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

Correlation

The correlation between NGG and NEE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NGG vs. NEE - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-2.55%
-1.65%
NGG
NEE

Key characteristics

Sharpe Ratio

NGG:

0.06

NEE:

0.98

Sortino Ratio

NGG:

0.23

NEE:

1.37

Omega Ratio

NGG:

1.04

NEE:

1.18

Calmar Ratio

NGG:

0.07

NEE:

0.66

Martin Ratio

NGG:

0.19

NEE:

3.39

Ulcer Index

NGG:

8.32%

NEE:

7.37%

Daily Std Dev

NGG:

24.05%

NEE:

25.61%

Max Drawdown

NGG:

-54.85%

NEE:

-47.81%

Current Drawdown

NGG:

-14.15%

NEE:

-18.09%

Fundamentals

Market Cap

NGG:

$58.25B

NEE:

$146.77B

EPS

NGG:

$2.52

NEE:

$3.34

PE Ratio

NGG:

23.62

NEE:

21.19

PEG Ratio

NGG:

1.84

NEE:

2.88

Total Revenue (TTM)

NGG:

$11.36B

NEE:

$19.41B

Gross Profit (TTM)

NGG:

$3.56B

NEE:

$10.53B

EBITDA (TTM)

NGG:

$4.26B

NEE:

$11.85B

Returns By Period

In the year-to-date period, NGG achieves a 0.19% return, which is significantly higher than NEE's -1.30% return. Over the past 10 years, NGG has underperformed NEE with an annualized return of 4.85%, while NEE has yielded a comparatively higher 12.89% annualized return.


NGG

YTD

0.19%

1M

3.05%

6M

-2.08%

1Y

1.99%

5Y*

5.31%

10Y*

4.85%

NEE

YTD

-1.30%

1M

0.34%

6M

-0.42%

1Y

26.31%

5Y*

4.68%

10Y*

12.89%

*Annualized

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. NEE — 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 4545
Overall Rank
The Sharpe Ratio Rank of NGG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 4848
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 7272
Overall Rank
The Sharpe Ratio Rank of NEE is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 7575
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. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and NextEra Energy, Inc. (NEE). 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 0.06, compared to the broader market-2.000.002.004.000.060.98
The chart of Sortino ratio for NGG, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.231.37
The chart of Omega ratio for NGG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.18
The chart of Calmar ratio for NGG, currently valued at 0.07, compared to the broader market0.002.004.006.000.070.66
The chart of Martin ratio for NGG, currently valued at 0.19, compared to the broader market-10.000.0010.0020.0030.000.193.39
NGG
NEE

The current NGG Sharpe Ratio is 0.06, which is lower than the NEE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of NGG and NEE, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.06
0.98
NGG
NEE

Dividends

NGG vs. NEE - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 11.79%, more than NEE's 2.91% yield.


TTM20242023202220212020201920182017201620152014
NGG
National Grid plc
11.79%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%
NEE
NextEra Energy, Inc.
2.91%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

NGG vs. NEE - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for NGG and NEE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.15%
-18.09%
NGG
NEE

Volatility

NGG vs. NEE - Volatility Comparison

The current volatility for National Grid plc (NGG) is 6.32%, while NextEra Energy, Inc. (NEE) has a volatility of 7.82%. This indicates that NGG experiences smaller price fluctuations and is considered to be less risky than NEE 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%AugustSeptemberOctoberNovemberDecember2025
6.32%
7.82%
NGG
NEE

Financials

NGG vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between National Grid plc and NextEra Energy, 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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