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0HIT.L vs. NG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0HIT.L and NG.L is 0.28, 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.


Performance

0HIT.L vs. NG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iberdrola (0HIT.L) and National Grid plc (NG.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

0HIT.L:

1.68

NG.L:

0.41

Sortino Ratio

0HIT.L:

2.19

NG.L:

0.64

Omega Ratio

0HIT.L:

1.27

NG.L:

1.10

Calmar Ratio

0HIT.L:

3.32

NG.L:

0.34

Martin Ratio

0HIT.L:

8.52

NG.L:

1.27

Ulcer Index

0HIT.L:

3.54%

NG.L:

7.18%

Daily Std Dev

0HIT.L:

19.28%

NG.L:

22.94%

Max Drawdown

0HIT.L:

-72.63%

NG.L:

-43.33%

Current Drawdown

0HIT.L:

-4.47%

NG.L:

-3.57%

Fundamentals

Market Cap

0HIT.L:

€61.14B

NG.L:

£52.49B

PS Ratio

0HIT.L:

0.00

NG.L:

2.72

PB Ratio

0HIT.L:

0.00

NG.L:

1.47

Returns By Period

In the year-to-date period, 0HIT.L achieves a 16.65% return, which is significantly higher than NG.L's 10.95% return. Over the past 10 years, 0HIT.L has outperformed NG.L with an annualized return of 13.05%, while NG.L has yielded a comparatively lower 2.45% annualized return.


0HIT.L

YTD

16.65%

1M

5.92%

6M

17.03%

1Y

30.21%

5Y*

15.97%

10Y*

13.05%

NG.L

YTD

10.95%

1M

5.80%

6M

9.78%

1Y

9.08%

5Y*

5.69%

10Y*

2.45%

*Annualized

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Risk-Adjusted Performance

0HIT.L vs. NG.L — Risk-Adjusted Performance Rank

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

0HIT.L
The Risk-Adjusted Performance Rank of 0HIT.L is 9191
Overall Rank
The Sharpe Ratio Rank of 0HIT.L is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of 0HIT.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of 0HIT.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of 0HIT.L is 9797
Calmar Ratio Rank
The Martin Ratio Rank of 0HIT.L is 9393
Martin Ratio Rank

NG.L
The Risk-Adjusted Performance Rank of NG.L is 6464
Overall Rank
The Sharpe Ratio Rank of NG.L is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NG.L is 5656
Sortino Ratio Rank
The Omega Ratio Rank of NG.L is 5858
Omega Ratio Rank
The Calmar Ratio Rank of NG.L is 6868
Calmar Ratio Rank
The Martin Ratio Rank of NG.L is 6767
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.

0HIT.L vs. NG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola (0HIT.L) and National Grid plc (NG.L). 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.


The current 0HIT.L Sharpe Ratio is 1.68, which is higher than the NG.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of 0HIT.L and NG.L, 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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Dividends

0HIT.L vs. NG.L - Dividend Comparison

0HIT.L's dividend yield for the trailing twelve months is around 3.08%, less than NG.L's 5.21% yield.


TTM20242023202220212020201920182017201620152014
0HIT.L
Iberdrola
3.08%3.37%3.41%3.34%3.28%2.76%3.09%3.77%2.06%2.05%1.38%4.00%
NG.L
National Grid plc
5.21%5.79%0.06%0.05%0.05%0.06%0.05%0.06%0.25%0.05%0.05%0.05%

Drawdowns

0HIT.L vs. NG.L - Drawdown Comparison

The maximum 0HIT.L drawdown since its inception was -72.63%, which is greater than NG.L's maximum drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for 0HIT.L and NG.L. For additional features, visit the drawdowns tool.


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Volatility

0HIT.L vs. NG.L - Volatility Comparison

Iberdrola (0HIT.L) has a higher volatility of 8.68% compared to National Grid plc (NG.L) at 6.40%. This indicates that 0HIT.L's price experiences larger fluctuations and is considered to be riskier than NG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

0HIT.L vs. NG.L - Financials Comparison

This section allows you to compare key financial metrics between Iberdrola and National Grid plc. 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


7.00B8.00B9.00B10.00B11.00B12.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
9.25B
7.96B
(0HIT.L) Total Revenue
(NG.L) Total Revenue
Please note, different currencies. 0HIT.L values in EUR, NG.L values in GBp