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.
Performance
NGG vs. GSG - Performance Comparison
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NGG vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 9.37% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 39.85% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Returns By Period
In the year-to-date period, NGG achieves a 9.37% return, which is significantly lower than GSG's 39.85% return. Over the past 10 years, NGG has underperformed GSG with an annualized return of 7.77%, while GSG has yielded a comparatively higher 9.09% annualized return.
NGG
- 1D
- 1.09%
- 1M
- -9.78%
- YTD
- 9.37%
- 6M
- 18.08%
- 1Y
- 34.59%
- 3Y*
- 15.65%
- 5Y*
- 14.22%
- 10Y*
- 7.77%
GSG
- 1D
- -1.01%
- 1M
- 24.23%
- YTD
- 39.85%
- 6M
- 40.40%
- 1Y
- 41.63%
- 3Y*
- 17.03%
- 5Y*
- 17.93%
- 10Y*
- 9.09%
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Return for Risk
NGG vs. GSG — Risk / Return Rank
NGG
GSG
NGG vs. GSG - Risk-Adjusted Trends 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.
| NGG | GSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.98 | -0.44 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.66 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.70 | -0.99 |
Martin ratioReturn relative to average drawdown | 8.94 | 10.32 | -1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NGG | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.98 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.82 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.42 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | -0.09 | +0.46 |
Correlation
The correlation between NGG and GSG is 0.15, 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.
Dividends
NGG vs. GSG - Dividend Comparison
NGG's dividend yield for the trailing twelve months is around 3.69%, while GSG has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 3.69% | 4.03% | 11.81% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.51% | 14.95% | 5.07% | 4.73% |
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.
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Drawdown Indicators
| NGG | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -89.62% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -11.91% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -29.12% | -10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -57.64% | +18.44% |
Current DrawdownCurrent decline from peak | -9.93% | -57.78% | +47.85% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -63.77% | +50.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 4.27% | -0.39% |
Volatility
NGG vs. GSG - Volatility Comparison
The current volatility for National Grid plc (NGG) is 7.98%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 11.08%. 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.
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Volatility by Period
| NGG | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 11.08% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 16.24% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 21.16% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 21.97% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 21.78% | +1.07% |