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NGG vs. ADC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NGG vs. ADC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.63%
33.62%
NGG
ADC

Returns By Period

In the year-to-date period, NGG achieves a 3.16% return, which is significantly lower than ADC's 27.41% return. Over the past 10 years, NGG has underperformed ADC with an annualized return of 4.82%, while ADC has yielded a comparatively higher 14.65% annualized return.


NGG

YTD

3.16%

1M

-4.81%

6M

13.64%

1Y

8.74%

5Y (annualized)

8.66%

10Y (annualized)

4.82%

ADC

YTD

27.41%

1M

3.02%

6M

33.62%

1Y

40.70%

5Y (annualized)

5.28%

10Y (annualized)

14.65%

Fundamentals


NGGADC
Market Cap$62.13B$8.40B
EPS$2.59$1.81
PE Ratio24.5542.61
PEG Ratio2.08-28.74
Total Revenue (TTM)$11.36B$600.53M
Gross Profit (TTM)$3.56B$379.74M
EBITDA (TTM)$4.26B$499.83M

Key characteristics


NGGADC
Sharpe Ratio0.372.33
Sortino Ratio0.603.20
Omega Ratio1.101.40
Calmar Ratio0.431.58
Martin Ratio1.367.66
Ulcer Index6.55%5.47%
Daily Std Dev23.78%17.95%
Max Drawdown-54.85%-70.25%
Current Drawdown-10.47%-0.52%

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Correlation

-0.50.00.51.00.3

The correlation between NGG and ADC is 0.26, 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.

Risk-Adjusted Performance

NGG vs. ADC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Agree Realty Corporation (ADC). 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.


Sharpe ratio
The chart of Sharpe ratio for NGG, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.372.33
The chart of Sortino ratio for NGG, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.603.20
The chart of Omega ratio for NGG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.40
The chart of Calmar ratio for NGG, currently valued at 0.43, compared to the broader market0.002.004.006.000.431.58
The chart of Martin ratio for NGG, currently valued at 1.36, compared to the broader market0.0010.0020.0030.001.367.66
NGG
ADC

The current NGG Sharpe Ratio is 0.37, which is lower than the ADC Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of NGG and ADC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.37
2.33
NGG
ADC

Dividends

NGG vs. ADC - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 9.51%, more than ADC's 3.87% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
9.51%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%
ADC
Agree Realty Corporation
3.87%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%

Drawdowns

NGG vs. ADC - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum ADC drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for NGG and ADC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.47%
-0.52%
NGG
ADC

Volatility

NGG vs. ADC - Volatility Comparison

National Grid plc (NGG) and Agree Realty Corporation (ADC) have volatilities of 5.12% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.12%
5.05%
NGG
ADC

Financials

NGG vs. ADC - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and Agree Realty Corporation. 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


Values in USD except per share items