NG.L vs. LGEN.L
Compare and contrast key facts about National Grid plc (NG.L) and Legal & General Group plc (LGEN.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NG.L or LGEN.L.
Key characteristics
| NG.L | LGEN.L | |
|---|---|---|
| YTD Return | 3.26% | -6.34% |
| 1Y Return | 12.84% | 3.70% |
| 3Y Return (Ann) | 8.29% | -2.40% |
| 5Y Return (Ann) | 9.21% | 2.80% |
| 10Y Return (Ann) | 6.75% | 5.64% |
| Sharpe Ratio | 0.63 | 0.14 |
| Sortino Ratio | 0.87 | 0.32 |
| Omega Ratio | 1.14 | 1.04 |
| Calmar Ratio | 0.63 | 0.17 |
| Martin Ratio | 2.22 | 0.37 |
| Ulcer Index | 5.76% | 7.16% |
| Daily Std Dev | 20.32% | 18.85% |
| Max Drawdown | -37.91% | -85.42% |
| Current Drawdown | -9.03% | -13.09% |
Fundamentals
| NG.L | LGEN.L | |
|---|---|---|
| Market Cap | £48.31B | £12.52B |
| EPS | £0.41 | £0.05 |
| PE Ratio | 23.80 | 42.94 |
| PEG Ratio | 4.00 | 0.00 |
| Total Revenue (TTM) | £11.36B | £36.93B |
| Gross Profit (TTM) | £3.56B | £51.35B |
| EBITDA (TTM) | £4.26B | -£552.00M |
Correlation
The correlation between NG.L and LGEN.L 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.
Performance
NG.L vs. LGEN.L - Performance Comparison
In the year-to-date period, NG.L achieves a 3.26% return, which is significantly higher than LGEN.L's -6.34% return. Over the past 10 years, NG.L has outperformed LGEN.L with an annualized return of 6.75%, while LGEN.L has yielded a comparatively lower 5.64% 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. LGEN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and Legal & General Group plc (LGEN.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. LGEN.L - Dividend Comparison
NG.L's dividend yield for the trailing twelve months is around 6.09%, less than LGEN.L's 9.57% yield.
| 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% |
LGEN.L Legal & General Group plc | 9.57% | 7.82% | 7.50% | 5.99% | 6.60% | 5.53% | 6.77% | 5.36% | 5.63% | 4.41% | 3.94% | 3.63% |
Drawdowns
NG.L vs. LGEN.L - Drawdown Comparison
The maximum NG.L drawdown since its inception was -37.91%, smaller than the maximum LGEN.L drawdown of -85.42%. Use the drawdown chart below to compare losses from any high point for NG.L and LGEN.L. For additional features, visit the drawdowns tool.
Volatility
NG.L vs. LGEN.L - Volatility Comparison
The current volatility for National Grid plc (NG.L) is 5.30%, while Legal & General Group plc (LGEN.L) has a volatility of 6.10%. This indicates that NG.L experiences smaller price fluctuations and is considered to be less risky than LGEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NG.L vs. LGEN.L - Financials Comparison
This section allows you to compare key financial metrics between National Grid plc and Legal & General Group 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.
Total Revenue: Total amount of money received from sales and other business activities