PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ATO vs. NGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATO and NGG is 0.35, 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.


-0.50.00.51.00.4

Performance

ATO vs. NGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atmos Energy Corporation (ATO) and National Grid plc (NGG). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,340.80%
577.37%
ATO
NGG

Key characteristics

Sharpe Ratio

ATO:

1.78

NGG:

-0.08

Sortino Ratio

ATO:

2.53

NGG:

0.05

Omega Ratio

ATO:

1.32

NGG:

1.01

Calmar Ratio

ATO:

2.69

NGG:

-0.09

Martin Ratio

ATO:

8.72

NGG:

-0.25

Ulcer Index

ATO:

3.06%

NGG:

7.39%

Daily Std Dev

ATO:

14.99%

NGG:

23.77%

Max Drawdown

ATO:

-51.94%

NGG:

-54.85%

Current Drawdown

ATO:

-7.75%

NGG:

-15.63%

Fundamentals

Market Cap

ATO:

$21.97B

NGG:

$58.49B

EPS

ATO:

$6.83

NGG:

$2.58

PE Ratio

ATO:

20.70

NGG:

22.79

PEG Ratio

ATO:

3.36

NGG:

1.77

Total Revenue (TTM)

ATO:

$4.17B

NGG:

$11.36B

Gross Profit (TTM)

ATO:

$2.08B

NGG:

$3.56B

EBITDA (TTM)

ATO:

$2.09B

NGG:

$4.26B

Returns By Period

In the year-to-date period, ATO achieves a 23.72% return, which is significantly higher than NGG's -2.79% return. Over the past 10 years, ATO has outperformed NGG with an annualized return of 12.56%, while NGG has yielded a comparatively lower 4.59% annualized return.


ATO

YTD

23.72%

1M

-4.56%

6M

21.57%

1Y

26.06%

5Y*

7.15%

10Y*

12.56%

NGG

YTD

-2.79%

1M

-6.02%

6M

4.08%

1Y

-3.06%

5Y*

5.24%

10Y*

4.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ATO vs. NGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmos Energy Corporation (ATO) and National Grid plc (NGG). 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 ATO, currently valued at 1.78, compared to the broader market-4.00-2.000.002.001.78-0.08
The chart of Sortino ratio for ATO, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.530.05
The chart of Omega ratio for ATO, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.01
The chart of Calmar ratio for ATO, currently valued at 2.69, compared to the broader market0.002.004.006.002.69-0.09
The chart of Martin ratio for ATO, currently valued at 8.72, compared to the broader market-5.000.005.0010.0015.0020.0025.008.72-0.25
ATO
NGG

The current ATO Sharpe Ratio is 1.78, which is higher than the NGG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of ATO and NGG, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.78
-0.08
ATO
NGG

Dividends

ATO vs. NGG - Dividend Comparison

ATO's dividend yield for the trailing twelve months is around 2.35%, less than NGG's 12.00% yield.


TTM20232022202120202019201820172016201520142013
ATO
Atmos Energy Corporation
2.35%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%3.13%
NGG
National Grid plc
12.00%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%

Drawdowns

ATO vs. NGG - Drawdown Comparison

The maximum ATO drawdown since its inception was -51.94%, smaller than the maximum NGG drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for ATO and NGG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.75%
-15.63%
ATO
NGG

Volatility

ATO vs. NGG - Volatility Comparison

Atmos Energy Corporation (ATO) has a higher volatility of 5.67% compared to National Grid plc (NGG) at 5.14%. This indicates that ATO's price experiences larger fluctuations and is considered to be riskier than NGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
5.14%
ATO
NGG

Financials

ATO vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between Atmos Energy Corporation 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab