NGG vs. PEG
NGG (National Grid plc) and PEG (Public Service Enterprise Group Incorporated) are both stocks. Both are in the Utilities sector — NGG in Utilities - Regulated Electric, PEG in Utilities - Diversified. Over the past 10 years, NGG returned 6.81%/yr vs 9.12%/yr for PEG. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
NGG vs. PEG - Performance Comparison
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Returns By Period
In the year-to-date period, NGG achieves a 6.11% return, which is significantly higher than PEG's -2.90% return. Over the past 10 years, NGG has underperformed PEG with an annualized return of 6.81%, while PEG has yielded a comparatively higher 9.12% annualized return.
NGG
- 1D
- -0.52%
- 1M
- -3.48%
- 6M
- -3.75%
- YTD
- 6.11%
- 1Y
- 15.90%
- 3Y*
- 14.50%
- 5Y*
- 11.07%
- 10Y*
- 6.81%
- ALL TIME*
- 8.33%
PEG
- 1D
- -1.12%
- 1M
- -6.05%
- 6M
- -5.33%
- YTD
- -2.90%
- 1Y
- -10.96%
- 3Y*
- 10.23%
- 5Y*
- 7.80%
- 10Y*
- 9.12%
- ALL TIME*
- 10.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $62.39M | $64.89M | $105.15M | |
| $216.48M | $232.76M | $240.76M |
NGG vs. PEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 6.11% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
PEG Public Service Enterprise Group Incorporated | -2.90% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
Correlation
The correlation between NGG and PEG is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.37 |
The correlation between NGG and PEG shifts across timeframes, from 0.37 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
NGG:
$80.40B
PEG:
$38.21B
NGG:
£6.16
PEG:
$6.78
NGG:
9.65
PEG:
11.32
NGG:
0.25
PEG:
0.49
NGG:
1.65
PEG:
2.00
NGG:
£35.68B
PEG:
$12.79B
NGG:
£10.47B
PEG:
$10.19B
NGG:
£15.03B
PEG:
$4.20B
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Return for Risk
NGG vs. PEG — Risk / Return Rank
NGG
PEG
NGG vs. PEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Public Service Enterprise Group Incorporated (PEG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NGG | PEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.92 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | -0.90 | +2.20 |
| Martin ratioReturn relative to average drawdown | 3.02 | -1.39 | +4.41 |
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Drawdowns
NGG vs. PEG - Drawdown Comparison
The maximum NGG drawdown since its inception was -54.85%, roughly equal to the maximum PEG drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for NGG and PEG.
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Drawdown Indicators
| NGG | PEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -54.32% | -0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -13.15% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -17.17% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -27.29% | -11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -40.78% | +1.58% |
Current DrawdownCurrent decline from peak | -12.62% | -14.26% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -11.16% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 8.51% | -2.45% |
Volatility
NGG vs. PEG - Volatility Comparison
National Grid plc (NGG) has a higher volatility of 6.64% compared to Public Service Enterprise Group Incorporated (PEG) at 4.87%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than PEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGG | PEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 4.87% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 18.30% | 14.14% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.46% | 18.99% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 20.44% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.03% | 21.96% | +1.07% |
Dividends
NGG vs. PEG - Dividend Comparison
NGG's dividend yield for the trailing twelve months is around 4.05%, more than PEG's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 4.05% | 4.03% | 11.81% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.51% | 14.95% | 5.07% | 4.73% |
PEG Public Service Enterprise Group Incorporated | 3.39% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
Financials
NGG vs. PEG - Financials Comparison
This section allows you to compare key financial metrics between National Grid plc and Public Service Enterprise Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
NGG vs. PEG - Profitability Comparison
NGG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, National Grid plc reported a gross profit of 4.21B and revenue of 10.78B. Therefore, the gross margin over that period was 39.0%.
PEG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Public Service Enterprise Group Incorporated reported a gross profit of 2.91B and revenue of 3.85B. Therefore, the gross margin over that period was 75.7%.
NGG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, National Grid plc reported an operating income of 4.21B and revenue of 10.78B, resulting in an operating margin of 39.0%.
PEG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Public Service Enterprise Group Incorporated reported an operating income of 1.08B and revenue of 3.85B, resulting in an operating margin of 27.9%.
NGG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, National Grid plc reported a net income of 2.66B and revenue of 10.78B, resulting in a net margin of 24.7%.
PEG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Public Service Enterprise Group Incorporated reported a net income of 741.00M and revenue of 3.85B, resulting in a net margin of 19.3%.
Frequently Asked Questions
NGG and PEG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGG has higher volatility (6.64%) compared to PEG (4.87%). In terms of maximum drawdown, NGG dropped -54.85% vs PEG's -54.32%.
NGG currently has the higher Sharpe Ratio (0.85 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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