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WDC vs. NGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WDC and NGS is 0.26, 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.


-0.50.00.51.00.3

Performance

WDC vs. NGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) and Natural Gas Services Group, Inc. (NGS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
11.81%
28.84%
WDC
NGS

Key characteristics

Sharpe Ratio

WDC:

0.72

NGS:

1.90

Sortino Ratio

WDC:

1.24

NGS:

2.62

Omega Ratio

WDC:

1.15

NGS:

1.31

Calmar Ratio

WDC:

0.63

NGS:

1.43

Martin Ratio

WDC:

1.95

NGS:

6.89

Ulcer Index

WDC:

14.60%

NGS:

12.70%

Daily Std Dev

WDC:

39.64%

NGS:

46.10%

Max Drawdown

WDC:

-96.20%

NGS:

-89.59%

Current Drawdown

WDC:

-26.23%

NGS:

-29.54%

Fundamentals

Market Cap

WDC:

$23.79B

NGS:

$346.48M

EPS

WDC:

$3.50

NGS:

$1.28

PE Ratio

WDC:

19.54

NGS:

21.67

PEG Ratio

WDC:

490.33

NGS:

12.99

Total Revenue (TTM)

WDC:

$15.60B

NGS:

$116.08M

Gross Profit (TTM)

WDC:

$5.82B

NGS:

$51.54M

EBITDA (TTM)

WDC:

$3.06B

NGS:

$50.18M

Returns By Period

In the year-to-date period, WDC achieves a 20.79% return, which is significantly higher than NGS's 3.51% return. Over the past 10 years, WDC has underperformed NGS with an annualized return of -2.58%, while NGS has yielded a comparatively higher 3.59% annualized return.


WDC

YTD

20.79%

1M

10.75%

6M

11.81%

1Y

33.39%

5Y*

1.11%

10Y*

-2.58%

NGS

YTD

3.51%

1M

-0.89%

6M

28.84%

1Y

79.55%

5Y*

20.02%

10Y*

3.59%

*Annualized

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Risk-Adjusted Performance

WDC vs. NGS — Risk-Adjusted Performance Rank

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

WDC
The Risk-Adjusted Performance Rank of WDC is 6666
Overall Rank
The Sharpe Ratio Rank of WDC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of WDC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of WDC is 6161
Omega Ratio Rank
The Calmar Ratio Rank of WDC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of WDC is 6565
Martin Ratio Rank

NGS
The Risk-Adjusted Performance Rank of NGS is 8686
Overall Rank
The Sharpe Ratio Rank of NGS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NGS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NGS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of NGS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of NGS is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WDC vs. NGS - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WDC, currently valued at 0.72, compared to the broader market-2.000.002.004.000.721.90
The chart of Sortino ratio for WDC, currently valued at 1.24, compared to the broader market-6.00-4.00-2.000.002.004.006.001.242.62
The chart of Omega ratio for WDC, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.31
The chart of Calmar ratio for WDC, currently valued at 0.63, compared to the broader market0.002.004.006.000.631.43
The chart of Martin ratio for WDC, currently valued at 1.95, compared to the broader market0.0010.0020.0030.001.956.89
WDC
NGS

The current WDC Sharpe Ratio is 0.72, which is lower than the NGS Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of WDC and NGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.72
1.90
WDC
NGS

Dividends

WDC vs. NGS - Dividend Comparison

Neither WDC nor NGS has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%
NGS
Natural Gas Services Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%SeptemberOctoberNovemberDecember2025February
-26.23%
-29.54%
WDC
NGS

Volatility

WDC vs. NGS - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 12.54% compared to Natural Gas Services Group, Inc. (NGS) at 11.71%. 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%SeptemberOctoberNovemberDecember2025February
12.54%
11.71%
WDC
NGS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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