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NGVT vs. IOSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, NGVT achieves a 22.78% return, which is significantly higher than IOSP's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with NGVT having a 7.83% annualized return and IOSP not far behind at 7.49%.


NGVT

1D
-0.11%
1M
8.98%
YTD
22.78%
6M
22.10%
1Y
71.94%
3Y*
11.85%
5Y*
-2.63%
10Y*
7.83%

IOSP

1D
-0.76%
1M
2.84%
YTD
8.18%
6M
6.05%
1Y
0.21%
3Y*
-3.86%
5Y*
-1.20%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NGVT vs. IOSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGVT
Ingevity Corporation
22.78%45.23%-13.70%-32.96%-1.76%-5.32%-13.33%4.41%18.76%28.45%
IOSP
Innospec Inc.
8.18%-28.94%-9.57%21.46%15.25%0.77%-11.00%69.43%-11.48%4.30%

Correlation

The correlation between NGVT and IOSP is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since May 2, 2016

0.57

The correlation between NGVT and IOSP has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Fundamentals

Market Cap

NGVT:

$2.62B

IOSP:

$2.03B

EPS

NGVT:

-$3.52

IOSP:

$4.58

PS Ratio

NGVT:

2.18

IOSP:

1.14

PB Ratio

NGVT:

67.24

IOSP:

1.42

Total Revenue (TTM)

NGVT:

$1.21B

IOSP:

$1.79B

Gross Profit (TTM)

NGVT:

$476.00M

IOSP:

$490.80M

EBITDA (TTM)

NGVT:

-$28.30M

IOSP:

$162.50M

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Return for Risk

NGVT vs. IOSP — Risk / Return Rank

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

NGVT
NGVT Risk / Return Rank: 8484
Overall Rank
NGVT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NGVT Sortino Ratio Rank: 8383
Sortino Ratio Rank
NGVT Omega Ratio Rank: 8383
Omega Ratio Rank
NGVT Calmar Ratio Rank: 8484
Calmar Ratio Rank
NGVT Martin Ratio Rank: 8585
Martin Ratio Rank

IOSP
IOSP Risk / Return Rank: 4040
Overall Rank
IOSP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IOSP Sortino Ratio Rank: 3636
Sortino Ratio Rank
IOSP Omega Ratio Rank: 3636
Omega Ratio Rank
IOSP Calmar Ratio Rank: 4242
Calmar Ratio Rank
IOSP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NGVT vs. IOSP - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NGVTIOSPDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.32

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

3.02

0.01

+3.01

Martin ratioReturn relative to average drawdown

8.14

0.02

+8.12

NGVT vs. IOSP - Sharpe Ratio Comparison

The current NGVT Sharpe Ratio is 1.71, which is higher than the IOSP Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of NGVT and IOSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


NGVTIOSPDifference

Max Drawdown

Largest peak-to-trough decline

-76.22%

-91.17%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-23.94%

-25.48%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-53.54%

-48.42%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-67.07%

-48.42%

-18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-76.22%

-48.42%

-27.80%

Current Drawdown

Current decline from peak

-37.93%

-35.18%

-2.75%

Average Drawdown

Average peak-to-trough decline

-34.63%

-28.68%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.86%

12.14%

-3.28%

Volatility

NGVT vs. IOSP - Volatility Comparison

Ingevity Corporation (NGVT) has a higher volatility of 7.61% compared to Innospec Inc. (IOSP) at 5.98%. 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.


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Volatility by Period


NGVTIOSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

5.98%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

17.32%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

42.36%

24.20%

+18.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.39%

26.63%

+16.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.73%

31.30%

+12.43%

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 2.19%.


PositionTTM20252024202320222021202020192018201720162015
IOSP
Innospec Inc.
2.19%2.23%1.41%1.14%1.24%1.28%1.15%0.99%1.44%1.09%0.98%1.12%
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%

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


250.00M300.00M350.00M400.00M450.00M500.00M20222023202420252026
258.00M
453.20M
(NGVT) Total Revenue
(IOSP) Total Revenue
Values in USD except per share items

NGVT vs. IOSP - Profitability Comparison

The chart below illustrates the profitability comparison between Ingevity Corporation and Innospec Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
45.1%
27.3%
Portfolio components
NGVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingevity Corporation reported a gross profit of 116.40M and revenue of 258.00M. Therefore, the gross margin over that period was 45.1%.

IOSP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Innospec Inc. reported a gross profit of 123.50M and revenue of 453.20M. Therefore, the gross margin over that period was 27.3%.

NGVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingevity Corporation reported an operating income of 23.40M and revenue of 258.00M, resulting in an operating margin of 9.1%.

IOSP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Innospec Inc. reported an operating income of 36.50M and revenue of 453.20M, resulting in an operating margin of 8.1%.

NGVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingevity Corporation reported a net income of 59.80M and revenue of 258.00M, resulting in a net margin of 23.2%.

IOSP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Innospec Inc. reported a net income of 30.40M and revenue of 453.20M, resulting in a net margin of 6.7%.


Frequently Asked Questions


NGVT and IOSP have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NGVT has higher volatility (7.61%) compared to IOSP (5.98%). In terms of maximum drawdown, NGVT dropped -76.22% vs IOSP's -91.17%.

NGVT currently has the higher Sharpe Ratio (1.71 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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