National Grid PLC

10-Year Study

NG.LSE · Utilities · GB · Common Stock

Executive Summary: National Grid PLC has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 29.0% and an annualized volatility of 30.7%.

1Y CAGR
+27.3%
3Y CAGR
+14.4%
5Y CAGR
+14.3%
10Y CAGR
+9.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.112.7-8.71.4————————12.8%
20253.1-0.53.57.3-0.51.4-0.1-1.82.56.82.0-0.425.5%
2024-0.3-1.72.7-1.7-8.44.611.71.33.1-5.23.3-4.33.8%
20232.82.24.64.4-3.4-2.6-0.9-4.0-1.0-0.17.03.011.9%
20221.94.73.71.8-1.9-7.57.6-4.7-13.61.98.9-1.7-1.4%
2021-1.7-5.17.15.43.11.40.41.9-6.05.77.67.129.0%
20206.5-2.3-3.7-1.4-0.86.8-5.9-6.45.53.3-5.92.0-3.5%
20198.02.80.3-1.7-1.45.41.01.72.72.20.56.130.8%
2018-8.0-8.08.45.12.40.6-3.0-0.4-2.34.82.4-8.2-7.8%
2017-2.55.43.7-1.317.1-10.2-1.64.0-5.1-2.0-0.6-1.13.3%
2016———-1.33.312.0-1.2-3.44.3-2.5-12.84.20.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.1% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019874.391625977116
2016-05-0110200.567733702766
2016-06-0111424.097863663173
2016-07-0111288.594027079107
2016-08-0110908.137614868596
2016-09-0111382.404981405392
2016-10-0111100.972118426533
2016-11-019676.246065199775
2016-12-0110083.131731745334
2017-01-019829.888629276587
2017-02-0110357.567862688395
2017-03-0110739.022682763287
2017-04-0110595.976632923634
2017-05-0112404.124783259833
2017-06-0111133.76400749495
2017-07-0110958.300225380237
2017-08-0111401.640579076562
2017-09-0110815.590916654608
2017-10-0110598.014802824293
2017-11-0110535.461694713656
2017-12-0110417.608212544688
2018-01-019579.532441855541
2018-02-018811.693778264838
2018-03-019549.771222813324
2018-04-0110033.093183749386
2018-05-0110277.756280172545
2018-06-0110340.657944874889
2018-07-0110031.078644804094
2018-08-019990.378262671855
2018-09-019760.96894794002
2018-10-0110227.186035680774
2018-11-0110470.122103115642
2018-12-019606.515054395506
2019-01-0110373.327740673896
2019-02-0110658.681372997891
2019-03-0110695.13606014866
2019-04-0110510.347896894204
2019-05-0110363.14082966315
2019-06-0110925.218857108539
2019-07-0111036.327670765651
2019-08-0111221.942917458056
2019-09-0111527.818065274607
2019-10-0111781.405785842499
2019-11-0111842.495743966474
2019-12-0112569.2578993853
2020-01-0113387.863732095859
2020-02-0113081.718797538837
2020-03-0112599.871802067117
2020-04-0112429.496552342074
2020-05-0112325.671980677755
2020-06-0113166.906422401358
2020-07-0112384.837985185359
2020-08-0111598.063049358174
2020-09-0112239.036959798821
2020-10-0112640.678523498525
2020-11-0111892.041980392216
2020-12-0112124.724182442793
2021-01-0111914.467757038332
2021-02-0111303.325958506011
2021-03-0112110.707087415827
2021-04-0112763.90017102904
2021-05-0113164.787513403182
2021-06-0113353.955280386208
2021-07-0113401.813872749275
2021-08-0113651.258299142295
2021-09-0112828.964068147738
2021-10-0113565.692578993852
2021-11-0114598.274743333364
2021-12-0115637.056094964933
2022-01-0115929.199688465238
2022-02-0116684.639977471823
2022-03-0117298.438289236987
2022-04-0117617.139138080594
2022-05-0117277.780895751057
2022-06-0115982.747433333629
2022-07-0117190.56888571184
2022-08-0116377.758544805769
2022-09-0114144.4284607288
2022-10-0114408.782050714
2022-11-0115684.150619771039
2022-12-0115419.78521430815
2023-01-0115846.4795291926
2023-02-0116202.058453137353
2023-03-0116951.86866702704
2023-04-0117693.947620018174
2023-05-0117098.73899314407
2023-06-0116652.23012218189
2023-07-0116508.193541462973
2023-08-0115847.225873533034
2023-09-0115683.985203083446
2023-10-0115661.579118900137
2023-11-0116758.762407482347
2023-12-0117256.223556714787
2024-01-0117207.29369437495
2024-02-0116921.865230692278
2024-03-0117386.70581528273
2024-04-0117093.122702751134
2024-05-0115658.719773300369
2024-06-0116372.670012416098
2024-07-0118290.792690551654
2024-08-0118524.528439362475
2024-09-0119107.013766016127
2024-10-0118108.997781644066
2024-11-0118714.9191082859
2024-12-0117911.720658476574
2025-01-0118473.582068831063
2025-02-0118383.08141750286
2025-03-0119033.558910494805
2025-04-0120419.36084173463
2025-05-0120316.6882791446
2025-06-0120607.89844990779
2025-07-0120578.777235906848
2025-08-0120209.911807305314
2025-09-0120724.381336665298
2025-10-0122131.89223890502
2025-11-0122577.408609741666
2025-12-0122478.946295700054
2026-01-0124310.34533687404
2026-02-0127392.2157663765
2026-03-0124999.581535165322
2026-04-0125348.13812687263
Annual Return Matrix
YearAnnual Return
20170.03317188445989494
2018-0.07785790573046136
20190.308409743618127
2020-0.035366743247765564
20210.2896834484373818
2022-0.013894615414645872
20230.11909623362993327
20240.037986127127259905
20250.2549853095806336
20260.12763907139728436
Total Factor Risk
0.30679040420183357
VTI.US Exposure
0.011501762858337627
VEA.US Exposure
0.03750706189254213
VWO.US Exposure
-0.007797308815056209
QQQ.US Exposure
0.05999128717876542
VTV.US Exposure
0.17828694351903118
IJR.US Exposure
-0.013448443413552408
QUAL.US Exposure
-0.01913720973985899
SHV.US Exposure
0.4613760241940313
TLT.US Exposure
-0.002719968683264672
LQD.US Exposure
0.07475869826737426
HYG.US Exposure
-0.0009161679885325799
GLD.US Exposure
0.045164374966942714
USO.US Exposure
0.0015899848401592575
VNQ.US Exposure
0.04853940067847569
BTC-USD.CC Exposure
0.00009741595818971571
CPER.US Exposure
-0.006796321478338962
VIX.INDX Exposure
0.0008244739436760502
UUP.US Exposure
0.0004638341546000337
TIP.US Exposure
0.010009459607144267
Idiosyncratic Exposure
0.12070469805933406
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.65%
Market Cap$65.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is National Grid PLC a high-risk investment?

National Grid PLC (NG.LSE) has an annualized volatility of 30.7% and experienced a maximum drawdown of 29.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of NG.LSE?

Over the past 10 years, NG.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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