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

Performance

NGS vs. WDC - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.34%
-14.03%
NGS
WDC

Returns By Period

In the year-to-date period, NGS achieves a 58.30% return, which is significantly higher than WDC's 19.92% return. Over the past 10 years, NGS has outperformed WDC with an annualized return of 0.01%, while WDC has yielded a comparatively lower -2.84% annualized return.


NGS

YTD

58.30%

1M

29.21%

6M

9.34%

1Y

71.18%

5Y (annualized)

18.77%

10Y (annualized)

0.01%

WDC

YTD

19.92%

1M

-7.36%

6M

-12.90%

1Y

36.49%

5Y (annualized)

4.97%

10Y (annualized)

-2.84%

Fundamentals


NGSWDC
Market Cap$302.82M$22.11B
EPS$1.06$0.91
PE Ratio22.9270.29
PEG Ratio12.99490.33
Total Revenue (TTM)$111.62M$14.35B
Gross Profit (TTM)$40.42M$4.79B
EBITDA (TTM)$32.62M$2.37B

Key characteristics


NGSWDC
Sharpe Ratio1.540.98
Sortino Ratio2.301.52
Omega Ratio1.261.19
Calmar Ratio1.070.69
Martin Ratio5.553.13
Ulcer Index13.02%11.65%
Daily Std Dev46.87%37.33%
Max Drawdown-89.59%-96.20%
Current Drawdown-35.34%-35.69%

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Correlation

-0.50.00.51.00.3

The correlation between NGS and WDC 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.

Risk-Adjusted Performance

NGS vs. WDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natural Gas Services Group, Inc. (NGS) and Western Digital Corporation (WDC). 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 1.54, compared to the broader market-4.00-2.000.002.004.001.540.98
The chart of Sortino ratio for NGS, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.301.52
The chart of Omega ratio for NGS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.19
The chart of Calmar ratio for NGS, currently valued at 1.07, compared to the broader market0.002.004.006.001.070.69
The chart of Martin ratio for NGS, currently valued at 5.55, compared to the broader market0.0010.0020.0030.005.553.11
NGS
WDC

The current NGS Sharpe Ratio is 1.54, which is higher than the WDC Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NGS and WDC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.54
0.98
NGS
WDC

Dividends

NGS vs. WDC - Dividend Comparison

Neither NGS nor WDC has paid dividends to shareholders.


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%
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%1.25%

Drawdowns

NGS vs. WDC - Drawdown Comparison

The maximum NGS drawdown since its inception was -89.59%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for NGS and WDC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-35.34%
-35.69%
NGS
WDC

Volatility

NGS vs. WDC - Volatility Comparison

Natural Gas Services Group, Inc. (NGS) has a higher volatility of 14.71% compared to Western Digital Corporation (WDC) at 10.75%. This indicates that NGS's price experiences larger fluctuations and is considered to be riskier than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.71%
10.75%
NGS
WDC

Financials

NGS vs. WDC - Financials Comparison

This section allows you to compare key financial metrics between Natural Gas Services Group, Inc. and Western Digital Corporation. 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