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

Performance

NGG vs. BCS - Performance Comparison

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

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Returns By Period

In the year-to-date period, NGG achieves a 6.37% return, which is significantly higher than BCS's -3.65% return. Over the past 10 years, NGG has underperformed BCS with an annualized return of 7.13%, while BCS has yielded a comparatively higher 13.16% annualized return.


NGG

1D
-2.06%
1M
-5.31%
YTD
6.37%
6M
9.22%
1Y
18.03%
3Y*
13.68%
5Y*
10.91%
10Y*
7.13%

BCS

1D
-0.16%
1M
2.19%
YTD
-3.65%
6M
5.42%
1Y
35.75%
3Y*
50.36%
5Y*
22.92%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NGG vs. BCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGG
National Grid plc
6.37%35.88%-1.26%18.82%-12.68%29.02%-0.75%38.53%-13.76%4.94%
BCS
Barclays PLC
-3.65%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%

Correlation

The correlation between NGG and BCS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.22

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

0.25

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.31

The correlation between NGG and BCS shifts across timeframes, from 0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NGG:

$79.78B

BCS:

$83.15B

EPS

NGG:

$6.16

BCS:

$2.06

PE Ratio

NGG:

13.02

BCS:

11.77

PEG Ratio

NGG:

0.34

BCS:

2.13

PS Ratio

NGG:

2.23

BCS:

2.96

PB Ratio

NGG:

2.03

BCS:

1.08

Total Revenue (TTM)

NGG:

$35.68B

BCS:

$28.57B

Gross Profit (TTM)

NGG:

$10.47B

BCS:

$26.96B

EBITDA (TTM)

NGG:

$15.03B

BCS:

$9.15B

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Return for Risk

NGG vs. BCS — Risk / Return Rank

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

NGG
NGG Risk / Return Rank: 6565
Overall Rank
NGG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NGG Sortino Ratio Rank: 6060
Sortino Ratio Rank
NGG Omega Ratio Rank: 6262
Omega Ratio Rank
NGG Calmar Ratio Rank: 6767
Calmar Ratio Rank
NGG Martin Ratio Rank: 7070
Martin Ratio Rank

BCS
BCS Risk / Return Rank: 7272
Overall Rank
BCS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 7373
Sortino Ratio Rank
BCS Omega Ratio Rank: 7070
Omega Ratio Rank
BCS Calmar Ratio Rank: 6868
Calmar Ratio Rank
BCS Martin Ratio Rank: 7272
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.

NGG vs. BCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Barclays PLC (BCS). 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.


NGGBCSDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.28

1.37

-0.09

Martin ratioReturn relative to average drawdown

3.61

3.91

-0.30

NGG vs. BCS - Sharpe Ratio Comparison

The current NGG Sharpe Ratio is 0.84, which is lower than the BCS Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NGG and BCS, 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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Sharpe Ratios by Period


NGGBCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.24

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.68

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.35

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.18

+0.18

Drawdowns

NGG vs. BCS - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum BCS drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for NGG and BCS.


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Drawdown Indicators


NGGBCSDifference

Max Drawdown

Largest peak-to-trough decline

-54.85%

-94.36%

+39.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-26.20%

+12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-26.20%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-48.14%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-66.10%

+26.90%

Current Drawdown

Current decline from peak

-12.41%

-28.35%

+15.94%

Average Drawdown

Average peak-to-trough decline

-13.41%

-38.43%

+25.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

9.17%

-4.16%

Volatility

NGG vs. BCS - Volatility Comparison

National Grid plc (NGG) has a higher volatility of 10.58% compared to Barclays PLC (BCS) at 9.51%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGGBCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

9.51%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

23.47%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

28.98%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

34.00%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

37.74%

-14.62%

Dividends

NGG vs. BCS - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 4.04%, more than BCS's 1.93% yield.


PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC
1.93%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%
NGG
National Grid plc
4.04%4.03%11.81%5.20%5.18%4.75%5.32%4.94%6.51%14.95%5.07%4.73%

Financials

NGG vs. BCS - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and Barclays 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


4.00B6.00B8.00B10.00B12.00B20222023202420252026
10.78B
8.16B
(NGG) Total Revenue
(BCS) Total Revenue
Values in USD except per share items

NGG vs. BCS - Profitability Comparison

The chart below illustrates the profitability comparison between National Grid plc and Barclays PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
39.0%
100.0%
Portfolio components
NGG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Grid plc reported a gross profit of 4.21B and revenue of 10.78B. Therefore, the gross margin over that period was 39.0%.

BCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a gross profit of 8.16B and revenue of 8.16B. Therefore, the gross margin over that period was 100.0%.

NGG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported an operating income of 4.21B and revenue of 10.78B, resulting in an operating margin of 39.0%.

BCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported an operating income of 2.81B and revenue of 8.16B, resulting in an operating margin of 34.5%.

NGG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported a net income of 2.66B and revenue of 10.78B, resulting in a net margin of 24.7%.

BCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barclays PLC reported a net income of 2.18B and revenue of 8.16B, resulting in a net margin of 26.7%.


Frequently Asked Questions


NGG and BCS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NGG has higher volatility (10.58%) compared to BCS (9.51%). In terms of maximum drawdown, NGG dropped -54.85% vs BCS's -94.36%.

BCS currently has the higher Sharpe Ratio (1.24 vs 0.84), 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.

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