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INVH vs. NGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INVH and NGG is 0.36, 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

INVH vs. NGG - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
91.85%
75.11%
INVH
NGG

Key characteristics

Sharpe Ratio

INVH:

-0.11

NGG:

-0.08

Sortino Ratio

INVH:

-0.02

NGG:

0.05

Omega Ratio

INVH:

1.00

NGG:

1.01

Calmar Ratio

INVH:

-0.09

NGG:

-0.09

Martin Ratio

INVH:

-0.42

NGG:

-0.25

Ulcer Index

INVH:

5.40%

NGG:

7.39%

Daily Std Dev

INVH:

19.94%

NGG:

23.77%

Max Drawdown

INVH:

-50.54%

NGG:

-54.85%

Current Drawdown

INVH:

-22.63%

NGG:

-15.63%

Fundamentals

Market Cap

INVH:

$20.30B

NGG:

$58.49B

EPS

INVH:

$0.72

NGG:

$2.58

PE Ratio

INVH:

46.01

NGG:

22.79

PEG Ratio

INVH:

15.34

NGG:

1.77

Total Revenue (TTM)

INVH:

$2.63B

NGG:

$11.36B

Gross Profit (TTM)

INVH:

$1.05B

NGG:

$3.56B

EBITDA (TTM)

INVH:

$1.85B

NGG:

$4.26B

Returns By Period

In the year-to-date period, INVH achieves a -3.48% return, which is significantly lower than NGG's -2.79% return.


INVH

YTD

-3.48%

1M

-4.63%

6M

-7.81%

1Y

-2.99%

5Y*

4.38%

10Y*

N/A

NGG

YTD

-2.79%

1M

-6.02%

6M

4.08%

1Y

-3.06%

5Y*

5.24%

10Y*

4.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

INVH vs. NGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) 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 INVH, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.08
The chart of Sortino ratio for INVH, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.020.05
The chart of Omega ratio for INVH, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.01
The chart of Calmar ratio for INVH, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.09
The chart of Martin ratio for INVH, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.42-0.25
INVH
NGG

The current INVH Sharpe Ratio is -0.11, which is lower than the NGG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of INVH 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.08
INVH
NGG

Dividends

INVH vs. NGG - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.48%, less than NGG's 12.00% yield.


TTM20232022202120202019201820172016201520142013
INVH
Invitation Homes Inc.
3.48%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%0.00%
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

INVH vs. NGG - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, smaller than the maximum NGG drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for INVH and NGG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.63%
-15.63%
INVH
NGG

Volatility

INVH vs. NGG - Volatility Comparison

The current volatility for Invitation Homes Inc. (INVH) is 4.77%, while National Grid plc (NGG) has a volatility of 5.14%. This indicates that INVH 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
5.14%
INVH
NGG

Financials

INVH vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between Invitation Homes Inc. 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
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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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