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NGVT vs. APD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGVT and APD is 0.39, 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.


-0.50.00.51.00.4

Performance

NGVT vs. APD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingevity Corporation (NGVT) and Air Products and Chemicals, Inc. (APD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
73.62%
168.12%
NGVT
APD

Key characteristics

Sharpe Ratio

NGVT:

-0.21

APD:

0.46

Sortino Ratio

NGVT:

0.05

APD:

0.79

Omega Ratio

NGVT:

1.01

APD:

1.13

Calmar Ratio

NGVT:

-0.14

APD:

0.41

Martin Ratio

NGVT:

-0.51

APD:

1.53

Ulcer Index

NGVT:

20.40%

APD:

8.49%

Daily Std Dev

NGVT:

50.22%

APD:

28.09%

Max Drawdown

NGVT:

-76.22%

APD:

-60.58%

Current Drawdown

NGVT:

-65.15%

APD:

-12.11%

Fundamentals

Market Cap

NGVT:

$1.58B

APD:

$67.76B

EPS

NGVT:

-$15.51

APD:

$17.24

PEG Ratio

NGVT:

2.05

APD:

11.19

Total Revenue (TTM)

NGVT:

$1.48B

APD:

$12.10B

Gross Profit (TTM)

NGVT:

$393.80M

APD:

$3.93B

EBITDA (TTM)

NGVT:

-$492.20M

APD:

$6.03B

Returns By Period

In the year-to-date period, NGVT achieves a -13.60% return, which is significantly lower than APD's 9.93% return.


NGVT

YTD

-13.60%

1M

-11.76%

6M

-7.06%

1Y

-11.90%

5Y*

-14.07%

10Y*

N/A

APD

YTD

9.93%

1M

-10.02%

6M

9.49%

1Y

11.48%

5Y*

7.17%

10Y*

10.31%

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Risk-Adjusted Performance

NGVT vs. APD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingevity Corporation (NGVT) and Air Products and Chemicals, Inc. (APD). 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 NGVT, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.210.46
The chart of Sortino ratio for NGVT, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.050.79
The chart of Omega ratio for NGVT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.13
The chart of Calmar ratio for NGVT, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.41
The chart of Martin ratio for NGVT, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.511.53
NGVT
APD

The current NGVT Sharpe Ratio is -0.21, which is lower than the APD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of NGVT and APD, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
0.46
NGVT
APD

Dividends

NGVT vs. APD - Dividend Comparison

NGVT has not paid dividends to shareholders, while APD's dividend yield for the trailing twelve months is around 2.39%.


TTM20232022202120202019201820172016201520142013
NGVT
Ingevity Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APD
Air Products and Chemicals, Inc.
2.39%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.29%0.14%0.12%0.14%

Drawdowns

NGVT vs. APD - Drawdown Comparison

The maximum NGVT drawdown since its inception was -76.22%, which is greater than APD's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for NGVT and APD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.15%
-12.11%
NGVT
APD

Volatility

NGVT vs. APD - Volatility Comparison

Ingevity Corporation (NGVT) has a higher volatility of 12.02% compared to Air Products and Chemicals, Inc. (APD) at 4.58%. This indicates that NGVT's price experiences larger fluctuations and is considered to be riskier than APD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.02%
4.58%
NGVT
APD

Financials

NGVT vs. APD - Financials Comparison

This section allows you to compare key financial metrics between Ingevity Corporation and Air Products and Chemicals, 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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