NGG vs. PEG
Compare and contrast key facts about National Grid plc (NGG) and Public Service Enterprise Group Incorporated (PEG).
Performance
NGG vs. PEG - Performance Comparison
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NGG vs. PEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 9.37% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
PEG Public Service Enterprise Group Incorporated | 1.62% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
Fundamentals
NGG:
$4.66
PEG:
$6.33
NGG:
18.17
PEG:
12.80
NGG:
0.50
PEG:
0.60
NGG:
2.31
PEG:
2.22
NGG:
$36.25B
PEG:
$12.17B
NGG:
$9.82B
PEG:
$8.40B
NGG:
$12.97B
PEG:
$4.22B
Returns By Period
In the year-to-date period, NGG achieves a 9.37% return, which is significantly higher than PEG's 1.62% return. Over the past 10 years, NGG has underperformed PEG with an annualized return of 7.77%, while PEG has yielded a comparatively higher 9.21% annualized return.
NGG
- 1D
- 1.09%
- 1M
- -9.78%
- YTD
- 9.37%
- 6M
- 18.08%
- 1Y
- 34.59%
- 3Y*
- 15.65%
- 5Y*
- 14.22%
- 10Y*
- 7.77%
PEG
- 1D
- -0.54%
- 1M
- -5.19%
- YTD
- 1.62%
- 6M
- -1.45%
- 1Y
- 1.53%
- 3Y*
- 12.71%
- 5Y*
- 9.89%
- 10Y*
- 9.21%
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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.
| NGG | PEG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.08 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.01 | 0.24 | +1.77 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.03 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 0.19 | +2.53 |
Martin ratioReturn relative to average drawdown | 8.94 | 0.34 | +8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NGG | PEG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.08 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.49 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.42 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Correlation
The correlation between NGG and PEG is 0.37, 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.
Dividends
NGG vs. PEG - Dividend Comparison
NGG's dividend yield for the trailing twelve months is around 3.69%, more than PEG's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 3.69% | 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 | 3.16% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
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 | -12.79% | -12.73% | -0.06% |
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 | -9.93% | -10.26% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -11.16% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 7.00% | -3.12% |
Volatility
NGG vs. PEG - Volatility Comparison
National Grid plc (NGG) has a higher volatility of 7.98% compared to Public Service Enterprise Group Incorporated (PEG) at 5.62%. 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 | 7.98% | 5.62% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 13.25% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 20.13% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 20.30% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 21.89% | +0.96% |
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