NGS vs. WDC
Compare and contrast key facts about Natural Gas Services Group, Inc. (NGS) and Western Digital Corporation (WDC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGS or WDC.
Performance
NGS vs. WDC - Performance Comparison
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
58.30%
29.21%
9.34%
71.18%
18.77%
0.01%
WDC
19.92%
-7.36%
-12.90%
36.49%
4.97%
-2.84%
Fundamentals
NGS | WDC | |
---|---|---|
Market Cap | $302.82M | $22.11B |
EPS | $1.06 | $0.91 |
PE Ratio | 22.92 | 70.29 |
PEG Ratio | 12.99 | 490.33 |
Total Revenue (TTM) | $111.62M | $14.35B |
Gross Profit (TTM) | $40.42M | $4.79B |
EBITDA (TTM) | $32.62M | $2.37B |
Key characteristics
NGS | WDC | |
---|---|---|
Sharpe Ratio | 1.54 | 0.98 |
Sortino Ratio | 2.30 | 1.52 |
Omega Ratio | 1.26 | 1.19 |
Calmar Ratio | 1.07 | 0.69 |
Martin Ratio | 5.55 | 3.13 |
Ulcer Index | 13.02% | 11.65% |
Daily Std Dev | 46.87% | 37.33% |
Max Drawdown | -89.59% | -96.20% |
Current Drawdown | -35.34% | -35.69% |
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Correlation
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.
Dividends
NGS vs. WDC - Dividend Comparison
Neither NGS nor WDC has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities