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Sortino ratio is not yet available for ELP. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar stocks

The table compares Companhia Paranaense de Energia - COPEL's Sortino Ratio with other stocks in the Utilities - Diversified industry across multiple time periods, showing how ELP's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 3, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
RWEOYRWE AG PK3.60
CDUAFCanadian Utilities Limited2.99
ENGIYEngie SA ADR2.79
NWENorthWestern Corporation2.37
ETREntergy Corporation2.33
ALEALLETE, Inc.2.26
IBDRYIberdrola SA2.19
BKHBlack Hills Corporation2.04
ELPCCompanhia Paranaense de Energia1.95
AESThe AES Corporation1.93
ELPCompanhia Paranaense de Energia - COPEL

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows ELP's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ELP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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