PortfoliosLab logoPortfoliosLab logo
AENA.MC vs. XEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AENA.MC vs. XEL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Aena SA (AENA.MC) and Xcel Energy Inc. (XEL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AENA.MC is traded in EUR, while XEL is traded in USD. To make them comparable, the XEL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AENA.MC achieves a 18.06% return, which is significantly higher than XEL's 13.20% return. Over the past 10 years, AENA.MC has outperformed XEL with an annualized return of 43.66%, while XEL has yielded a comparatively lower 9.26% annualized return.


AENA.MC

1D
0.45%
1M
6.99%
6M
11.24%
YTD
18.06%
1Y
20.28%
3Y*
81.60%
5Y*
56.04%
10Y*
43.66%

XEL

1D
1.44%
1M
3.18%
6M
11.53%
YTD
13.20%
1Y
23.12%
3Y*
10.64%
5Y*
7.62%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AENA.MC vs. XEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AENA.MC
Aena SA
18.06%118.49%108.98%102.94%-15.49%-2.39%-16.60%117.43%28.32%70.64%
XEL
Xcel Energy Inc.
13.20%0.38%19.73%-11.41%13.04%12.21%-1.11%35.36%10.85%6.93%

Correlation

The correlation between AENA.MC and XEL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2015

0.08

The correlation between AENA.MC and XEL shifts across timeframes, from 0.03 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AENA.MC vs. XEL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AENA.MC
AENA.MC Risk / Return Rank: 6969
Overall Rank
AENA.MC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AENA.MC Sortino Ratio Rank: 6868
Sortino Ratio Rank
AENA.MC Omega Ratio Rank: 6666
Omega Ratio Rank
AENA.MC Calmar Ratio Rank: 6969
Calmar Ratio Rank
AENA.MC Martin Ratio Rank: 6868
Martin Ratio Rank

XEL
XEL Risk / Return Rank: 7575
Overall Rank
XEL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XEL Sortino Ratio Rank: 7474
Sortino Ratio Rank
XEL Omega Ratio Rank: 7272
Omega Ratio Rank
XEL Calmar Ratio Rank: 7777
Calmar Ratio Rank
XEL Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AENA.MC vs. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aena SA (AENA.MC) and Xcel Energy Inc. (XEL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AENA.MCXELDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratioReturn relative to maximum drawdown

1.17

1.87

-0.70

Martin ratioReturn relative to average drawdown

2.43

4.57

-2.15

AENA.MC vs. XEL - Sharpe Ratio Comparison

The current AENA.MC Sharpe Ratio is 0.92, which is comparable to the XEL Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AENA.MC and XEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AENA.MC vs. XEL - Drawdown Comparison

The maximum AENA.MC drawdown since its inception was -48.40%, which is greater than XEL's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for AENA.MC and XEL.


Loading charts...

Drawdown Indicators


AENA.MCXELDifference

Max Drawdown

Largest peak-to-trough decline

-48.40%

-39.44%

-8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-12.65%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

-23.70%

+6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-33.29%

-39.44%

+6.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.40%

-39.44%

-8.96%

Current Drawdown

Current decline from peak

-2.39%

-2.92%

+0.53%

Average Drawdown

Average peak-to-trough decline

-11.48%

-8.42%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

5.16%

+3.31%

Volatility

AENA.MC vs. XEL - Volatility Comparison

Aena SA (AENA.MC) and Xcel Energy Inc. (XEL) have volatilities of 6.33% and 6.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AENA.MCXELDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

6.08%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

15.22%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

20.07%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.07%

21.20%

+31.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.52%

22.40%

+29.12%

Dividends

AENA.MC vs. XEL - Dividend Comparison

AENA.MC's dividend yield for the trailing twelve months is around 4.05%, more than XEL's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
AENA.MC
Aena SA
4.05%40.97%38.80%28.95%0.00%0.00%0.00%40.65%47.86%22.66%20.89%0.00%
XEL
Xcel Energy Inc.
2.90%3.83%2.43%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%

Financials

AENA.MC vs. XEL - Financials Comparison

This section allows you to compare key financial metrics between Aena SA and Xcel Energy Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. AENA.MC values in EUR, XEL values in USD

Frequently Asked Questions


AENA.MC and XEL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AENA.MC and XEL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer