NGG vs. GSG
Compare and contrast key facts about National Grid plc (NGG) and iShares S&P GSCI Commodity-Indexed Trust (GSG).
GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NGG or GSG.
Key characteristics
| NGG | GSG | |
|---|---|---|
| YTD Return | 5.05% | 5.03% |
| 1Y Return | 17.10% | -2.77% |
| 3Y Return (Ann) | 7.58% | 6.62% |
| 5Y Return (Ann) | 9.27% | 6.27% |
| 10Y Return (Ann) | 5.34% | -2.43% |
| Sharpe Ratio | 0.80 | -0.14 |
| Sortino Ratio | 1.08 | -0.09 |
| Omega Ratio | 1.18 | 0.99 |
| Calmar Ratio | 0.92 | -0.03 |
| Martin Ratio | 3.12 | -0.42 |
| Ulcer Index | 6.13% | 5.77% |
| Daily Std Dev | 23.97% | 16.69% |
| Max Drawdown | -54.85% | -89.62% |
| Current Drawdown | -8.83% | -72.08% |
Correlation
The correlation between NGG and GSG is 0.16, 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.
Performance
NGG vs. GSG - Performance Comparison
The year-to-date returns for both stocks are quite close, with NGG having a 5.05% return and GSG slightly lower at 5.03%. Over the past 10 years, NGG has outperformed GSG with an annualized return of 5.34%, while GSG has yielded a comparatively lower -2.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NGG vs. GSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
Dividends
NGG vs. GSG - Dividend Comparison
NGG's dividend yield for the trailing twelve months is around 11.19%, while GSG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 11.19% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.44% | 24.15% | 5.07% | 4.73% | 7.86% | 4.82% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NGG vs. GSG - Drawdown Comparison
The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for NGG and GSG. For additional features, visit the drawdowns tool.
Volatility
NGG vs. GSG - Volatility Comparison
The current volatility for National Grid plc (NGG) is 5.10%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.32%. This indicates that NGG experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.