Naturgy Energy Group (NTGY.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Naturgy Energy Group, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $28.94 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +10.65% |
| Total return over period | +35.97% |
| Annualized volatility | 22.05% |
| Sharpe ratio | 0.32 |
| Sortino ratio | 0.41 |
| Max drawdown | -30.16% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.40% |
| Correlation with the S&P 500 | -0.03 |
| Period range | $16.39 – $29.76 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Naturgy Energy Group (NTGY.MC) has posted an annualized return of +10.65% with annual volatility of 22.05%, a Sharpe ratio of 0.32. Its worst stretch (max drawdown from a peak) was -30.16%. Its correlation with the S&P 500 is -0.03, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how NTGY.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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