GSG vs. NGG

In the year-to-date period, GSG achieves a -0.87% return, which is significantly lower than NGG's 21.61% return. Over the past 10 years, GSG has underperformed NGG with an annualized return of 0.35%, while NGG has yielded a comparatively higher 7.25% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) 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.

The current GSG Sharpe Ratio is -0.23, which is lower than the NGG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of GSG 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.

GSG has not paid dividends to shareholders, while NGG's dividend yield for the trailing twelve months is around 9.71%.

The maximum GSG drawdown since its inception was -89.62%, which is greater than NGG's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for GSG and NGG. For additional features, visit the drawdowns tool.

The current volatility for iShares S&P GSCI Commodity-Indexed Trust (GSG) is 9.26%, while National Grid plc (NGG) has a volatility of 11.83%. This indicates that GSG experiences smaller price fluctuations and is considered to be less risky than NGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.