SSEZY vs. NGG
SSEZY (SSE PLC ADR) and NGG (National Grid plc) are both stocks. Both are in the Utilities sector — SSEZY in Utilities - Diversified, NGG in Utilities - Regulated Electric. Over the past 10 years, SSEZY returned 12.91%/yr vs 8.04%/yr for NGG. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
SSEZY vs. NGG - Performance Comparison
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Returns By Period
In the year-to-date period, SSEZY achieves a 8.09% return, which is significantly lower than NGG's 10.68% return. Over the past 10 years, SSEZY has outperformed NGG with an annualized return of 12.91%, while NGG has yielded a comparatively lower 8.04% annualized return.
SSEZY
- 1D
- 3.22%
- 1M
- -3.29%
- YTD
- 8.09%
- 6M
- 9.20%
- 1Y
- 28.88%
- 3Y*
- 15.57%
- 5Y*
- 13.61%
- 10Y*
- 12.91%
NGG
- 1D
- 0.71%
- 1M
- -2.36%
- YTD
- 10.68%
- 6M
- 10.48%
- 1Y
- 18.58%
- 3Y*
- 15.31%
- 5Y*
- 11.90%
- 10Y*
- 8.04%
SSEZY vs. NGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 8.09% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | 1.53% |
NGG National Grid plc | 10.68% | 35.88% | -1.26% | 18.82% | -12.68% | 29.02% | -0.75% | 38.53% | -13.76% | 4.94% |
Correlation
The correlation between SSEZY and NGG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.61 |
The correlation between SSEZY and NGG has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
Fundamentals
SSEZY:
$38.65B
NGG:
$83.02B
SSEZY:
£2.08
NGG:
£6.16
SSEZY:
11.65
NGG:
10.28
SSEZY:
1.38
NGG:
1.76
SSEZY:
1.87
NGG:
1.60
SSEZY:
£20.39B
NGG:
£35.68B
SSEZY:
£7.78B
NGG:
£10.47B
SSEZY:
£6.60B
NGG:
£15.03B
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Return for Risk
SSEZY vs. NGG — Risk / Return Rank
SSEZY
NGG
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSEZY | NGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.32 | +0.29 |
| Martin ratioReturn relative to average drawdown | 3.64 | 3.36 | +0.28 |
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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.
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Drawdown Indicators
| SSEZY | NGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -54.85% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -14.15% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -20.76% | -8.95% |
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 DrawdownCurrent decline from peak | -14.04% | -8.85% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -13.40% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 5.55% | +2.41% |
Volatility
SSEZY vs. NGG - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 7.52% compared to National Grid plc (NGG) at 6.25%. 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.
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Volatility by Period
| SSEZY | NGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 6.25% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 20.94% | 17.59% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.95% | 21.51% | +9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.96% | 22.15% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 23.00% | +4.73% |
Dividends
SSEZY vs. NGG - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.68%, less than NGG's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGG National Grid plc | 3.88% | 4.03% | 11.81% | 5.20% | 5.18% | 4.75% | 5.32% | 4.94% | 6.51% | 14.95% | 5.07% | 4.73% |
SSEZY SSE PLC ADR | 2.68% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Financials
SSEZY vs. NGG - Financials Comparison
This section allows you to compare key financial metrics between SSE PLC ADR 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
SSEZY vs. NGG - Profitability Comparison
SSEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.
NGG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Grid plc reported a gross profit of 4.21B and revenue of 10.78B. Therefore, the gross margin over that period was 39.0%.
SSEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.
NGG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported an operating income of 4.21B and revenue of 10.78B, resulting in an operating margin of 39.0%.
SSEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.
NGG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Grid plc reported a net income of 2.66B and revenue of 10.78B, resulting in a net margin of 24.7%.
Frequently Asked Questions
SSEZY and NGG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSEZY has higher volatility (7.52%) compared to NGG (6.25%). In terms of maximum drawdown, SSEZY dropped -54.69% vs NGG's -54.85%.
SSEZY currently has the higher Sharpe Ratio (0.94 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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