NG.L vs. SPG
Compare and contrast key facts about National Grid plc (NG.L) and Simon Property Group, Inc. (SPG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NG.L or SPG.
Key characteristics
| NG.L | SPG | |
|---|---|---|
| YTD Return | 3.26% | 30.54% |
| 1Y Return | 12.84% | 56.41% |
| 3Y Return (Ann) | 8.29% | 8.91% |
| 5Y Return (Ann) | 9.21% | 8.91% |
| 10Y Return (Ann) | 6.75% | 5.00% |
| Sharpe Ratio | 0.63 | 2.88 |
| Sortino Ratio | 0.87 | 3.87 |
| Omega Ratio | 1.14 | 1.48 |
| Calmar Ratio | 0.63 | 2.80 |
| Martin Ratio | 2.22 | 17.36 |
| Ulcer Index | 5.76% | 3.66% |
| Daily Std Dev | 20.32% | 22.09% |
| Max Drawdown | -37.91% | -77.00% |
| Current Drawdown | -9.03% | -1.20% |
Fundamentals
| NG.L | SPG | |
|---|---|---|
| Market Cap | £48.31B | $68.09B |
| EPS | £0.41 | $7.52 |
| PE Ratio | 23.80 | 24.11 |
| PEG Ratio | 4.00 | 6.14 |
| Total Revenue (TTM) | £11.36B | $5.91B |
| Gross Profit (TTM) | £3.56B | $4.32B |
| EBITDA (TTM) | £4.26B | $4.31B |
Correlation
The correlation between NG.L and SPG is 0.18, 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. SPG - Performance Comparison
In the year-to-date period, NG.L achieves a 3.26% return, which is significantly lower than SPG's 30.54% return. Over the past 10 years, NG.L has outperformed SPG with an annualized return of 6.75%, while SPG has yielded a comparatively lower 5.00% 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. SPG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and Simon Property Group, Inc. (SPG). 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. SPG - Dividend Comparison
NG.L's dividend yield for the trailing twelve months is around 6.09%, more than SPG's 4.41% 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% |
SPG Simon Property Group, Inc. | 4.41% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
Drawdowns
NG.L vs. SPG - Drawdown Comparison
The maximum NG.L drawdown since its inception was -37.91%, smaller than the maximum SPG drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for NG.L and SPG. For additional features, visit the drawdowns tool.
Volatility
NG.L vs. SPG - Volatility Comparison
The current volatility for National Grid plc (NG.L) is 5.30%, while Simon Property Group, Inc. (SPG) has a volatility of 5.75%. This indicates that NG.L experiences smaller price fluctuations and is considered to be less risky than SPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NG.L vs. SPG - Financials Comparison
This section allows you to compare key financial metrics between National Grid plc and Simon Property Group, Inc.. 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