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TRP vs. NGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRP vs. NGG - Performance Comparison

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

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Returns By Period

In the year-to-date period, TRP achieves a 25.32% return, which is significantly higher than NGG's 6.37% return. Over the past 10 years, TRP has outperformed NGG with an annualized return of 12.07%, while NGG has yielded a comparatively lower 7.13% annualized return.


TRP

1D
-0.63%
1M
5.41%
YTD
25.32%
6M
27.56%
1Y
40.76%
3Y*
29.68%
5Y*
14.17%
10Y*
12.07%

NGG

1D
-2.06%
1M
-5.31%
YTD
6.37%
6M
9.22%
1Y
18.03%
3Y*
13.68%
5Y*
10.91%
10Y*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRP vs. NGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRP
TC Energy Corporation
25.32%24.02%39.88%6.09%-7.83%20.99%-19.09%56.30%-22.64%13.51%
NGG
National Grid plc
6.37%35.88%-1.26%18.82%-12.68%29.02%-0.75%38.53%-13.76%4.94%

Correlation

The correlation between TRP and NGG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.32

Fundamentals

Market Cap

TRP:

$71.12B

NGG:

$79.78B

EPS

TRP:

$3.31

NGG:

$6.16

PE Ratio

TRP:

20.64

NGG:

13.02

PEG Ratio

TRP:

0.28

NGG:

0.34

PS Ratio

TRP:

4.51

NGG:

2.23

PB Ratio

TRP:

2.81

NGG:

2.03

Total Revenue (TTM)

TRP:

$15.76B

NGG:

$35.68B

Gross Profit (TTM)

TRP:

$8.07B

NGG:

$10.47B

EBITDA (TTM)

TRP:

$10.90B

NGG:

$15.03B

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Return for Risk

TRP vs. NGG — Risk / Return Rank

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

TRP
TRP Risk / Return Rank: 9090
Overall Rank
TRP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TRP Sortino Ratio Rank: 9292
Sortino Ratio Rank
TRP Omega Ratio Rank: 8888
Omega Ratio Rank
TRP Calmar Ratio Rank: 9090
Calmar Ratio Rank
TRP Martin Ratio Rank: 9191
Martin Ratio Rank

NGG
NGG Risk / Return Rank: 6565
Overall Rank
NGG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NGG Sortino Ratio Rank: 6060
Sortino Ratio Rank
NGG Omega Ratio Rank: 6262
Omega Ratio Rank
NGG Calmar Ratio Rank: 6767
Calmar Ratio Rank
NGG Martin Ratio Rank: 7070
Martin Ratio Rank
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.

TRP vs. NGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) 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.


TRPNGGDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.38

1.17

+0.21

Calmar ratioReturn relative to maximum drawdown

4.24

1.28

+2.96

Martin ratioReturn relative to average drawdown

12.62

3.61

+9.01

TRP vs. NGG - Sharpe Ratio Comparison

The current TRP Sharpe Ratio is 2.29, which is higher than the NGG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TRP and NGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRPNGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

0.84

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.50

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.31

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.36

+0.11

Drawdowns

TRP vs. NGG - Drawdown Comparison

The maximum TRP drawdown since its inception was -62.52%, which is greater than NGG's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for TRP and NGG.


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Drawdown Indicators


TRPNGGDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-54.85%

-7.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-14.15%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.05%

-20.76%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-39.20%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

-39.20%

-2.44%

Current Drawdown

Current decline from peak

-3.75%

-12.41%

+8.66%

Average Drawdown

Average peak-to-trough decline

-11.73%

-13.41%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

5.01%

-1.53%

Volatility

TRP vs. NGG - Volatility Comparison

The current volatility for TC Energy Corporation (TRP) is 5.85%, while National Grid plc (NGG) has a volatility of 10.58%. This indicates that TRP 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


TRPNGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

10.58%

-4.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

17.31%

-3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

21.60%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

22.10%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

23.12%

+1.73%

Dividends

TRP vs. NGG - Dividend Comparison

TRP's dividend yield for the trailing twelve months is around 3.64%, less than NGG's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
NGG
National Grid plc
4.04%4.03%11.81%5.20%5.18%4.75%5.32%4.94%6.51%14.95%5.07%4.73%
TRP
TC Energy Corporation
3.64%4.45%5.93%7.73%8.52%5.94%5.92%4.25%5.85%5.14%5.01%6.38%

Financials

TRP vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between TC Energy Corporation 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
4.24B
10.78B
(TRP) Total Revenue
(NGG) Total Revenue
Values in USD except per share items

TRP vs. NGG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
56.7%
39.0%
Portfolio components
TRP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TC Energy Corporation reported a gross profit of 2.41B and revenue of 4.24B. Therefore, the gross margin over that period was 56.7%.

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%.

TRP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TC Energy Corporation reported an operating income of 2.21B and revenue of 4.24B, resulting in an operating margin of 52.1%.

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%.

TRP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TC Energy Corporation reported a net income of 929.40M and revenue of 4.24B, resulting in a net margin of 21.9%.

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


TRP and NGG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NGG has higher volatility (10.58%) compared to TRP (5.85%). In terms of maximum drawdown, TRP dropped -62.52% vs NGG's -54.85%.

TRP currently has the higher Sharpe Ratio (2.29 vs 0.84), 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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