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PEG vs. NGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PEG and NGG is 0.36, 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

PEG vs. NGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Public Service Enterprise Group Incorporated (PEG) and National Grid plc (NGG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PEG:

0.39

NGG:

0.31

Sortino Ratio

PEG:

0.72

NGG:

0.70

Omega Ratio

PEG:

1.10

NGG:

1.11

Calmar Ratio

PEG:

0.58

NGG:

0.57

Martin Ratio

PEG:

1.26

NGG:

1.23

Ulcer Index

PEG:

7.95%

NGG:

9.54%

Daily Std Dev

PEG:

22.48%

NGG:

27.80%

Max Drawdown

PEG:

-54.32%

NGG:

-54.85%

Current Drawdown

PEG:

-15.76%

NGG:

-5.81%

Fundamentals

Market Cap

PEG:

$38.57B

NGG:

$66.10B

EPS

PEG:

$3.66

NGG:

$2.69

PE Ratio

PEG:

21.12

NGG:

25.07

PEG Ratio

PEG:

2.39

NGG:

2.05

PS Ratio

PEG:

3.59

NGG:

3.42

PB Ratio

PEG:

2.37

NGG:

1.40

Total Revenue (TTM)

PEG:

$10.75B

NGG:

$7.96B

Gross Profit (TTM)

PEG:

$4.86B

NGG:

$7.96B

EBITDA (TTM)

PEG:

$4.13B

NGG:

$2.42B

Returns By Period

In the year-to-date period, PEG achieves a -6.42% return, which is significantly lower than NGG's 17.86% return. Over the past 10 years, PEG has outperformed NGG with an annualized return of 10.11%, while NGG has yielded a comparatively lower 6.65% annualized return.


PEG

YTD

-6.42%

1M

-6.09%

6M

-8.49%

1Y

8.62%

5Y*

15.47%

10Y*

10.11%

NGG

YTD

17.86%

1M

-1.34%

6M

14.13%

1Y

8.68%

5Y*

11.70%

10Y*

6.65%

*Annualized

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Risk-Adjusted Performance

PEG vs. NGG — Risk-Adjusted Performance Rank

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

PEG
The Risk-Adjusted Performance Rank of PEG is 6565
Overall Rank
The Sharpe Ratio Rank of PEG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PEG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PEG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PEG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PEG is 6767
Martin Ratio Rank

NGG
The Risk-Adjusted Performance Rank of NGG is 6464
Overall Rank
The Sharpe Ratio Rank of NGG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of NGG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NGG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of NGG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NGG is 6666
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.

PEG vs. NGG - Risk-Adjusted Performance 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.


The current PEG Sharpe Ratio is 0.39, which is comparable to the NGG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of PEG and NGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PEG vs. NGG - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 3.10%, less than NGG's 10.02% yield.


TTM20242023202220212020201920182017201620152014
PEG
Public Service Enterprise Group Incorporated
3.10%2.84%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%
NGG
National Grid plc
10.02%11.81%5.20%5.13%4.71%5.29%4.90%6.44%24.15%5.07%4.73%7.86%

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. For additional features, visit the drawdowns tool.


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Volatility

PEG vs. NGG - Volatility Comparison

The current volatility for Public Service Enterprise Group Incorporated (PEG) is 6.36%, while National Grid plc (NGG) has a volatility of 8.72%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
3.22B
7.96B
(PEG) Total Revenue
(NGG) Total Revenue
Values in USD except per share items