PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NGG vs. KMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NGGKMI
YTD Return5.36%46.96%
1Y Return17.45%53.66%
3Y Return (Ann)7.74%20.29%
5Y Return (Ann)9.27%10.76%
10Y Return (Ann)5.28%0.56%
Sharpe Ratio0.763.24
Sortino Ratio1.034.46
Omega Ratio1.171.56
Calmar Ratio0.871.24
Martin Ratio2.9423.10
Ulcer Index6.15%2.31%
Daily Std Dev23.99%16.52%
Max Drawdown-54.85%-72.70%
Current Drawdown-8.56%-9.05%

Fundamentals


NGGKMI
Market Cap$62.98B$54.41B
EPS$3.55$1.13
PE Ratio18.1521.67
PEG Ratio4.081.77
Total Revenue (TTM)$11.36B$15.17B
Gross Profit (TTM)$3.56B$7.02B
EBITDA (TTM)$4.26B$6.68B

Correlation

-0.50.00.51.00.3

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.

Performance

NGG vs. KMI - Performance Comparison

In the year-to-date period, NGG achieves a 5.36% return, which is significantly lower than KMI's 46.96% return. Over the past 10 years, NGG has outperformed KMI with an annualized return of 5.28%, while KMI has yielded a comparatively lower 0.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.35%
34.92%
NGG
KMI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


NGG
Sharpe ratio
The chart of Sharpe ratio for NGG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.76
Sortino ratio
The chart of Sortino ratio for NGG, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Omega ratio
The chart of Omega ratio for NGG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for NGG, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for NGG, currently valued at 2.94, compared to the broader market-10.000.0010.0020.0030.002.94
KMI
Sharpe ratio
The chart of Sharpe ratio for KMI, currently valued at 3.24, compared to the broader market-4.00-2.000.002.003.24
Sortino ratio
The chart of Sortino ratio for KMI, currently valued at 4.46, compared to the broader market-4.00-2.000.002.004.004.46
Omega ratio
The chart of Omega ratio for KMI, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for KMI, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for KMI, currently valued at 23.10, compared to the broader market-10.000.0010.0020.0030.0023.10

NGG vs. KMI - Sharpe Ratio Comparison

The current NGG Sharpe Ratio is 0.76, which is lower than the KMI Sharpe Ratio of 3.24. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.76
3.24
NGG
KMI

Dividends

NGG vs. KMI - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 11.16%, more than KMI's 4.68% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
11.16%5.20%5.18%4.75%5.32%4.94%6.44%24.15%5.07%4.73%7.86%4.82%
KMI
Kinder Morgan, Inc.
4.68%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.56%
-9.05%
NGG
KMI

Volatility

NGG vs. KMI - Volatility Comparison

National Grid plc (NGG) and Kinder Morgan, Inc. (KMI) have volatilities of 5.10% and 5.27%, 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
5.27%
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