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

Correlation

The correlation between KMI and NGG is 0.25, 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.


-0.50.00.51.00.3

Performance

KMI vs. NGG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
42.22%
-2.55%
KMI
NGG

Key characteristics

Sharpe Ratio

KMI:

4.37

NGG:

0.06

Sortino Ratio

KMI:

5.81

NGG:

0.23

Omega Ratio

KMI:

1.78

NGG:

1.04

Calmar Ratio

KMI:

2.02

NGG:

0.07

Martin Ratio

KMI:

37.09

NGG:

0.19

Ulcer Index

KMI:

2.23%

NGG:

8.32%

Daily Std Dev

KMI:

18.95%

NGG:

24.05%

Max Drawdown

KMI:

-72.70%

NGG:

-54.85%

Current Drawdown

KMI:

0.00%

NGG:

-14.15%

Fundamentals

Market Cap

KMI:

$67.34B

NGG:

$58.25B

EPS

KMI:

$1.14

NGG:

$2.52

PE Ratio

KMI:

26.59

NGG:

23.62

PEG Ratio

KMI:

2.20

NGG:

1.84

Total Revenue (TTM)

KMI:

$11.13B

NGG:

$11.36B

Gross Profit (TTM)

KMI:

$4.89B

NGG:

$3.56B

EBITDA (TTM)

KMI:

$4.96B

NGG:

$4.26B

Returns By Period

In the year-to-date period, KMI achieves a 10.62% return, which is significantly higher than NGG's 0.19% return. Over the past 10 years, KMI has underperformed NGG with an annualized return of 1.95%, while NGG has yielded a comparatively higher 4.85% annualized return.


KMI

YTD

10.62%

1M

17.34%

6M

44.61%

1Y

85.35%

5Y*

14.31%

10Y*

1.95%

NGG

YTD

0.19%

1M

3.05%

6M

-2.08%

1Y

1.99%

5Y*

5.31%

10Y*

4.85%

*Annualized

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

KMI vs. NGG — Risk-Adjusted Performance Rank

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

KMI
The Risk-Adjusted Performance Rank of KMI is 9797
Overall Rank
The Sharpe Ratio Rank of KMI is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of KMI is 9999
Sortino Ratio Rank
The Omega Ratio Rank of KMI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of KMI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of KMI is 9999
Martin Ratio Rank

NGG
The Risk-Adjusted Performance Rank of NGG is 4545
Overall Rank
The Sharpe Ratio Rank of NGG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 4848
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.

KMI vs. NGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) 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 KMI, currently valued at 4.37, compared to the broader market-2.000.002.004.004.370.06
The chart of Sortino ratio for KMI, currently valued at 5.81, compared to the broader market-4.00-2.000.002.004.006.005.810.23
The chart of Omega ratio for KMI, currently valued at 1.78, compared to the broader market0.501.001.502.001.781.04
The chart of Calmar ratio for KMI, currently valued at 2.02, compared to the broader market0.002.004.006.002.020.07
The chart of Martin ratio for KMI, currently valued at 37.09, compared to the broader market-10.000.0010.0020.0030.0037.090.19
KMI
NGG

The current KMI Sharpe Ratio is 4.37, which is higher than the NGG Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of KMI 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.37
0.06
KMI
NGG

Dividends

KMI vs. NGG - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 3.78%, less than NGG's 11.79% yield.


TTM20242023202220212020201920182017201620152014
KMI
Kinder Morgan, Inc.
3.78%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%
NGG
National Grid plc
11.79%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%

Drawdowns

KMI vs. NGG - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, which is greater than NGG's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for KMI and NGG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-14.15%
KMI
NGG

Volatility

KMI vs. NGG - Volatility Comparison

Kinder Morgan, Inc. (KMI) and National Grid plc (NGG) have volatilities of 6.08% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.08%
6.32%
KMI
NGG

Financials

KMI vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between Kinder Morgan, 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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