GSG vs. NGG
Compare and contrast key facts about iShares S&P GSCI Commodity-Indexed Trust (GSG) and National Grid plc (NGG).
GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSG or NGG.
Correlation
The correlation between GSG and NGG is 0.17, 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
GSG vs. NGG - Performance Comparison
Key characteristics
GSG:
0.28
NGG:
-0.12
GSG:
0.49
NGG:
0.00
GSG:
1.06
NGG:
1.00
GSG:
0.06
NGG:
-0.14
GSG:
0.80
NGG:
-0.39
GSG:
5.33%
NGG:
7.24%
GSG:
15.51%
NGG:
23.76%
GSG:
-89.62%
NGG:
-54.85%
GSG:
-71.93%
NGG:
-16.69%
Returns By Period
In the year-to-date period, GSG achieves a 5.63% return, which is significantly higher than NGG's -4.01% return. Over the past 10 years, GSG has underperformed NGG with an annualized return of -0.60%, while NGG has yielded a comparatively higher 4.41% annualized return.
GSG
5.63%
0.28%
-5.06%
3.27%
5.88%
-0.60%
NGG
-4.01%
-6.65%
3.93%
-3.75%
4.98%
4.41%
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Risk-Adjusted Performance
GSG vs. NGG - Risk-Adjusted Performance Comparison
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.
Dividends
GSG vs. NGG - Dividend Comparison
GSG has not paid dividends to shareholders, while NGG's dividend yield for the trailing twelve months is around 12.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NGG National Grid plc | 12.15% | 5.20% | 5.13% | 4.71% | 5.29% | 4.90% | 6.44% | 24.15% | 5.07% | 4.73% | 7.86% | 4.82% |
Drawdowns
GSG vs. NGG - Drawdown Comparison
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.
Volatility
GSG vs. NGG - Volatility Comparison
The current volatility for iShares S&P GSCI Commodity-Indexed Trust (GSG) is 3.31%, while National Grid plc (NGG) has a volatility of 5.03%. 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.