PEG vs. NGG
Compare and contrast key facts about Public Service Enterprise Group Incorporated (PEG) and National Grid plc (NGG).
Performance
PEG vs. NGG - Performance Comparison
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PEG vs. NGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 1.62% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
NGG National Grid plc | 9.37% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
Fundamentals
PEG:
$6.33
NGG:
$4.66
PEG:
12.80
NGG:
18.17
PEG:
0.60
NGG:
0.50
PEG:
2.22
NGG:
2.31
PEG:
$12.17B
NGG:
$36.25B
PEG:
$8.40B
NGG:
$9.82B
PEG:
$4.22B
NGG:
$12.97B
Returns By Period
In the year-to-date period, PEG achieves a 1.62% return, which is significantly lower than NGG's 9.37% return. Over the past 10 years, PEG has outperformed NGG with an annualized return of 9.21%, while NGG has yielded a comparatively lower 7.77% annualized return.
PEG
- 1D
- -0.54%
- 1M
- -5.19%
- YTD
- 1.62%
- 6M
- -1.45%
- 1Y
- 1.53%
- 3Y*
- 12.71%
- 5Y*
- 9.89%
- 10Y*
- 9.21%
NGG
- 1D
- 1.09%
- 1M
- -9.78%
- YTD
- 9.37%
- 6M
- 18.08%
- 1Y
- 34.59%
- 3Y*
- 15.65%
- 5Y*
- 14.22%
- 10Y*
- 7.77%
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Return for Risk
PEG vs. NGG — Risk / Return Rank
PEG
NGG
PEG vs. NGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and National Grid plc (NGG). 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.
| PEG | NGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.54 | -1.47 |
Sortino ratioReturn per unit of downside risk | 0.24 | 2.01 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.29 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.71 | -2.53 |
Martin ratioReturn relative to average drawdown | 0.34 | 8.94 | -8.60 |
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
| PEG | NGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.54 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.66 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.34 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Correlation
The correlation between PEG and NGG 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.
Dividends
PEG vs. NGG - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.16%, less than NGG's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.16% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
NGG National Grid plc | 3.69% | 4.03% | 11.81% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.51% | 14.95% | 5.07% | 4.73% |
Drawdowns
PEG vs. NGG - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, roughly equal to the maximum NGG drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for PEG and NGG.
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Drawdown Indicators
| PEG | NGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -54.85% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.79% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -39.20% | +11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -39.20% | -1.58% |
Current DrawdownCurrent decline from peak | -10.26% | -9.93% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -13.45% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 3.88% | +3.12% |
Volatility
PEG vs. NGG - Volatility Comparison
The current volatility for Public Service Enterprise Group Incorporated (PEG) is 5.62%, while National Grid plc (NGG) has a volatility of 7.98%. This indicates that PEG experiences smaller price fluctuations and is considered to be less risky than NGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEG | NGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 7.98% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 13.20% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 22.50% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 21.50% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 22.85% | -0.96% |
Financials
PEG vs. NGG - Financials Comparison
This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and National Grid plc. 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