGS
Natural Gas Services Group, Inc.
12.49%26.53%66.67%40.31%9.46%10.44%-22.68%-25.43%-37.25%-18.51%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, NGS achieves a 12.49% return, which is significantly higher than SMH's 6.46% return. Over the past 10 years, NGS has underperformed SMH with an annualized return of 6.14%, while SMH has yielded a comparatively higher 31.28% annualized return.


NGS

1D
-1.20%
1M
-1.36%
YTD
12.49%
6M
35.71%
1Y
73.62%
3Y*
54.67%
5Y*
32.19%
10Y*
6.14%

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NGS vs. SMH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NGS
NGS Risk / Return Rank: 8686
Overall Rank
NGS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NGS Sortino Ratio Rank: 8383
Sortino Ratio Rank
NGS Omega Ratio Rank: 8585
Omega Ratio Rank
NGS Calmar Ratio Rank: 8787
Calmar Ratio Rank
NGS Martin Ratio Rank: 9090
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NGS vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and VanEck Semiconductor ETF (SMH). 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.


NGSSMHDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.23

-0.51

Sortino ratio

Return per unit of downside risk

2.25

2.85

-0.60

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.08

Calmar ratio

Return relative to maximum drawdown

3.26

5.10

-1.83

Martin ratio

Return relative to average drawdown

10.41

18.29

-7.89

NGS vs. SMH - Sharpe Ratio Comparison

The current NGS Sharpe Ratio is 1.72, which is comparable to the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of NGS and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NGSSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.23

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.74

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.97

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.28

-0.09

Correlation

The correlation between NGS and SMH 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.


Dividends

NGS vs. SMH - Dividend Comparison

NGS's dividend yield for the trailing twelve months is around 0.85%, more than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
NGS
Natural Gas Services Group, Inc.
0.85%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

NGS vs. SMH - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for NGS and SMH.


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Drawdown Indicators


NGSSMHDifference

Max Drawdown

Largest peak-to-trough decline

-89.59%

-84.96%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-23.09%

-15.95%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-45.30%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-87.91%

-45.30%

-42.61%

Current Drawdown

Current decline from peak

-5.22%

-10.03%

+4.81%

Average Drawdown

Average peak-to-trough decline

-47.82%

-41.36%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

4.44%

+2.80%

Volatility

NGS vs. SMH - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 11.01%, while VanEck Semiconductor ETF (SMH) has a volatility of 12.11%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGSSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

12.11%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

23.26%

23.95%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

43.04%

36.84%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.07%

34.71%

+9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.38%

32.28%

+14.10%