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NGVT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NGVT and VOO is 0.51, 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.


Performance

NGVT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingevity Corporation (NGVT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NGVT:

-0.18

VOO:

0.70

Sortino Ratio

NGVT:

0.13

VOO:

1.05

Omega Ratio

NGVT:

1.02

VOO:

1.15

Calmar Ratio

NGVT:

-0.14

VOO:

0.69

Martin Ratio

NGVT:

-0.53

VOO:

2.62

Ulcer Index

NGVT:

19.32%

VOO:

4.93%

Daily Std Dev

NGVT:

56.85%

VOO:

19.55%

Max Drawdown

NGVT:

-76.22%

VOO:

-33.99%

Current Drawdown

NGVT:

-63.43%

VOO:

-3.45%

Returns By Period

In the year-to-date period, NGVT achieves a 5.06% return, which is significantly higher than VOO's 1.00% return.


NGVT

YTD

5.06%

1M

29.61%

6M

-10.31%

1Y

-9.99%

3Y*

-15.22%

5Y*

-4.06%

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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Ingevity Corporation

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NGVT vs. VOO — 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 4040
Overall Rank
The Sharpe Ratio Rank of NGVT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of NGVT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of NGVT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of NGVT is 4242
Calmar Ratio Rank
The Martin Ratio Rank of NGVT is 3939
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingevity Corporation (NGVT) and Vanguard S&P 500 ETF (VOO). 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 current NGVT Sharpe Ratio is -0.18, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of NGVT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NGVT vs. VOO - Dividend Comparison

NGVT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NGVT vs. VOO - Drawdown Comparison

The maximum NGVT drawdown since its inception was -76.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NGVT and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NGVT vs. VOO - Volatility Comparison

Ingevity Corporation (NGVT) has a higher volatility of 14.85% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that NGVT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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