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

Correlation

The correlation between NGG and INVH 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.


-0.50.00.51.00.4

Performance

NGG vs. INVH - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
75.11%
91.85%
NGG
INVH

Key characteristics

Sharpe Ratio

NGG:

-0.08

INVH:

-0.11

Sortino Ratio

NGG:

0.05

INVH:

-0.02

Omega Ratio

NGG:

1.01

INVH:

1.00

Calmar Ratio

NGG:

-0.09

INVH:

-0.09

Martin Ratio

NGG:

-0.25

INVH:

-0.42

Ulcer Index

NGG:

7.39%

INVH:

5.40%

Daily Std Dev

NGG:

23.77%

INVH:

19.94%

Max Drawdown

NGG:

-54.85%

INVH:

-50.54%

Current Drawdown

NGG:

-15.63%

INVH:

-22.63%

Fundamentals

Market Cap

NGG:

$58.49B

INVH:

$20.30B

EPS

NGG:

$2.58

INVH:

$0.72

PE Ratio

NGG:

22.79

INVH:

46.01

PEG Ratio

NGG:

1.77

INVH:

15.34

Total Revenue (TTM)

NGG:

$11.36B

INVH:

$2.63B

Gross Profit (TTM)

NGG:

$3.56B

INVH:

$1.05B

EBITDA (TTM)

NGG:

$4.26B

INVH:

$1.85B

Returns By Period

In the year-to-date period, NGG achieves a -2.79% return, which is significantly higher than INVH's -3.48% return.


NGG

YTD

-2.79%

1M

-6.02%

6M

4.08%

1Y

-3.06%

5Y*

5.24%

10Y*

4.59%

INVH

YTD

-3.48%

1M

-4.63%

6M

-7.81%

1Y

-2.99%

5Y*

4.38%

10Y*

N/A

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Risk-Adjusted Performance

NGG vs. INVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Invitation Homes Inc. (INVH). 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.


Sharpe ratio
The chart of Sharpe ratio for NGG, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.08-0.11
The chart of Sortino ratio for NGG, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.05-0.02
The chart of Omega ratio for NGG, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.00
The chart of Calmar ratio for NGG, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.09
The chart of Martin ratio for NGG, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.25-0.42
NGG
INVH

The current NGG Sharpe Ratio is -0.08, which is higher than the INVH Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of NGG and INVH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.08
-0.11
NGG
INVH

Dividends

NGG vs. INVH - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 12.00%, more than INVH's 3.48% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
12.00%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%
INVH
Invitation Homes Inc.
3.48%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%0.00%

Drawdowns

NGG vs. INVH - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, which is greater than INVH's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for NGG and INVH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.63%
-22.63%
NGG
INVH

Volatility

NGG vs. INVH - Volatility Comparison

National Grid plc (NGG) has a higher volatility of 5.14% compared to Invitation Homes Inc. (INVH) at 4.77%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than INVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
4.77%
NGG
INVH

Financials

NGG vs. INVH - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and Invitation Homes Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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