NGG vs. GSG

In the year-to-date period, NGG achieves a 25.87% return, which is significantly higher than GSG's -0.96% return. Over the past 10 years, NGG has outperformed GSG with an annualized return of 7.30%, while GSG has yielded a comparatively lower 0.30% annualized return.

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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.

The current NGG Sharpe Ratio is 1.56, which is higher than the GSG Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of NGG and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NGG's dividend yield for the trailing twelve months is around 9.39%, while GSG has not paid dividends to shareholders.

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.

National Grid plc (NGG) has a higher volatility of 8.07% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 4.58%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.