0HIT.L vs. 1ENGI.MI
0HIT.L (Iberdrola) and 1ENGI.MI (Engie SA) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, 0HIT.L returned 16.03%/yr vs 14.96%/yr for 1ENGI.MI. At a 0.41 correlation, their price movements are largely independent.
Performance
0HIT.L vs. 1ENGI.MI - Performance Comparison
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Returns By Period
In the year-to-date period, 0HIT.L achieves a 5.43% return, which is significantly lower than 1ENGI.MI's 24.51% return. Over the past 10 years, 0HIT.L has outperformed 1ENGI.MI with an annualized return of 16.03%, while 1ENGI.MI has yielded a comparatively lower 14.96% annualized return.
0HIT.L
- 1D
- -1.28%
- 1M
- -2.51%
- YTD
- 5.43%
- 6M
- 8.91%
- 1Y
- 24.75%
- 3Y*
- 22.79%
- 5Y*
- 16.68%
- 10Y*
- 16.03%
1ENGI.MI
- 1D
- -1.52%
- 1M
- -4.63%
- YTD
- 24.51%
- 6M
- 30.08%
- 1Y
- 45.14%
- 3Y*
- 32.91%
- 5Y*
- 26.26%
- 10Y*
- 14.96%
0HIT.L vs. 1ENGI.MI - Yearly Performance Comparison
Correlation
The correlation between 0HIT.L and 1ENGI.MI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2006 | 0.41 |
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Return for Risk
0HIT.L vs. 1ENGI.MI — Risk / Return Rank
0HIT.L
1ENGI.MI
0HIT.L vs. 1ENGI.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Iberdrola (0HIT.L) and Engie SA (1ENGI.MI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 0HIT.L | 1ENGI.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.35 | -1.35 |
| Martin ratioReturn relative to average drawdown | 7.22 | 9.22 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 0HIT.L | 1ENGI.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.93 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.01 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.12 | +0.19 |
Drawdowns
0HIT.L vs. 1ENGI.MI - Drawdown Comparison
The maximum 0HIT.L drawdown since its inception was -72.74%, smaller than the maximum 1ENGI.MI drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for 0HIT.L and 1ENGI.MI.
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Drawdown Indicators
| 0HIT.L | 1ENGI.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.74% | -82.37% | +9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -14.00% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -21.31% | +5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.47% | -30.75% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -28.38% | -47.63% | +19.25% |
Current DrawdownCurrent decline from peak | -5.37% | -6.12% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -33.66% | +8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 5.09% | -1.64% |
Volatility
0HIT.L vs. 1ENGI.MI - Volatility Comparison
The current volatility for Iberdrola (0HIT.L) is 5.94%, while Engie SA (1ENGI.MI) has a volatility of 6.38%. This indicates that 0HIT.L experiences smaller price fluctuations and is considered to be less risky than 1ENGI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0HIT.L | 1ENGI.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.38% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 32.11% | 20.76% | +11.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.39% | 24.32% | +10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.44% | 25.80% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 25.98% | +1.10% |
Dividends
0HIT.L vs. 1ENGI.MI - Dividend Comparison
0HIT.L's dividend yield for the trailing twelve months is around 2.80%, less than 1ENGI.MI's 5.08% yield.
Financials
0HIT.L vs. 1ENGI.MI - Financials Comparison
This section allows you to compare key financial metrics between Iberdrola and Engie SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
0HIT.L and 1ENGI.MI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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