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

Correlation

The correlation between NGVT and STLD is 0.43, 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.


-0.50.00.51.00.4

Performance

NGVT vs. STLD - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-7.14%
-2.34%
NGVT
STLD

Key characteristics

Sharpe Ratio

NGVT:

0.02

STLD:

0.37

Sortino Ratio

NGVT:

0.42

STLD:

0.83

Omega Ratio

NGVT:

1.05

STLD:

1.09

Calmar Ratio

NGVT:

0.01

STLD:

0.44

Martin Ratio

NGVT:

0.05

STLD:

0.88

Ulcer Index

NGVT:

21.22%

STLD:

13.88%

Daily Std Dev

NGVT:

50.23%

STLD:

32.55%

Max Drawdown

NGVT:

-76.22%

STLD:

-87.05%

Current Drawdown

NGVT:

-64.24%

STLD:

-18.58%

Fundamentals

Market Cap

NGVT:

$1.52B

STLD:

$19.05B

EPS

NGVT:

-$15.51

STLD:

$11.12

PEG Ratio

NGVT:

2.05

STLD:

10.91

Total Revenue (TTM)

NGVT:

$1.11B

STLD:

$13.67B

Gross Profit (TTM)

NGVT:

$334.30M

STLD:

$2.35B

EBITDA (TTM)

NGVT:

-$389.40M

STLD:

$2.09B

Returns By Period

In the year-to-date period, NGVT achieves a 2.75% return, which is significantly lower than STLD's 9.70% return.


NGVT

YTD

2.75%

1M

-6.35%

6M

-9.96%

1Y

2.32%

5Y*

-12.74%

10Y*

N/A

STLD

YTD

9.70%

1M

3.24%

6M

-3.05%

1Y

13.77%

5Y*

33.24%

10Y*

24.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NGVT vs. STLD — Risk-Adjusted Performance Rank

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

NGVT
The Risk-Adjusted Performance Rank of NGVT is 4747
Overall Rank
The Sharpe Ratio Rank of NGVT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NGVT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NGVT is 4444
Omega Ratio Rank
The Calmar Ratio Rank of NGVT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of NGVT is 4848
Martin Ratio Rank

STLD
The Risk-Adjusted Performance Rank of STLD is 6060
Overall Rank
The Sharpe Ratio Rank of STLD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of STLD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of STLD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of STLD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of STLD is 5858
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.

NGVT vs. STLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingevity Corporation (NGVT) and Steel Dynamics, Inc. (STLD). 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 0.02, compared to the broader market-2.000.002.000.020.37
The chart of Sortino ratio for NGVT, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.420.83
The chart of Omega ratio for NGVT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.09
The chart of Calmar ratio for NGVT, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.44
The chart of Martin ratio for NGVT, currently valued at 0.05, compared to the broader market-30.00-20.00-10.000.0010.0020.000.050.88
NGVT
STLD

The current NGVT Sharpe Ratio is 0.02, which is lower than the STLD Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of NGVT and STLD, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.02
0.37
NGVT
STLD

Dividends

NGVT vs. STLD - Dividend Comparison

NGVT has not paid dividends to shareholders, while STLD's dividend yield for the trailing twelve months is around 1.47%.


TTM20242023202220212020201920182017201620152014
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%
STLD
Steel Dynamics, Inc.
1.47%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%

Drawdowns

NGVT vs. STLD - Drawdown Comparison

The maximum NGVT drawdown since its inception was -76.22%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for NGVT and STLD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-64.24%
-18.58%
NGVT
STLD

Volatility

NGVT vs. STLD - Volatility Comparison

Ingevity Corporation (NGVT) and Steel Dynamics, Inc. (STLD) have volatilities of 10.84% and 10.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.84%
10.34%
NGVT
STLD

Financials

NGVT vs. STLD - Financials Comparison

This section allows you to compare key financial metrics between Ingevity Corporation and Steel Dynamics, 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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