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

Correlation

The correlation between NGG and GSK is 0.36, 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. GSK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NGG:

1.56

GSK:

-0.39

Sortino Ratio

NGG:

0.88

GSK:

-0.30

Omega Ratio

NGG:

1.14

GSK:

0.96

Calmar Ratio

NGG:

0.78

GSK:

-0.32

Martin Ratio

NGG:

1.76

GSK:

-0.55

Ulcer Index

NGG:

9.20%

GSK:

16.60%

Daily Std Dev

NGG:

27.87%

GSK:

27.21%

Max Drawdown

NGG:

-54.85%

GSK:

-54.70%

Current Drawdown

NGG:

0.00%

GSK:

-11.83%

Fundamentals

Market Cap

NGG:

$73.31B

GSK:

$78.44B

EPS

NGG:

$2.74

GSK:

$2.04

PE Ratio

NGG:

27.30

GSK:

18.95

PEG Ratio

NGG:

2.23

GSK:

0.39

PS Ratio

NGG:

3.99

GSK:

2.49

PB Ratio

NGG:

1.52

GSK:

4.13

Total Revenue (TTM)

NGG:

$7.96B

GSK:

$31.53B

Gross Profit (TTM)

NGG:

$7.96B

GSK:

$22.56B

EBITDA (TTM)

NGG:

$2.42B

GSK:

$8.24B

Returns By Period

In the year-to-date period, NGG achieves a 25.87% return, which is significantly higher than GSK's 16.90% return. Over the past 10 years, NGG has outperformed GSK with an annualized return of 7.30%, while GSK has yielded a comparatively lower 6.88% annualized return.


NGG

YTD

25.87%

1M

3.82%

6M

18.23%

1Y

39.22%

3Y*

6.24%

5Y*

13.86%

10Y*

7.30%

GSK

YTD

16.90%

1M

4.48%

6M

15.77%

1Y

-10.54%

3Y*

5.96%

5Y*

8.25%

10Y*

6.88%

*Annualized

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National Grid plc

GlaxoSmithKline plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NGG vs. GSK — Risk-Adjusted Performance Rank

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

NGG
The Risk-Adjusted Performance Rank of NGG is 7575
Overall Rank
The Sharpe Ratio Rank of NGG is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 7272
Martin Ratio Rank

GSK
The Risk-Adjusted Performance Rank of GSK is 3131
Overall Rank
The Sharpe Ratio Rank of GSK is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of GSK is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GSK is 2929
Omega Ratio Rank
The Calmar Ratio Rank of GSK is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GSK is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NGG vs. GSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and GlaxoSmithKline plc (GSK). 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 GSK Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of NGG and GSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NGG vs. GSK - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 9.39%, more than GSK's 4.15% yield.


TTM20242023202220212020201920182017201620152014
NGG
National Grid plc
9.39%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%
GSK
GlaxoSmithKline plc
4.15%4.60%3.75%4.78%6.14%6.86%5.34%6.93%7.13%8.82%7.43%7.60%

Drawdowns

NGG vs. GSK - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, roughly equal to the maximum GSK drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for NGG and GSK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NGG vs. GSK - Volatility Comparison

National Grid plc (NGG) and GlaxoSmithKline plc (GSK) have volatilities of 8.07% and 8.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NGG vs. GSK - Financials Comparison

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


4.00B6.00B8.00B10.00B12.00B20212022202320242025
7.96B
7.52B
(NGG) Total Revenue
(GSK) Total Revenue
Values in USD except per share items