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NWN vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


NWNPG
YTD Return11.85%16.12%
1Y Return20.32%12.38%
3Y Return (Ann)0.94%6.89%
5Y Return (Ann)-4.99%9.29%
10Y Return (Ann)2.65%9.61%
Sharpe Ratio0.830.86
Sortino Ratio1.291.26
Omega Ratio1.171.17
Calmar Ratio0.451.48
Martin Ratio3.844.82
Ulcer Index5.36%2.73%
Daily Std Dev24.86%15.41%
Max Drawdown-46.27%-54.23%
Current Drawdown-34.21%-6.07%

Fundamentals


NWNPG
Market Cap$1.60B$391.01B
EPS$2.16$5.80
PE Ratio19.1928.63
PEG Ratio3.303.54
Total Revenue (TTM)$1.00B$83.91B
Gross Profit (TTM)$270.72M$43.14B
EBITDA (TTM)$299.72M$22.32B

Correlation

-0.50.00.51.00.3

The correlation between NWN and PG is 0.26, 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

NWN vs. PG - Performance Comparison

In the year-to-date period, NWN achieves a 11.85% return, which is significantly lower than PG's 16.12% return. Over the past 10 years, NWN has underperformed PG with an annualized return of 2.65%, while PG has yielded a comparatively higher 9.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.35%
1.29%
NWN
PG

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Risk-Adjusted Performance

NWN vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) and The Procter & Gamble Company (PG). 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.


NWN
Sharpe ratio
The chart of Sharpe ratio for NWN, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83
Sortino ratio
The chart of Sortino ratio for NWN, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.006.001.29
Omega ratio
The chart of Omega ratio for NWN, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for NWN, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for NWN, currently valued at 3.84, compared to the broader market0.0010.0020.0030.003.84
PG
Sharpe ratio
The chart of Sharpe ratio for PG, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86
Sortino ratio
The chart of Sortino ratio for PG, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.006.001.26
Omega ratio
The chart of Omega ratio for PG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for PG, currently valued at 1.48, compared to the broader market0.002.004.006.001.48
Martin ratio
The chart of Martin ratio for PG, currently valued at 4.82, compared to the broader market0.0010.0020.0030.004.82

NWN vs. PG - Sharpe Ratio Comparison

The current NWN Sharpe Ratio is 0.83, which is comparable to the PG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of NWN and PG, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.83
0.86
NWN
PG

Dividends

NWN vs. PG - Dividend Comparison

NWN's dividend yield for the trailing twelve months is around 4.72%, more than PG's 2.39% yield.


TTM20232022202120202019201820172016201520142013
NWN
Northwest Natural Holding Company
4.72%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%
PG
The Procter & Gamble Company
2.39%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%2.91%

Drawdowns

NWN vs. PG - Drawdown Comparison

The maximum NWN drawdown since its inception was -46.27%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for NWN and PG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.21%
-6.07%
NWN
PG

Volatility

NWN vs. PG - Volatility Comparison

Northwest Natural Holding Company (NWN) has a higher volatility of 6.63% compared to The Procter & Gamble Company (PG) at 5.03%. This indicates that NWN's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.63%
5.03%
NWN
PG

Financials

NWN vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Northwest Natural Holding Company and The Procter & Gamble Company. 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