NVGS vs. ^GSPC
NVGS (Navigator Holdings Ltd.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, NVGS returned 5.15%/yr vs 13.66%/yr for ^GSPC. At a 0.24 correlation, their price movements are largely independent.
Performance
NVGS vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, NVGS achieves a 27.13% return, which is significantly higher than ^GSPC's 10.35% return. Over the past 10 years, NVGS has underperformed ^GSPC with an annualized return of 5.15%, while ^GSPC has yielded a comparatively higher 13.66% annualized return.
NVGS
- 1D
- -1.58%
- 1M
- -0.12%
- YTD
- 27.13%
- 6M
- 23.08%
- 1Y
- 57.37%
- 3Y*
- 19.68%
- 5Y*
- 17.56%
- 10Y*
- 5.15%
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
NVGS vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVGS Navigator Holdings Ltd. | 27.13% | 14.44% | 6.79% | 22.52% | 34.84% | -19.00% | -18.71% | 43.30% | -4.57% | 5.91% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between NVGS and ^GSPC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2007 | 0.24 |
The correlation between NVGS and ^GSPC shifts across timeframes, from 0.17 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
NVGS vs. ^GSPC — Risk / Return Rank
NVGS
^GSPC
NVGS vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Navigator Holdings Ltd. (NVGS) and S&P 500 Index (^GSPC). 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.
| NVGS | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.93 | +0.88 |
| Martin ratioReturn relative to average drawdown | 11.64 | 13.52 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVGS | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.24 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.73 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.76 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.47 | -0.37 |
Drawdowns
NVGS vs. ^GSPC - Drawdown Comparison
The maximum NVGS drawdown since its inception was -87.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NVGS and ^GSPC.
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Drawdown Indicators
| NVGS | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.68% | -56.78% | -30.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.15% | -9.10% | -6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -38.88% | -18.90% | -19.98% |
Max Drawdown (5Y)Largest decline over 5 years | -38.88% | -25.43% | -13.45% |
Max Drawdown (10Y)Largest decline over 10 years | -73.33% | -33.92% | -39.41% |
Current DrawdownCurrent decline from peak | -27.72% | -0.74% | -26.98% |
Average DrawdownAverage peak-to-trough decline | -44.04% | -10.72% | -33.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 1.97% | +2.97% |
Volatility
NVGS vs. ^GSPC - Volatility Comparison
Navigator Holdings Ltd. (NVGS) has a higher volatility of 7.54% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that NVGS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVGS | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 2.93% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 22.07% | 8.99% | +13.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.94% | 11.89% | +16.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.82% | 16.90% | +18.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.69% | 18.06% | +29.63% |
Frequently Asked Questions
NVGS and ^GSPC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVGS has higher volatility (7.54%) compared to ^GSPC (2.93%). In terms of maximum drawdown, NVGS dropped -87.68% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs 2.06), 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.
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