Our daily life depends heavily on many complex infrastructures. The security of critical infrastructures has become a main issue under investigation, and therefore tools to measure the robustness of infrastructure become necessary. In this paper, we propose a new measure η to assess the robustness of the electric power grid with respect to the cascading failures. We model the power grid topology as a complex network, which consists of nodes and links representing power substations and transmission lines, respectively. The definition of the robustness measure η mainly depends on the probability of link survival as well as the depth of the cascading failures. Using the proposed metric, we compute the robustness of some realistic power grid topologies. To extend the numerical evaluation, we generate synthetic power grids with the same characteristics of the real ones to evaluate their robustness values and to compare their robustness with the real grids. We show how the depth of a cascading failure is a main factor in assessing the robustness of the power grid.