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NVGS vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVGS vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Navigator Holdings Ltd. (NVGS) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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NVGS vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVGS
Navigator Holdings Ltd.
12.04%14.44%6.79%22.52%34.84%-19.00%-18.71%43.30%-4.57%5.91%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, NVGS achieves a 12.04% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, NVGS has underperformed XLE with an annualized return of 2.56%, while XLE has yielded a comparatively higher 11.65% annualized return.


NVGS

1D
1.10%
1M
-7.68%
YTD
12.04%
6M
25.76%
1Y
47.33%
3Y*
12.75%
5Y*
17.00%
10Y*
2.56%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NVGS vs. XLE — Risk / Return Rank

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

NVGS
NVGS Risk / Return Rank: 8282
Overall Rank
NVGS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NVGS Sortino Ratio Rank: 7676
Sortino Ratio Rank
NVGS Omega Ratio Rank: 7979
Omega Ratio Rank
NVGS Calmar Ratio Rank: 8383
Calmar Ratio Rank
NVGS Martin Ratio Rank: 8787
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
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. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navigator Holdings Ltd. (NVGS) and State Street Energy Select Sector SPDR ETF (XLE). 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.


NVGSXLEDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.42

+0.02

Sortino ratio

Return per unit of downside risk

1.91

1.84

+0.08

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

2.59

1.96

+0.63

Martin ratio

Return relative to average drawdown

9.04

5.16

+3.89

NVGS vs. XLE - Sharpe Ratio Comparison

The current NVGS Sharpe Ratio is 1.45, which is comparable to the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NVGS and XLE, 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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Sharpe Ratios by Period


NVGSXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.42

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.93

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.40

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.32

-0.23

Correlation

The correlation between NVGS and XLE is 0.34, 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.


Dividends

NVGS vs. XLE - Dividend Comparison

NVGS's dividend yield for the trailing twelve months is around 1.24%, less than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
NVGS
Navigator Holdings Ltd.
1.24%1.27%1.30%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

NVGS vs. XLE - Drawdown Comparison

The maximum NVGS drawdown since its inception was -87.68%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for NVGS and XLE.


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Drawdown Indicators


NVGSXLEDifference

Max Drawdown

Largest peak-to-trough decline

-87.68%

-71.26%

-16.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.40%

-18.79%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-26.04%

-12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-76.46%

-66.81%

-9.65%

Current Drawdown

Current decline from peak

-36.30%

-2.08%

-34.22%

Average Drawdown

Average peak-to-trough decline

-44.18%

-18.05%

-26.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

7.14%

-1.99%

Volatility

NVGS vs. XLE - Volatility Comparison

Navigator Holdings Ltd. (NVGS) has a higher volatility of 15.61% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that NVGS's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVGSXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.61%

5.05%

+10.56%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

13.94%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

32.86%

24.93%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.56%

26.06%

+10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.77%

29.48%

+18.29%