PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NOA vs. USAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NOA and USAC is 0.26, 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.


-0.50.00.51.00.3

Performance

NOA vs. USAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North American Construction Group Ltd (NOA) and USA Compression Partners, LP (USAC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
1.57%
36.93%
NOA
USAC

Key characteristics

Sharpe Ratio

NOA:

-0.58

USAC:

1.36

Sortino Ratio

NOA:

-0.66

USAC:

2.09

Omega Ratio

NOA:

0.91

USAC:

1.27

Calmar Ratio

NOA:

-0.59

USAC:

1.67

Martin Ratio

NOA:

-0.95

USAC:

2.91

Ulcer Index

NOA:

20.91%

USAC:

12.60%

Daily Std Dev

NOA:

34.14%

USAC:

26.38%

Max Drawdown

NOA:

-93.58%

USAC:

-78.96%

Current Drawdown

NOA:

-24.79%

USAC:

-2.53%

Fundamentals

Market Cap

NOA:

$506.23M

USAC:

$3.34B

EPS

NOA:

$1.33

USAC:

$0.72

PE Ratio

NOA:

14.19

USAC:

39.43

PEG Ratio

NOA:

4.82

USAC:

-68.32

Total Revenue (TTM)

NOA:

$860.20M

USAC:

$950.45M

Gross Profit (TTM)

NOA:

$168.06M

USAC:

$372.97M

EBITDA (TTM)

NOA:

$234.08M

USAC:

$560.03M

Returns By Period

In the year-to-date period, NOA achieves a -12.68% return, which is significantly lower than USAC's 23.44% return. Over the past 10 years, NOA has outperformed USAC with an annualized return of 22.83%, while USAC has yielded a comparatively lower 17.54% annualized return.


NOA

YTD

-12.68%

1M

-7.91%

6M

1.57%

1Y

-21.40%

5Y*

14.03%

10Y*

22.83%

USAC

YTD

23.44%

1M

12.64%

6M

36.93%

1Y

28.85%

5Y*

27.20%

10Y*

17.54%

*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

NOA vs. USAC — Risk-Adjusted Performance Rank

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

NOA
The Risk-Adjusted Performance Rank of NOA is 1717
Overall Rank
The Sharpe Ratio Rank of NOA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of NOA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NOA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of NOA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NOA is 2323
Martin Ratio Rank

USAC
The Risk-Adjusted Performance Rank of USAC is 8080
Overall Rank
The Sharpe Ratio Rank of USAC is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of USAC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of USAC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of USAC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of USAC is 7272
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.

NOA vs. USAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for North American Construction Group Ltd (NOA) and USA Compression Partners, LP (USAC). 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 NOA, currently valued at -0.58, compared to the broader market-2.000.002.004.00-0.581.36
The chart of Sortino ratio for NOA, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.662.09
The chart of Omega ratio for NOA, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.27
The chart of Calmar ratio for NOA, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.591.67
The chart of Martin ratio for NOA, currently valued at -0.94, compared to the broader market0.0010.0020.0030.00-0.952.91
NOA
USAC

The current NOA Sharpe Ratio is -0.58, which is lower than the USAC Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of NOA and USAC, 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.58
1.36
NOA
USAC

Dividends

NOA vs. USAC - Dividend Comparison

NOA's dividend yield for the trailing twelve months is around 1.62%, less than USAC's 7.37% yield.


TTM20242023202220212020201920182017201620152014
NOA
North American Construction Group Ltd
1.62%1.42%1.42%1.84%0.85%1.21%0.91%0.69%1.66%2.08%4.34%2.29%
USAC
USA Compression Partners, LP
7.37%8.91%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%

Drawdowns

NOA vs. USAC - Drawdown Comparison

The maximum NOA drawdown since its inception was -93.58%, which is greater than USAC's maximum drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for NOA and USAC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.79%
-2.53%
NOA
USAC

Volatility

NOA vs. USAC - Volatility Comparison

The current volatility for North American Construction Group Ltd (NOA) is 6.96%, while USA Compression Partners, LP (USAC) has a volatility of 14.75%. This indicates that NOA experiences smaller price fluctuations and is considered to be less risky than USAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.96%
14.75%
NOA
USAC

Financials

NOA vs. USAC - Financials Comparison

This section allows you to compare key financial metrics between North American Construction Group Ltd and USA Compression Partners, LP. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab