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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Grenergy Renovables S.A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
GRE.MC is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
Grenergy Renovables S.A (GRE.MC) has returned 31.48% so far this year and 176.77% over the past 12 months. Looking at the last ten years, GRE.MC has achieved an annualized return of 50.49%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.
Grenergy Renovables S.A
- 1D
- 2.91%
- 1M
- 2.72%
- YTD
- 31.48%
- 6M
- 76.05%
- 1Y
- 176.77%
- 3Y*
- 59.27%
- 5Y*
- 31.04%
- 10Y*
- 50.49%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jul 8, 2015, GRE.MC's average daily return is +0.19%, while the average monthly return is +4.13%. At this rate, your investment would double in approximately 1.4 years.
Historically, 57% of months were positive and 43% were negative. The best month was Dec 2020 with a return of +89.3%, while the worst month was Feb 2024 at -23.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GRE.MC closed higher 40% of trading days. The best single day was Dec 13, 2018 with a return of +21.0%, while the worst single day was Mar 12, 2020 at -23.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.61% | 14.67% | 2.72% | 31.48% | |||||||||
| 2025 | 9.34% | 1.40% | 12.98% | 23.47% | 38.42% | -12.02% | 5.53% | 0.77% | -1.68% | 16.33% | -8.82% | 26.25% | 163.71% |
| 2024 | -5.32% | -23.32% | -2.09% | 12.78% | 12.20% | 9.42% | 3.86% | -5.14% | 14.76% | -14.44% | -11.66% | 13.37% | -4.64% |
| 2023 | 19.55% | -12.07% | -3.84% | -5.14% | -7.60% | 14.82% | -2.70% | -6.20% | -19.66% | 8.51% | 30.30% | 17.10% | 23.52% |
| 2022 | -13.45% | 11.95% | 21.35% | 0.70% | 13.92% | -13.39% | 14.05% | -6.83% | -13.61% | 0.32% | 4.68% | -15.13% | -4.41% |
| 2021 | -14.95% | 5.76% | -17.19% | -9.52% | 14.53% | 0.50% | -6.98% | 5.36% | 3.90% | 15.17% | -11.61% | -7.05% | -25.26% |
Benchmark Metrics
Grenergy Renovables S.A has an annualized alpha of 58.94%, beta of 0.26, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 09, 2015.
- This stock captured 77.44% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -177.97%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.26 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
- R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 58.94%
- Beta
- 0.26
- R²
- 0.01
- Upside Capture
- 77.44%
- Downside Capture
- -177.97%
Return for Risk
Risk / Return Rank
GRE.MC ranks 97 for risk / return — in the top 97% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Grenergy Renovables S.A (GRE.MC) and compare them to a chosen benchmark (S&P 500 Index).
| GRE.MC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.12 | 0.43 | +3.69 |
Sortino ratioReturn per unit of downside risk | 4.27 | 0.73 | +3.54 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.11 | +0.50 |
Calmar ratioReturn relative to maximum drawdown | 8.09 | 0.67 | +7.42 |
Martin ratioReturn relative to average drawdown | 19.66 | 2.80 | +16.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GRE.MC risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Grenergy Renovables S.A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Grenergy Renovables S.A was 58.27%, occurring on Oct 4, 2023. Recovery took 391 trading sessions.
The current Grenergy Renovables S.A drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.27% | Jan 8, 2021 | 704 | Oct 4, 2023 | 391 | Apr 16, 2025 | 1095 |
| -53.44% | Dec 10, 2019 | 73 | Mar 23, 2020 | 129 | Sep 23, 2020 | 202 |
| -37.8% | Jul 9, 2015 | 404 | Jan 31, 2017 | 143 | Aug 23, 2017 | 547 |
| -35.15% | Jun 22, 2018 | 5 | Jun 28, 2018 | 119 | Dec 12, 2018 | 124 |
| -34.87% | Aug 30, 2017 | 115 | Feb 9, 2018 | 84 | Jun 12, 2018 | 199 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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