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

Correlation

The correlation between NGG and KMI is 0.25, 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.


-0.50.00.51.00.3

Performance

NGG vs. KMI - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
224.00%
72.54%
NGG
KMI

Key characteristics

Sharpe Ratio

NGG:

0.11

KMI:

3.22

Sortino Ratio

NGG:

0.30

KMI:

3.86

Omega Ratio

NGG:

1.05

KMI:

1.61

Calmar Ratio

NGG:

0.13

KMI:

1.69

Martin Ratio

NGG:

0.32

KMI:

24.28

Ulcer Index

NGG:

8.63%

KMI:

2.85%

Daily Std Dev

NGG:

24.62%

KMI:

21.53%

Max Drawdown

NGG:

-54.85%

KMI:

-72.70%

Current Drawdown

NGG:

-11.45%

KMI:

-11.98%

Fundamentals

Market Cap

NGG:

$60.08B

KMI:

$61.05B

EPS

NGG:

$2.55

KMI:

$1.17

PE Ratio

NGG:

24.08

KMI:

23.49

PEG Ratio

NGG:

1.87

KMI:

2.01

Total Revenue (TTM)

NGG:

$11.36B

KMI:

$15.12B

Gross Profit (TTM)

NGG:

$3.56B

KMI:

$8.88B

EBITDA (TTM)

NGG:

$4.26B

KMI:

$6.07B

Returns By Period

In the year-to-date period, NGG achieves a 3.33% return, which is significantly higher than KMI's 0.29% return. Over the past 10 years, NGG has outperformed KMI with an annualized return of 5.20%, while KMI has yielded a comparatively lower 0.93% annualized return.


NGG

YTD

3.33%

1M

3.80%

6M

-4.11%

1Y

3.72%

5Y*

5.32%

10Y*

5.20%

KMI

YTD

0.29%

1M

-2.79%

6M

34.44%

1Y

68.72%

5Y*

12.22%

10Y*

0.93%

*Annualized

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Risk-Adjusted Performance

NGG vs. KMI — 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 4848
Overall Rank
The Sharpe Ratio Rank of NGG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 5151
Martin Ratio Rank

KMI
The Risk-Adjusted Performance Rank of KMI is 9696
Overall Rank
The Sharpe Ratio Rank of KMI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of KMI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of KMI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of KMI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of KMI is 9898
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. KMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Kinder Morgan, Inc. (KMI). 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 0.11, compared to the broader market-2.000.002.000.113.22
The chart of Sortino ratio for NGG, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.293.86
The chart of Omega ratio for NGG, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.61
The chart of Calmar ratio for NGG, currently valued at 0.13, compared to the broader market0.002.004.006.000.131.69
The chart of Martin ratio for NGG, currently valued at 0.31, compared to the broader market0.0010.0020.000.3124.28
NGG
KMI

The current NGG Sharpe Ratio is 0.11, which is lower than the KMI Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of NGG and KMI, 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
0.11
3.22
NGG
KMI

Dividends

NGG vs. KMI - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 11.43%, more than KMI's 4.18% yield.


TTM20242023202220212020201920182017201620152014
NGG
National Grid plc
11.43%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%
KMI
Kinder Morgan, Inc.
4.18%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%

Drawdowns

NGG vs. KMI - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum KMI drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for NGG and KMI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.45%
-11.98%
NGG
KMI

Volatility

NGG vs. KMI - Volatility Comparison

The current volatility for National Grid plc (NGG) is 7.43%, while Kinder Morgan, Inc. (KMI) has a volatility of 12.36%. This indicates that NGG experiences smaller price fluctuations and is considered to be less risky than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.43%
12.36%
NGG
KMI

Financials

NGG vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and Kinder Morgan, 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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