SSEZY vs. NGG

Last updated Apr 2, 2026

Compare and contrast key facts about SSE PLC ADR (SSEZY) and National Grid plc (NGG).

Performance

SSEZY vs. NGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSE PLC ADR (SSEZY) and National Grid plc (NGG). The values are adjusted to include any dividend payments, if applicable.

SSEZY vs. NGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSEZY SSE PLC ADR	21.59%	55.64%	-14.33%	23.22%	-2.83%	15.63%	12.81%	50.44%	-17.36%	1.53%
NGG National Grid plc	12.27%	35.88%	-1.26%	18.82%	-12.68%	29.02%	-0.75%	38.53%	-13.76%	4.94%

Fundamentals

Market Cap SSEZY : $39.94B NGG : $85.97B
EPS SSEZY : $2.69 NGG : $4.66
PE Ratio SSEZY : 13.39 NGG : 18.65
PEG Ratio SSEZY : 0.04 NGG : 0.51
PS Ratio SSEZY : 1.81 NGG : 2.37
PB Ratio SSEZY : 2.99 NGG : 2.31
Total Revenue (TTM) SSEZY : $22.02B NGG : $36.25B
Gross Profit (TTM) SSEZY : $8.88B NGG : $9.82B
EBITDA (TTM) SSEZY : $7.47B NGG : $12.97B

Returns By Period

In the year-to-date period, SSEZY achieves a 21.59% return, which is significantly higher than NGG's 12.27% return. Over the past 10 years, SSEZY has outperformed NGG with an annualized return of 12.33%, while NGG has yielded a comparatively lower 8.05% annualized return.

SSEZY

• 1D: 2.53%
• 1M: -1.18%
• YTD: 21.59%
• 6M: 52.97%
• 1Y: 79.19%
• 3Y*: 21.98%
• 5Y*: 17.22%
• 10Y*: 12.33%

NGG

• 1D: 2.65%
• 1M: -7.50%
• YTD: 12.27%
• 6M: 20.89%
• 1Y: 37.80%
• 3Y*: 16.66%
• 5Y*: 14.82%
• 10Y*: 8.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SSEZY vs. NGG — Risk / Return Rank

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

SSEZY

SSEZY Risk / Return Rank: 93
SSEZY Sharpe Ratio Rank: 95
SSEZY Sortino Ratio Rank: 95
SSEZY Omega Ratio Rank: 94
SSEZY Calmar Ratio Rank: 91
SSEZY Martin Ratio Rank: 92

NGG

NGG Risk / Return Rank: 85
NGG Sharpe Ratio Rank: 86
NGG Sortino Ratio Rank: 80
NGG Omega Ratio Rank: 83
NGG Calmar Ratio Rank: 85
NGG Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSEZY vs. NGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) 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.

	SSEZY	NGG	Difference
Sharpe ratio Return per unit of total volatility	2.68	1.68	+1.00
Sortino ratio Return per unit of downside risk	3.63	2.16	+1.47
Omega ratio Gain probability vs. loss probability	1.49	1.31	+0.18
Calmar ratio Return relative to maximum drawdown	4.38	2.98	+1.40
Martin ratio Return relative to average drawdown	12.93	9.77	+3.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSEZY vs. NGG - Sharpe Ratio Comparison

The current SSEZY Sharpe Ratio is 2.68, which is higher than the NGG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SSEZY 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.

Sharpe Ratios by Period

	SSEZY	NGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	1.68	+1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.69	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.35	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.37	-0.13

Correlation

The correlation between SSEZY and NGG is 0.61, 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.

Dividends

SSEZY vs. NGG - Dividend Comparison

SSEZY's dividend yield for the trailing twelve months is around 2.38%, less than NGG's 3.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSEZY SSE PLC ADR	2.38%	3.79%	3.82%	4.93%	5.34%	4.97%	5.10%	6.28%	8.83%	8.43%	14.56%	5.92%
NGG National Grid plc	3.59%	4.03%	11.81%	5.20%	5.18%	4.75%	5.32%	4.94%	6.51%	14.95%	5.07%	4.73%

Drawdowns

SSEZY vs. NGG - Drawdown Comparison

The maximum SSEZY drawdown since its inception was -54.69%, roughly equal to the maximum NGG drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for SSEZY and NGG.

Drawdown Indicators

	SSEZY	NGG	Difference
Max Drawdown Largest peak-to-trough decline	-54.69%	-54.85%	+0.16%
Max Drawdown (1Y) Largest decline over 1 year	-17.81%	-12.79%	-5.02%
Max Drawdown (5Y) Largest decline over 5 years	-31.90%	-39.20%	+7.30%
Max Drawdown (10Y) Largest decline over 10 years	-42.77%	-39.20%	-3.57%
Current Drawdown Current decline from peak	-2.22%	-7.55%	+5.33%
Average Drawdown Average peak-to-trough decline	-15.62%	-13.44%	-2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.03%	3.91%	+2.12%

Volatility

SSEZY vs. NGG - Volatility Comparison

SSE PLC ADR (SSEZY) has a higher volatility of 9.30% compared to National Grid plc (NGG) at 7.95%. This indicates that SSEZY's price experiences larger fluctuations and is considered to be riskier than NGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSEZY	NGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.30%	7.95%	+1.35%
Volatility (6M) Calculated over the trailing 6-month period	22.17%	13.39%	+8.78%
Volatility (1Y) Calculated over the trailing 1-year period	29.75%	22.64%	+7.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.37%	21.53%	+3.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.05%	22.86%	+5.19%

Financials

SSEZY vs. NGG - Profitability Comparison

The chart below illustrates the profitability comparison between SSE PLC ADR and National Grid plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SSEZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, SSE PLC ADR reported a gross profit of 2.15B and revenue of 6.22B. Therefore, the gross margin over that period was 34.6%.

NGG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, National Grid plc reported a gross profit of 1.61B and revenue of 7.05B. Therefore, the gross margin over that period was 22.9%.

SSEZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, SSE PLC ADR reported an operating income of 806.59M and revenue of 6.22B, resulting in an operating margin of 13.0%.

NGG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, National Grid plc reported an operating income of 1.61B and revenue of 7.05B, resulting in an operating margin of 22.9%.

SSEZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, SSE PLC ADR reported a net income of 392.02M and revenue of 6.22B, resulting in a net margin of 6.3%.

NGG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, National Grid plc reported a net income of 615.54M and revenue of 7.05B, resulting in a net margin of 8.7%.