NGG vs. TEVA
NGG (National Grid plc) and TEVA (Teva Pharmaceutical Industries Limited) are both stocks. NGG operates in Utilities - Regulated Electric (Utilities), while TEVA operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 10 years, NGG returned 7.13%/yr vs -4.15%/yr for TEVA. At a 0.15 correlation, their price movements are largely independent.
Performance
NGG vs. TEVA - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with NGG having a 6.37% return and TEVA slightly higher at 6.57%. Over the past 10 years, NGG has outperformed TEVA with an annualized return of 7.13%, while TEVA has yielded a comparatively lower -4.15% annualized return.
NGG
- 1D
- -2.06%
- 1M
- -5.31%
- YTD
- 6.37%
- 6M
- 9.22%
- 1Y
- 18.03%
- 3Y*
- 13.68%
- 5Y*
- 10.91%
- 10Y*
- 7.13%
TEVA
- 1D
- -2.72%
- 1M
- -6.91%
- YTD
- 6.57%
- 6M
- 17.40%
- 1Y
- 87.17%
- 3Y*
- 65.55%
- 5Y*
- 25.39%
- 10Y*
- -4.15%
NGG vs. TEVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 6.37% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
TEVA Teva Pharmaceutical Industries Limited | 6.57% | 41.61% | 111.11% | 14.47% | 13.86% | -16.99% | -1.53% | -36.45% | -18.63% | -46.18% |
Correlation
The correlation between NGG and TEVA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.15 |
The correlation between NGG and TEVA shifts across timeframes, from 0.03 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
NGG:
$79.78B
TEVA:
$39.21B
NGG:
$6.16
TEVA:
$1.34
NGG:
13.02
TEVA:
24.87
NGG:
0.34
TEVA:
0.19
NGG:
2.23
TEVA:
2.24
NGG:
2.03
TEVA:
4.76
NGG:
$35.68B
TEVA:
$17.35B
NGG:
$10.47B
TEVA:
$9.03B
NGG:
$15.03B
TEVA:
$3.05B
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Return for Risk
NGG vs. TEVA — Risk / Return Rank
NGG
TEVA
NGG vs. TEVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Teva Pharmaceutical Industries Limited (TEVA). 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 | TEVA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.02 | -2.74 |
| Martin ratioReturn relative to average drawdown | 3.61 | 10.94 | -7.33 |
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 | TEVA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.25 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | -0.09 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.31 | +0.04 |
Drawdowns
NGG vs. TEVA - Drawdown Comparison
The maximum NGG drawdown since its inception was -54.85%, smaller than the maximum TEVA drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for NGG and TEVA.
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Drawdown Indicators
| NGG | TEVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -90.89% | +36.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -21.79% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -43.70% | +22.94% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -43.70% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -88.41% | +49.21% |
Current DrawdownCurrent decline from peak | -12.41% | -50.84% | +38.43% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -32.00% | +18.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 8.00% | -2.99% |
Volatility
NGG vs. TEVA - Volatility Comparison
National Grid plc (NGG) has a higher volatility of 10.58% compared to Teva Pharmaceutical Industries Limited (TEVA) at 9.18%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than TEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGG | TEVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 9.18% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.31% | 23.54% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 38.97% | -17.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 42.94% | -20.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 47.34% | -24.22% |
Dividends
NGG vs. TEVA - Dividend Comparison
NGG's dividend yield for the trailing twelve months is around 4.04%, while TEVA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 4.04% | 4.03% | 11.81% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.51% | 14.95% | 5.07% | 4.73% |
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.88% | 3.19% | 1.77% |
Financials
NGG vs. TEVA - Financials Comparison
This section allows you to compare key financial metrics between National Grid plc and Teva Pharmaceutical Industries Limited. 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. TEVA - Profitability Comparison
NGG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
TEVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.
NGG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported an operating income of 4.21B and revenue of 10.78B, resulting in an operating margin of 39.0%.
TEVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.
NGG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported a net income of 2.66B and revenue of 10.78B, resulting in a net margin of 24.7%.
TEVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.
Frequently Asked Questions
NGG and TEVA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGG has higher volatility (10.58%) compared to TEVA (9.18%). In terms of maximum drawdown, NGG dropped -54.85% vs TEVA's -90.89%.
TEVA currently has the higher Sharpe Ratio (2.25 vs 0.84), 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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