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NG.L vs. IQQI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NG.LIQQI.DE

Correlation

-0.50.00.51.00.2

The correlation between NG.L and IQQI.DE 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.

Performance

NG.L vs. IQQI.DE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
19.70%
0
NG.L
IQQI.DE

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Risk-Adjusted Performance

NG.L vs. IQQI.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and iShares Global Infrastructure UCITS ETF (IQQI.DE). 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.


NG.L
Sharpe ratio
The chart of Sharpe ratio for NG.L, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.28
Sortino ratio
The chart of Sortino ratio for NG.L, currently valued at 1.61, compared to the broader market-6.00-4.00-2.000.002.004.001.61
Omega ratio
The chart of Omega ratio for NG.L, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for NG.L, currently valued at 1.24, compared to the broader market0.001.002.003.004.005.001.24
Martin ratio
The chart of Martin ratio for NG.L, currently valued at 4.66, compared to the broader market-10.000.0010.0020.004.66
IQQI.DE
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for IQQI.DE, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.000.00

NG.L vs. IQQI.DE - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.28
NG.L
IQQI.DE

Dividends

NG.L vs. IQQI.DE - Dividend Comparison

NG.L's dividend yield for the trailing twelve months is around 5.54%, while IQQI.DE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NG.L
National Grid plc
5.54%5.86%5.63%5.07%6.16%5.51%6.62%16.03%4.97%5.01%8.00%10.81%
IQQI.DE
iShares Global Infrastructure 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. IQQI.DE - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-21.25%
NG.L
IQQI.DE

Volatility

NG.L vs. IQQI.DE - Volatility Comparison

National Grid plc (NG.L) has a higher volatility of 3.86% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 0.00%. This indicates that NG.L's price experiences larger fluctuations and is considered to be riskier than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.86%
0
NG.L
IQQI.DE