NVGS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Navigator Holdings Ltd. (NVGS) and S&P 500 Index (^GSPC).

Performance

NVGS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navigator Holdings Ltd. (NVGS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

NVGS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NVGS Navigator Holdings Ltd.	11.80%	14.44%	6.79%	22.52%	34.84%	-19.00%	-18.71%	43.30%	-4.57%	5.91%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, NVGS achieves a 11.80% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, NVGS has underperformed ^GSPC with an annualized return of 2.53%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

NVGS

• 1D: -0.21%
• 1M: -8.87%
• YTD: 11.80%
• 6M: 25.50%
• 1Y: 48.36%
• 3Y*: 12.67%
• 5Y*: 16.96%
• 10Y*: 2.53%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NVGS vs. ^GSPC — Risk / Return Rank

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

NVGS

NVGS Risk / Return Rank: 81
NVGS Sharpe Ratio Rank: 83
NVGS Sortino Ratio Rank: 76
NVGS Omega Ratio Rank: 79
NVGS Calmar Ratio Rank: 83
NVGS Martin Ratio Rank: 87

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

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 ratio Return per unit of total volatility	1.48	0.92	+0.56
Sortino ratio Return per unit of downside risk	1.94	1.41	+0.53
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	2.70	1.41	+1.29
Martin ratio Return relative to average drawdown	9.21	6.61	+2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVGS vs. ^GSPC - Sharpe Ratio Comparison

The current NVGS Sharpe Ratio is 1.48, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of NVGS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVGS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	0.92	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.61	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.68	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.46	-0.37

Correlation

The correlation between NVGS and ^GSPC is 0.24, 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.

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.

Drawdown Indicators

	NVGS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-87.68%	-56.78%	-30.90%
Max Drawdown (1Y) Largest decline over 1 year	-17.40%	-12.14%	-5.26%
Max Drawdown (5Y) Largest decline over 5 years	-38.88%	-25.43%	-13.45%
Max Drawdown (10Y) Largest decline over 10 years	-76.46%	-33.92%	-42.54%
Current Drawdown Current decline from peak	-36.44%	-5.78%	-30.66%
Average Drawdown Average peak-to-trough decline	-44.18%	-10.75%	-33.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	2.60%	+2.50%

Volatility

NVGS vs. ^GSPC - Volatility Comparison

Navigator Holdings Ltd. (NVGS) has a higher volatility of 15.61% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	NVGS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.61%	5.37%	+10.24%
Volatility (6M) Calculated over the trailing 6-month period	21.82%	9.55%	+12.27%
Volatility (1Y) Calculated over the trailing 1-year period	32.85%	18.33%	+14.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.54%	16.90%	+19.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.76%	18.05%	+29.71%