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NJR vs. AGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NJR and AGR is 0.53, 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.


-0.50.00.51.00.5

Performance

NJR vs. AGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Jersey Resources Corporation (NJR) and Avangrid, Inc. (AGR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.42%
2.80%
NJR
AGR

Key characteristics

Fundamentals

Market Cap

NJR:

$4.64B

AGR:

$13.94B

EPS

NJR:

$3.32

AGR:

$2.90

PE Ratio

NJR:

13.95

AGR:

12.42

PEG Ratio

NJR:

1.82

AGR:

1.55

Total Revenue (TTM)

NJR:

$1.82B

AGR:

$6.44B

Gross Profit (TTM)

NJR:

$830.92M

AGR:

$1.78B

EBITDA (TTM)

NJR:

$731.15M

AGR:

$1.88B

Returns By Period


NJR

YTD

-0.75%

1M

-2.18%

6M

3.41%

1Y

14.32%

5Y*

5.13%

10Y*

7.25%

AGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NJR vs. AGR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NJR
The Risk-Adjusted Performance Rank of NJR is 7070
Overall Rank
The Sharpe Ratio Rank of NJR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NJR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NJR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NJR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NJR is 7575
Martin Ratio Rank

AGR
The Risk-Adjusted Performance Rank of AGR is 7575
Overall Rank
The Sharpe Ratio Rank of AGR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AGR is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AGR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AGR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AGR is 7878
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.

NJR vs. AGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Jersey Resources Corporation (NJR) and Avangrid, Inc. (AGR). 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 NJR, currently valued at 0.91, compared to the broader market-2.000.002.004.000.911.52
The chart of Sortino ratio for NJR, currently valued at 1.33, compared to the broader market-6.00-4.00-2.000.002.004.006.001.333.34
The chart of Omega ratio for NJR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.66
The chart of Calmar ratio for NJR, currently valued at 0.68, compared to the broader market0.002.004.006.000.680.64
The chart of Martin ratio for NJR, currently valued at 3.60, compared to the broader market0.0010.0020.0030.003.609.40
NJR
AGR


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60SeptemberOctoberNovemberDecember2025February
0.91
1.52
NJR
AGR

Dividends

NJR vs. AGR - Dividend Comparison

NJR's dividend yield for the trailing twelve months is around 3.76%, while AGR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NJR
New Jersey Resources Corporation
3.76%3.73%3.63%3.04%3.39%3.63%2.72%2.48%2.63%2.79%2.82%2.84%
AGR
Avangrid, Inc.
4.89%4.89%5.43%4.09%3.53%3.87%3.44%3.48%3.42%4.56%0.00%0.00%

Drawdowns

NJR vs. AGR - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.85%
-24.46%
NJR
AGR

Volatility

NJR vs. AGR - Volatility Comparison

New Jersey Resources Corporation (NJR) has a higher volatility of 6.35% compared to Avangrid, Inc. (AGR) at 0.00%. This indicates that NJR's price experiences larger fluctuations and is considered to be riskier than AGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.35%
0
NJR
AGR

Financials

NJR vs. AGR - Financials Comparison

This section allows you to compare key financial metrics between New Jersey Resources Corporation and Avangrid, 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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