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NGG vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NGG and XLU 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.


Performance

NGG vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Grid plc (NGG) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%December2025FebruaryMarchAprilMay
737.16%
569.96%
NGG
XLU

Key characteristics

Sharpe Ratio

NGG:

0.77

XLU:

1.29

Sortino Ratio

NGG:

1.09

XLU:

1.78

Omega Ratio

NGG:

1.17

XLU:

1.24

Calmar Ratio

NGG:

1.00

XLU:

2.12

Martin Ratio

NGG:

2.20

XLU:

5.41

Ulcer Index

NGG:

9.47%

XLU:

4.12%

Daily Std Dev

NGG:

27.04%

XLU:

17.24%

Max Drawdown

NGG:

-54.85%

XLU:

-52.27%

Current Drawdown

NGG:

-2.76%

XLU:

-1.41%

Returns By Period

In the year-to-date period, NGG achieves a 21.68% return, which is significantly higher than XLU's 7.14% return. Over the past 10 years, NGG has underperformed XLU with an annualized return of 7.05%, while XLU has yielded a comparatively higher 9.78% annualized return.


NGG

YTD

21.68%

1M

9.66%

6M

12.25%

1Y

18.98%

5Y*

12.09%

10Y*

7.05%

XLU

YTD

7.14%

1M

8.04%

6M

4.34%

1Y

20.68%

5Y*

11.38%

10Y*

9.78%

*Annualized

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Risk-Adjusted Performance

NGG vs. XLU — 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 7575
Overall Rank
The Sharpe Ratio Rank of NGG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 7373
Martin Ratio Rank

XLU
The Risk-Adjusted Performance Rank of XLU is 8686
Overall Rank
The Sharpe Ratio Rank of XLU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8585
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. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NGG) and Utilities Select Sector SPDR Fund (XLU). 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.


The current NGG Sharpe Ratio is 0.77, which is lower than the XLU Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of NGG and XLU, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.77
1.29
NGG
XLU

Dividends

NGG vs. XLU - Dividend Comparison

NGG's dividend yield for the trailing twelve months is around 9.71%, more than XLU's 2.83% yield.


TTM20242023202220212020201920182017201620152014
NGG
National Grid plc
9.71%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%
XLU
Utilities Select Sector SPDR Fund
2.83%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%

Drawdowns

NGG vs. XLU - Drawdown Comparison

The maximum NGG drawdown since its inception was -54.85%, roughly equal to the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for NGG and XLU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.76%
-1.41%
NGG
XLU

Volatility

NGG vs. XLU - Volatility Comparison

National Grid plc (NGG) has a higher volatility of 9.24% compared to Utilities Select Sector SPDR Fund (XLU) at 6.35%. This indicates that NGG's price experiences larger fluctuations and is considered to be riskier than XLU 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%December2025FebruaryMarchAprilMay
9.24%
6.35%
NGG
XLU