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

Correlation

The correlation between NGS and WDC is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
359.29%
999.49%
NGS
WDC

Key characteristics

Sharpe Ratio

NGS:

-0.38

WDC:

-0.48

Sortino Ratio

NGS:

-0.24

WDC:

-0.40

Omega Ratio

NGS:

0.97

WDC:

0.95

Calmar Ratio

NGS:

-0.35

WDC:

-0.39

Martin Ratio

NGS:

-1.11

WDC:

-1.13

Ulcer Index

NGS:

17.40%

WDC:

20.17%

Daily Std Dev

NGS:

50.85%

WDC:

48.02%

Max Drawdown

NGS:

-89.59%

WDC:

-96.20%

Current Drawdown

NGS:

-50.42%

WDC:

-44.36%

Fundamentals

Market Cap

NGS:

$244.13M

WDC:

$14.18B

EPS

NGS:

$1.37

WDC:

$3.46

PE Ratio

NGS:

14.25

WDC:

11.79

PEG Ratio

NGS:

12.99

WDC:

490.33

PS Ratio

NGS:

1.56

WDC:

0.91

PB Ratio

NGS:

0.96

WDC:

1.17

Total Revenue (TTM)

NGS:

$119.84M

WDC:

$12.14B

Gross Profit (TTM)

NGS:

$60.49M

WDC:

$4.42B

EBITDA (TTM)

NGS:

$48.40M

WDC:

$2.16B

Returns By Period

In the year-to-date period, NGS achieves a -27.16% return, which is significantly lower than WDC's -9.52% return. Over the past 10 years, NGS has outperformed WDC with an annualized return of -2.59%, while WDC has yielded a comparatively lower -4.01% annualized return.


NGS

YTD

-27.16%

1M

-10.25%

6M

-3.56%

1Y

-17.95%

5Y*

28.31%

10Y*

-2.59%

WDC

YTD

-9.52%

1M

0.39%

6M

-22.32%

1Y

-24.39%

5Y*

3.85%

10Y*

-4.01%

*Annualized

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Risk-Adjusted Performance

NGS vs. WDC — Risk-Adjusted Performance Rank

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

NGS
The Risk-Adjusted Performance Rank of NGS is 2929
Overall Rank
The Sharpe Ratio Rank of NGS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of NGS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of NGS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of NGS is 3030
Calmar Ratio Rank
The Martin Ratio Rank of NGS is 2424
Martin Ratio Rank

WDC
The Risk-Adjusted Performance Rank of WDC is 2626
Overall Rank
The Sharpe Ratio Rank of WDC is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of WDC is 2727
Sortino Ratio Rank
The Omega Ratio Rank of WDC is 2727
Omega Ratio Rank
The Calmar Ratio Rank of WDC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of WDC is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for NGS, currently valued at -0.38, compared to the broader market-2.00-1.000.001.002.003.00
NGS: -0.38
WDC: -0.48
The chart of Sortino ratio for NGS, currently valued at -0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
NGS: -0.24
WDC: -0.40
The chart of Omega ratio for NGS, currently valued at 0.97, compared to the broader market0.501.001.502.00
NGS: 0.97
WDC: 0.95
The chart of Calmar ratio for NGS, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
NGS: -0.35
WDC: -0.39
The chart of Martin ratio for NGS, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.00
NGS: -1.11
WDC: -1.13

The current NGS Sharpe Ratio is -0.38, which is comparable to the WDC Sharpe Ratio of -0.48. 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.38
-0.48
NGS
WDC

Dividends

NGS vs. WDC - Dividend Comparison

Neither NGS nor WDC has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%1.81%2.36%5.41%2.51%2.94%4.21%1.36%

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%NovemberDecember2025FebruaryMarchApril
-50.42%
-44.36%
NGS
WDC

Volatility

NGS vs. WDC - Volatility Comparison

The current volatility for Natural Gas Services Group, Inc. (NGS) is 23.19%, while Western Digital Corporation (WDC) has a volatility of 29.86%. This indicates that NGS experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
23.19%
29.86%
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