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

Correlation

The correlation between NGG and ATO is 0.35, 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.


-0.50.00.51.00.4

Performance

NGG vs. ATO - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
20.08%
NGG
ATO

Key characteristics

Sharpe Ratio

NGG:

-0.16

ATO:

1.53

Sortino Ratio

NGG:

-0.06

ATO:

2.19

Omega Ratio

NGG:

0.99

ATO:

1.28

Calmar Ratio

NGG:

-0.19

ATO:

2.32

Martin Ratio

NGG:

-0.53

ATO:

7.60

Ulcer Index

NGG:

7.32%

ATO:

3.02%

Daily Std Dev

NGG:

23.74%

ATO:

15.06%

Max Drawdown

NGG:

-54.85%

ATO:

-51.94%

Current Drawdown

NGG:

-16.82%

ATO:

-8.89%

Fundamentals

Market Cap

NGG:

$58.49B

ATO:

$21.97B

EPS

NGG:

$2.58

ATO:

$6.83

PE Ratio

NGG:

22.79

ATO:

20.70

PEG Ratio

NGG:

1.77

ATO:

3.36

Total Revenue (TTM)

NGG:

$11.36B

ATO:

$4.17B

Gross Profit (TTM)

NGG:

$3.56B

ATO:

$2.08B

EBITDA (TTM)

NGG:

$4.26B

ATO:

$2.09B

Returns By Period

In the year-to-date period, NGG achieves a -4.16% return, which is significantly lower than ATO's 22.20% return. Over the past 10 years, NGG has underperformed ATO with an annualized return of 4.34%, while ATO has yielded a comparatively higher 12.45% annualized return.


NGG

YTD

-4.16%

1M

-7.79%

6M

1.34%

1Y

-3.22%

5Y*

4.94%

10Y*

4.34%

ATO

YTD

22.20%

1M

-5.45%

6M

19.17%

1Y

25.16%

5Y*

6.89%

10Y*

12.45%

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Risk-Adjusted Performance

NGG vs. ATO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Atmos Energy Corporation (ATO). 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 -0.16, compared to the broader market-4.00-2.000.002.00-0.161.53
The chart of Sortino ratio for NGG, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.062.19
The chart of Omega ratio for NGG, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.28
The chart of Calmar ratio for NGG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.192.32
The chart of Martin ratio for NGG, currently valued at -0.53, compared to the broader market0.0010.0020.00-0.537.60
NGG
ATO

The current NGG Sharpe Ratio is -0.16, which is lower than the ATO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of NGG and ATO, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
1.53
NGG
ATO

Dividends

NGG vs. ATO - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 12.17%, more than ATO's 2.38% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
12.17%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%
ATO
Atmos Energy Corporation
2.38%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%3.13%

Drawdowns

NGG vs. ATO - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, which is greater than ATO's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for NGG and ATO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.82%
-8.89%
NGG
ATO

Volatility

NGG vs. ATO - Volatility Comparison

The current volatility for National Grid plc (NGG) is 4.82%, while Atmos Energy Corporation (ATO) has a volatility of 5.49%. This indicates that NGG experiences smaller price fluctuations and is considered to be less risky than ATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.82%
5.49%
NGG
ATO

Financials

NGG vs. ATO - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and Atmos Energy 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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