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

Performance

NGG vs. AWK - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.94%
8.41%
NGG
AWK

Returns By Period

In the year-to-date period, NGG achieves a 3.43% return, which is significantly lower than AWK's 6.84% return. Over the past 10 years, NGG has underperformed AWK with an annualized return of 4.92%, while AWK has yielded a comparatively higher 12.36% annualized return.


NGG

YTD

3.43%

1M

-5.61%

6M

-2.31%

1Y

9.20%

5Y (annualized)

8.73%

10Y (annualized)

4.92%

AWK

YTD

6.84%

1M

-1.69%

6M

4.24%

1Y

7.79%

5Y (annualized)

4.85%

10Y (annualized)

12.36%

Fundamentals


NGGAWK
Market Cap$62.13B$26.87B
EPS$2.59$5.04
PE Ratio24.5527.36
PEG Ratio2.083.08
Total Revenue (TTM)$11.36B$4.52B
Gross Profit (TTM)$3.56B$2.32B
EBITDA (TTM)$4.26B$2.47B

Key characteristics


NGGAWK
Sharpe Ratio0.410.40
Sortino Ratio0.640.69
Omega Ratio1.111.08
Calmar Ratio0.480.21
Martin Ratio1.511.16
Ulcer Index6.52%6.80%
Daily Std Dev23.79%19.78%
Max Drawdown-54.85%-37.10%
Current Drawdown-10.23%-22.52%

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Correlation

-0.50.00.51.00.4

The correlation between NGG and AWK is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

NGG vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and American Water Works Company, Inc. (AWK). 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 0.41, compared to the broader market-4.00-2.000.002.000.410.40
The chart of Sortino ratio for NGG, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.640.69
The chart of Omega ratio for NGG, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.08
The chart of Calmar ratio for NGG, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.21
The chart of Martin ratio for NGG, currently valued at 1.51, compared to the broader market-10.000.0010.0020.0030.001.511.16
NGG
AWK

The current NGG Sharpe Ratio is 0.41, which is comparable to the AWK Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of NGG and AWK, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.41
0.40
NGG
AWK

Dividends

NGG vs. AWK - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 11.36%, more than AWK's 2.18% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
9.48%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%
AWK
American Water Works Company, Inc.
2.18%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

NGG vs. AWK - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for NGG and AWK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.23%
-22.52%
NGG
AWK

Volatility

NGG vs. AWK - Volatility Comparison

The current volatility for National Grid plc (NGG) is 5.15%, while American Water Works Company, Inc. (AWK) has a volatility of 6.61%. This indicates that NGG experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.15%
6.61%
NGG
AWK

Financials

NGG vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and American Water Works Company, 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.


Quarterly
Annual

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


Values in USD except per share items