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NSSC vs. NGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NSSC vs. NGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) and New Gold Inc. (NGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NSSC

1D
2.59%
1M
-1.36%
YTD
-10.06%
6M
-10.89%
1Y
33.60%
3Y*
-1.04%
5Y*
17.77%
10Y*
28.00%

NGD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSSC vs. NGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSSC
Napco Security Technologies, Inc.
-10.06%19.22%4.97%25.59%9.96%90.62%-10.79%86.60%80.00%2.94%
NGD
New Gold Inc.
4.25%251.21%69.86%48.98%-34.67%-31.51%148.86%16.28%-77.00%-6.00%

Correlation

The correlation between NSSC and NGD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.10

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

0.11

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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.06

Fundamentals

EPS

NSSC:

$1.03

NGD:

$1.61

PE Ratio

NSSC:

36.28

NGD:

5.64

PEG Ratio

NSSC:

1.31

NGD:

0.01

PS Ratio

NSSC:

6.79

NGD:

3.30

Total Revenue (TTM)

NSSC:

$197.23M

NGD:

$1.46B

Gross Profit (TTM)

NSSC:

$112.37M

NGD:

$758.26M

EBITDA (TTM)

NSSC:

$42.52M

NGD:

$1.19B

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Return for Risk

NSSC vs. NGD — Risk / Return Rank

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

NSSC
NSSC Risk / Return Rank: 6767
Overall Rank
NSSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 6464
Sortino Ratio Rank
NSSC Omega Ratio Rank: 6565
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
NSSC Martin Ratio Rank: 7171
Martin Ratio Rank

NGD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

NSSC vs. NGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) and New Gold Inc. (NGD). 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.


NSSCNGDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.31

Martin ratioReturn relative to average drawdown

3.54

NSSC vs. NGD - Sharpe Ratio Comparison


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Drawdowns

NSSC vs. NGD - Drawdown Comparison


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Drawdown Indicators


NSSCNGDDifference

Max Drawdown

Largest peak-to-trough decline

-93.20%

Max Drawdown (1Y)

Largest decline over 1 year

-25.72%

Max Drawdown (3Y)

Largest decline over 3 years

-65.43%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

Current Drawdown

Current decline from peak

-33.82%

Average Drawdown

Average peak-to-trough decline

-38.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.52%

Volatility

NSSC vs. NGD - Volatility Comparison


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Volatility by Period


NSSCNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.62%

Volatility (6M)

Calculated over the trailing 6-month period

32.37%

Volatility (1Y)

Calculated over the trailing 1-year period

42.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.57%

Dividends

NSSC vs. NGD - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.56%, while NGD has not paid dividends to shareholders.


PositionTTM202520242023
NGD
New Gold Inc.
0.00%0.00%0.00%0.00%
NSSC
Napco Security Technologies, Inc.
1.56%1.31%1.27%0.65%

Financials

NSSC vs. NGD - Financials Comparison

This section allows you to compare key financial metrics between Napco Security Technologies, Inc. and New Gold 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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
49.17M
496.10M
(NSSC) Total Revenue
(NGD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NSSC and NGD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NSSC and NGD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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