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

Correlation

The correlation between NGG and MCD is 0.26, 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. MCD - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
13.23%
NGG
MCD

Key characteristics

Sharpe Ratio

NGG:

-0.16

MCD:

0.13

Sortino Ratio

NGG:

-0.06

MCD:

0.30

Omega Ratio

NGG:

0.99

MCD:

1.04

Calmar Ratio

NGG:

-0.19

MCD:

0.13

Martin Ratio

NGG:

-0.53

MCD:

0.28

Ulcer Index

NGG:

7.32%

MCD:

8.01%

Daily Std Dev

NGG:

23.74%

MCD:

17.76%

Max Drawdown

NGG:

-54.85%

MCD:

-73.62%

Current Drawdown

NGG:

-16.82%

MCD:

-7.77%

Fundamentals

Market Cap

NGG:

$58.49B

MCD:

$212.18B

EPS

NGG:

$2.58

MCD:

$11.40

PE Ratio

NGG:

22.79

MCD:

25.97

PEG Ratio

NGG:

1.77

MCD:

2.69

Total Revenue (TTM)

NGG:

$11.36B

MCD:

$25.94B

Gross Profit (TTM)

NGG:

$3.56B

MCD:

$14.53B

EBITDA (TTM)

NGG:

$4.26B

MCD:

$13.43B

Returns By Period

In the year-to-date period, NGG achieves a -4.16% return, which is significantly lower than MCD's 0.26% return. Over the past 10 years, NGG has underperformed MCD with an annualized return of 4.34%, while MCD has yielded a comparatively higher 14.86% annualized return.


NGG

YTD

-4.16%

1M

-7.79%

6M

1.34%

1Y

-3.22%

5Y*

4.94%

10Y*

4.34%

MCD

YTD

0.26%

1M

0.43%

6M

15.72%

1Y

2.87%

5Y*

10.60%

10Y*

14.86%

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. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and McDonald's Corporation (MCD). 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 -0.16, compared to the broader market-4.00-2.000.002.00-0.160.13
The chart of Sortino ratio for NGG, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.060.30
The chart of Omega ratio for NGG, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.04
The chart of Calmar ratio for NGG, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.190.13
The chart of Martin ratio for NGG, currently valued at -0.53, compared to the broader market0.0010.0020.00-0.530.28
NGG
MCD

The current NGG Sharpe Ratio is -0.16, which is lower than the MCD Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of NGG and MCD, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.16
0.13
NGG
MCD

Dividends

NGG vs. MCD - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 12.17%, more than MCD's 2.34% yield.


TTM20232022202120202019201820172016201520142013
NGG
National Grid plc
12.17%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%4.82%
MCD
McDonald's Corporation
2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

NGG vs. MCD - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for NGG and MCD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.82%
-7.77%
NGG
MCD

Volatility

NGG vs. MCD - Volatility Comparison

National Grid plc (NGG) has a higher volatility of 4.82% compared to McDonald's Corporation (MCD) at 4.01%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than MCD 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
4.82%
4.01%
NGG
MCD

Financials

NGG vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and McDonald's Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab