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NG vs. NGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NG vs. NGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovaGold Resources Inc. (NG) and National Grid plc (NGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NG achieves a -18.88% return, which is significantly lower than NGG's 7.43% return. Over the past 10 years, NG has underperformed NGG with an annualized return of 1.68%, while NGG has yielded a comparatively higher 7.62% annualized return.


NG

1D
-3.08%
1M
-2.20%
YTD
-18.88%
6M
-25.00%
1Y
82.61%
3Y*
18.18%
5Y*
-1.83%
10Y*
1.68%

NGG

1D
1.93%
1M
-4.05%
YTD
7.43%
6M
8.75%
1Y
18.94%
3Y*
14.45%
5Y*
11.21%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NG vs. NGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NG
NovaGold Resources Inc.
-18.88%179.88%-10.96%-37.46%-12.83%-29.06%7.92%126.84%0.51%-13.82%
NGG
National Grid plc
7.43%35.88%-1.26%18.82%-12.68%29.02%-0.75%38.53%-13.76%4.94%

Correlation

The correlation between NG and NGG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2003

0.19

Fundamentals

Market Cap

NG:

$3.14B

NGG:

$80.58B

EPS

NG:

-$0.25

NGG:

£6.16

Total Revenue (TTM)

NG:

$0.00

NGG:

£35.68B

Gross Profit (TTM)

NG:

-$19.45K

NGG:

£10.47B

EBITDA (TTM)

NG:

-$56.72M

NGG:

£15.03B

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Return for Risk

NG vs. NGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NG
NG Risk / Return Rank: 7272
Overall Rank
NG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NG Sortino Ratio Rank: 7171
Sortino Ratio Rank
NG Omega Ratio Rank: 7272
Omega Ratio Rank
NG Calmar Ratio Rank: 7171
Calmar Ratio Rank
NG Martin Ratio Rank: 7070
Martin Ratio Rank

NGG
NGG Risk / Return Rank: 6666
Overall Rank
NGG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NGG Sortino Ratio Rank: 6161
Sortino Ratio Rank
NGG Omega Ratio Rank: 6363
Omega Ratio Rank
NGG Calmar Ratio Rank: 6868
Calmar Ratio Rank
NGG Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NG vs. NGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NovaGold Resources Inc. (NG) and National Grid plc (NGG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NGNGGDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

1.59

1.34

+0.25

Martin ratioReturn relative to average drawdown

3.61

3.49

+0.12

NG vs. NGG - Sharpe Ratio Comparison

The current NG Sharpe Ratio is 1.12, which is comparable to the NGG Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of NG and NGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NG vs. NGG - Drawdown Comparison

The maximum NG drawdown since its inception was -97.85%, which is greater than NGG's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for NG and NGG.


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Drawdown Indicators


NGNGGDifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-54.85%

-43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-14.15%

-37.96%

Max Drawdown (3Y)

Largest decline over 3 years

-52.30%

-20.76%

-31.54%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-39.20%

-34.13%

Max Drawdown (10Y)

Largest decline over 10 years

-81.22%

-39.20%

-42.02%

Current Drawdown

Current decline from peak

-55.75%

-11.53%

-44.22%

Average Drawdown

Average peak-to-trough decline

-58.02%

-13.40%

-44.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.98%

5.44%

+17.54%

Volatility

NG vs. NGG - Volatility Comparison

NovaGold Resources Inc. (NG) has a higher volatility of 21.07% compared to National Grid plc (NGG) at 6.43%. This indicates that NG's price experiences larger fluctuations and is considered to be riskier than NGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGNGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

6.43%

+14.64%

Volatility (6M)

Calculated over the trailing 6-month period

61.86%

17.55%

+44.31%

Volatility (1Y)

Calculated over the trailing 1-year period

74.33%

21.75%

+52.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.81%

22.14%

+37.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.05%

23.12%

+32.93%

Dividends

NG vs. NGG - Dividend Comparison

NG has not paid dividends to shareholders, while NGG's dividend yield for the trailing twelve months is around 4.00%.


PositionTTM20252024202320222021202020192018201720162015
NG
NovaGold Resources Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NGG
National Grid plc
4.00%4.03%11.81%5.20%5.18%4.75%5.32%4.94%6.51%14.95%5.07%4.73%

Financials

NG vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between NovaGold Resources Inc. and National Grid 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
10.78B
(NG) Total Revenue
(NGG) Total Revenue
Please note, different currencies. NG values in USD, NGG values in GBP

Frequently Asked Questions


NG and NGG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NG has higher volatility (21.07%) compared to NGG (6.43%). In terms of maximum drawdown, NG dropped -97.85% vs NGG's -54.85%.

NG currently has the higher Sharpe Ratio (1.12 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NG and NGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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