WDC vs. NGS
WDC (Western Digital Corporation) and NGS (Natural Gas Services Group, Inc.) are both stocks. WDC operates in Computer Hardware (Technology), while NGS operates in Oil & Gas Equipment & Services (Energy). Over the past 10 years, WDC returned 36.39%/yr vs 5.81%/yr for NGS. At a 0.26 correlation, their price movements are largely independent.
Performance
WDC vs. NGS - Performance Comparison
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Returns By Period
In the year-to-date period, WDC achieves a 295.65% return, which is significantly higher than NGS's 23.55% return. Over the past 10 years, WDC has outperformed NGS with an annualized return of 36.39%, while NGS has yielded a comparatively lower 5.81% annualized return.
WDC
- 1D
- 4.22%
- 1M
- 41.33%
- YTD
- 295.65%
- 6M
- 290.42%
- 1Y
- 1,089.56%
- 3Y*
- 181.75%
- 5Y*
- 66.49%
- 10Y*
- 36.39%
NGS
- 1D
- -1.01%
- 1M
- -2.23%
- YTD
- 23.55%
- 6M
- 28.01%
- 1Y
- 59.25%
- 3Y*
- 62.69%
- 5Y*
- 30.83%
- 10Y*
- 5.81%
WDC vs. NGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 295.65% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
NGS Natural Gas Services Group, Inc. | 23.55% | 26.53% | 66.67% | 40.31% | 9.46% | 10.44% | -22.68% | -25.43% | -37.25% | -18.51% |
Correlation
The correlation between WDC and NGS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2002 | 0.26 |
The correlation between WDC and NGS shifts across timeframes, from 0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WDC:
$23.29
NGS:
$1.72
WDC:
29.24
NGS:
24.00
WDC:
0.68
NGS:
0.12
WDC:
16.11
NGS:
2.92
WDC:
$11.78B
NGS:
$179.40M
WDC:
$5.35B
NGS:
$87.76M
WDC:
$10.88B
NGS:
$69.86M
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Return for Risk
WDC vs. NGS — Risk / Return Rank
WDC
NGS
WDC vs. NGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and Natural Gas Services Group, Inc. (NGS). 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.
| WDC | NGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +14.58 | ||
| Sortino ratioReturn per unit of downside risk | +5.06 | ||
| Omega ratioGain probability vs. loss probability | 2.01 | 1.30 | +0.71 |
| Calmar ratioReturn relative to maximum drawdown | 53.49 | 3.97 | +49.52 |
| Martin ratioReturn relative to average drawdown | 181.48 | 11.53 | +169.95 |
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Drawdowns
WDC vs. NGS - Drawdown Comparison
The maximum WDC drawdown since its inception was -96.20%, which is greater than NGS's maximum drawdown of -89.59%. Use the drawdown chart below to compare losses from any high point for WDC and NGS.
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Drawdown Indicators
| WDC | NGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -89.59% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -15.00% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -40.89% | -8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -57.55% | -40.89% | -16.66% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -87.91% | +17.42% |
Current DrawdownCurrent decline from peak | 0.00% | -5.21% | +5.21% |
Average DrawdownAverage peak-to-trough decline | -52.06% | -47.55% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 5.15% | +0.91% |
Volatility
WDC vs. NGS - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 25.89% compared to Natural Gas Services Group, Inc. (NGS) at 11.02%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than NGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDC | NGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.89% | 11.02% | +14.87% |
Volatility (6M)Calculated over the trailing 6-month period | 54.96% | 22.41% | +32.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.24% | 33.13% | +34.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.41% | 44.09% | +5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.92% | 46.21% | +2.71% |
Dividends
WDC vs. NGS - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.07%, less than NGS's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGS Natural Gas Services Group, Inc. | 1.14% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WDC Western Digital Corporation | 0.07% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Financials
WDC vs. NGS - Financials Comparison
This section allows you to compare key financial metrics between Western Digital Corporation and Natural Gas Services Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
WDC vs. NGS - Profitability Comparison
WDC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.
NGS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natural Gas Services Group, Inc. reported a gross profit of 30.25M and revenue of 48.47M. Therefore, the gross margin over that period was 62.4%.
WDC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.
NGS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natural Gas Services Group, Inc. reported an operating income of 13.07M and revenue of 48.47M, resulting in an operating margin of 27.0%.
WDC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.
NGS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natural Gas Services Group, Inc. reported a net income of 6.76M and revenue of 48.47M, resulting in a net margin of 14.0%.
Frequently Asked Questions
WDC and NGS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (25.89%) compared to NGS (11.02%). In terms of maximum drawdown, WDC dropped -96.20% vs NGS's -89.59%.
WDC currently has the higher Sharpe Ratio (16.39 vs 1.80), 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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