NG.L vs. FTAL.L
Compare and contrast key facts about National Grid plc (NG.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.L).
FTAL.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NG.L or FTAL.L.
Key characteristics
| NG.L | FTAL.L | |
|---|---|---|
| YTD Return | 3.26% | 6.72% |
| 1Y Return | 12.84% | 12.34% |
| 3Y Return (Ann) | 8.29% | 5.12% |
| 5Y Return (Ann) | 9.21% | 5.02% |
| 10Y Return (Ann) | 6.75% | 5.66% |
| Sharpe Ratio | 0.63 | 1.19 |
| Sortino Ratio | 0.87 | 1.75 |
| Omega Ratio | 1.14 | 1.21 |
| Calmar Ratio | 0.63 | 2.22 |
| Martin Ratio | 2.22 | 6.89 |
| Ulcer Index | 5.76% | 1.69% |
| Daily Std Dev | 20.32% | 9.76% |
| Max Drawdown | -37.91% | -35.26% |
| Current Drawdown | -9.03% | -4.19% |
Correlation
The correlation between NG.L and FTAL.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NG.L vs. FTAL.L - Performance Comparison
In the year-to-date period, NG.L achieves a 3.26% return, which is significantly lower than FTAL.L's 6.72% return. Over the past 10 years, NG.L has outperformed FTAL.L with an annualized return of 6.75%, while FTAL.L has yielded a comparatively lower 5.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NG.L vs. FTAL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.L). 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
NG.L vs. FTAL.L - Dividend Comparison
NG.L's dividend yield for the trailing twelve months is around 6.09%, while FTAL.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NG.L National Grid plc | 6.09% | 5.86% | 5.63% | 5.07% | 6.16% | 5.51% | 6.62% | 16.03% | 4.97% | 5.01% | 8.00% | 10.81% |
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NG.L vs. FTAL.L - Drawdown Comparison
The maximum NG.L drawdown since its inception was -37.91%, which is greater than FTAL.L's maximum drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for NG.L and FTAL.L. For additional features, visit the drawdowns tool.
Volatility
NG.L vs. FTAL.L - Volatility Comparison
National Grid plc (NG.L) has a higher volatility of 5.30% compared to SPDR FTSE UK All Share UCITS ETF (FTAL.L) at 4.27%. This indicates that NG.L's price experiences larger fluctuations and is considered to be riskier than FTAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.