NG.L vs. VOO
Compare and contrast key facts about National Grid plc (NG.L) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NG.L or VOO.
Key characteristics
| NG.L | VOO | |
|---|---|---|
| YTD Return | 5.69% | 25.62% |
| 1Y Return | 15.29% | 37.28% |
| 3Y Return (Ann) | 10.19% | 9.75% |
| 5Y Return (Ann) | 9.85% | 15.74% |
| 10Y Return (Ann) | 7.24% | 13.34% |
| Sharpe Ratio | 0.87 | 3.06 |
| Sortino Ratio | 1.14 | 4.08 |
| Omega Ratio | 1.19 | 1.57 |
| Calmar Ratio | 0.88 | 4.46 |
| Martin Ratio | 3.13 | 20.36 |
| Ulcer Index | 5.66% | 1.85% |
| Daily Std Dev | 20.32% | 12.32% |
| Max Drawdown | -37.91% | -33.99% |
| Current Drawdown | -6.89% | 0.00% |
Correlation
The correlation between NG.L and VOO is 0.28, 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. VOO - Performance Comparison
In the year-to-date period, NG.L achieves a 5.69% return, which is significantly lower than VOO's 25.62% return. Over the past 10 years, NG.L has underperformed VOO with an annualized return of 7.24%, while VOO has yielded a comparatively higher 13.34% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
NG.L's dividend yield for the trailing twelve months is around 5.95%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NG.L National Grid plc | 5.95% | 5.86% | 5.63% | 5.07% | 6.16% | 5.51% | 6.62% | 16.03% | 4.97% | 5.01% | 8.00% | 10.81% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NG.L vs. VOO - Drawdown Comparison
The maximum NG.L drawdown since its inception was -37.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NG.L and VOO. For additional features, visit the drawdowns tool.
Volatility
NG.L vs. VOO - Volatility Comparison
National Grid plc (NG.L) has a higher volatility of 4.72% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that NG.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.