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

Correlation

The correlation between NGVT and IOSP is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

NGVT vs. IOSP - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.81%
-9.73%
NGVT
IOSP

Key characteristics

Sharpe Ratio

NGVT:

-0.19

IOSP:

-0.26

Sortino Ratio

NGVT:

0.08

IOSP:

-0.19

Omega Ratio

NGVT:

1.01

IOSP:

0.98

Calmar Ratio

NGVT:

-0.13

IOSP:

-0.36

Martin Ratio

NGVT:

-0.47

IOSP:

-0.78

Ulcer Index

NGVT:

20.27%

IOSP:

9.40%

Daily Std Dev

NGVT:

50.26%

IOSP:

28.09%

Max Drawdown

NGVT:

-76.22%

IOSP:

-91.17%

Current Drawdown

NGVT:

-64.46%

IOSP:

-16.20%

Fundamentals

Market Cap

NGVT:

$1.58B

IOSP:

$2.83B

EPS

NGVT:

-$15.51

IOSP:

$5.73

PEG Ratio

NGVT:

2.05

IOSP:

-2.95

Total Revenue (TTM)

NGVT:

$1.48B

IOSP:

$1.87B

Gross Profit (TTM)

NGVT:

$393.80M

IOSP:

$562.40M

EBITDA (TTM)

NGVT:

-$492.20M

IOSP:

$230.00M

Returns By Period

In the year-to-date period, NGVT achieves a -11.88% return, which is significantly lower than IOSP's -10.13% return.


NGVT

YTD

-11.88%

1M

-9.56%

6M

-4.28%

1Y

-10.80%

5Y*

-13.75%

10Y*

N/A

IOSP

YTD

-10.13%

1M

-6.26%

6M

-10.67%

1Y

-9.76%

5Y*

2.66%

10Y*

11.62%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NGVT vs. IOSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingevity Corporation (NGVT) and Innospec Inc. (IOSP). 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 -0.19, compared to the broader market-4.00-2.000.002.00-0.19-0.26
The chart of Sortino ratio for NGVT, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.08-0.19
The chart of Omega ratio for NGVT, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.98
The chart of Calmar ratio for NGVT, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.36
The chart of Martin ratio for NGVT, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.47-0.78
NGVT
IOSP

The current NGVT Sharpe Ratio is -0.19, which is comparable to the IOSP Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of NGVT and IOSP, 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
-0.19
-0.26
NGVT
IOSP

Dividends

NGVT vs. IOSP - Dividend Comparison

NGVT has not paid dividends to shareholders, while IOSP's dividend yield for the trailing twelve months is around 1.42%.


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%
IOSP
Innospec Inc.
1.42%1.14%1.24%1.28%1.15%0.99%1.44%1.09%0.98%1.12%1.29%1.08%

Drawdowns

NGVT vs. IOSP - Drawdown Comparison

The maximum NGVT drawdown since its inception was -76.22%, smaller than the maximum IOSP drawdown of -91.17%. Use the drawdown chart below to compare losses from any high point for NGVT and IOSP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.46%
-16.20%
NGVT
IOSP

Volatility

NGVT vs. IOSP - Volatility Comparison

Ingevity Corporation (NGVT) has a higher volatility of 11.96% compared to Innospec Inc. (IOSP) at 5.74%. This indicates that NGVT's price experiences larger fluctuations and is considered to be riskier than IOSP 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
11.96%
5.74%
NGVT
IOSP

Financials

NGVT vs. IOSP - Financials Comparison

This section allows you to compare key financial metrics between Ingevity Corporation and Innospec 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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