NWE vs. DGICA
Compare and contrast key facts about NorthWestern Corporation (NWE) and Donegal Group Inc. (DGICA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWE or DGICA.
Key characteristics
| NWE | DGICA | |
|---|---|---|
| YTD Return | 11.95% | 18.70% |
| 1Y Return | 13.89% | 16.05% |
| 3Y Return (Ann) | 2.59% | 8.27% |
| 5Y Return (Ann) | -0.30% | 6.13% |
| 10Y Return (Ann) | 4.59% | 4.43% |
| Sharpe Ratio | 0.75 | 0.50 |
| Sortino Ratio | 1.17 | 0.92 |
| Omega Ratio | 1.15 | 1.12 |
| Calmar Ratio | 0.46 | 0.64 |
| Martin Ratio | 2.84 | 1.77 |
| Ulcer Index | 4.98% | 7.42% |
| Daily Std Dev | 18.90% | 26.15% |
| Max Drawdown | -39.34% | -43.30% |
| Current Drawdown | -15.51% | -0.38% |
Fundamentals
| NWE | DGICA | |
|---|---|---|
| Market Cap | $3.38B | $533.07M |
| EPS | $3.71 | $0.75 |
| PE Ratio | 14.88 | 21.20 |
| PEG Ratio | 2.92 | 3.06 |
| Total Revenue (TTM) | $1.50B | $979.12M |
| Gross Profit (TTM) | $833.00M | $979.04M |
| EBITDA (TTM) | $504.03M | $21.74M |
Correlation
The correlation between NWE and DGICA is 0.34, 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
NWE vs. DGICA - Performance Comparison
In the year-to-date period, NWE achieves a 11.95% return, which is significantly lower than DGICA's 18.70% return. Both investments have delivered pretty close results over the past 10 years, with NWE having a 4.59% annualized return and DGICA not far behind at 4.43%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NWE vs. DGICA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NorthWestern Corporation (NWE) and Donegal Group Inc. (DGICA). 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.
Dividends
NWE vs. DGICA - Dividend Comparison
NWE's dividend yield for the trailing twelve months is around 4.72%, more than DGICA's 4.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWE NorthWestern Corporation | 4.72% | 5.03% | 4.25% | 4.34% | 4.12% | 3.24% | 3.70% | 3.52% | 3.52% | 3.54% | 2.83% | 3.51% |
DGICA Donegal Group Inc. | 4.34% | 4.82% | 4.61% | 4.41% | 4.23% | 3.90% | 4.16% | 3.22% | 3.13% | 3.81% | 3.27% | 3.18% |
Drawdowns
NWE vs. DGICA - Drawdown Comparison
The maximum NWE drawdown since its inception was -39.34%, smaller than the maximum DGICA drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for NWE and DGICA. For additional features, visit the drawdowns tool.
Volatility
NWE vs. DGICA - Volatility Comparison
The current volatility for NorthWestern Corporation (NWE) is 6.51%, while Donegal Group Inc. (DGICA) has a volatility of 10.78%. This indicates that NWE experiences smaller price fluctuations and is considered to be less risky than DGICA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NWE vs. DGICA - Financials Comparison
This section allows you to compare key financial metrics between NorthWestern Corporation and Donegal Group 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.
Total Revenue: Total amount of money received from sales and other business activities