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BPE.MI vs. TRN.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BPE.MI vs. TRN.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BPER Banca SpA (BPE.MI) and Terna Rete Elettrica Nazionale SpA (TRN.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BPE.MI achieves a 5.46% return, which is significantly lower than TRN.MI's 9.08% return. Over the past 10 years, BPE.MI has outperformed TRN.MI with an annualized return of 19.56%, while TRN.MI has yielded a comparatively lower 11.81% annualized return.


BPE.MI

1D
1.57%
1M
-3.48%
YTD
5.46%
6M
16.45%
1Y
61.11%
3Y*
78.43%
5Y*
50.03%
10Y*
19.56%

TRN.MI

1D
0.51%
1M
-3.55%
YTD
9.08%
6M
10.03%
1Y
16.40%
3Y*
12.32%
5Y*
14.03%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BPE.MI vs. TRN.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPE.MI
BPER Banca SpA
5.46%106.79%114.89%65.06%8.98%25.27%-49.58%37.79%-18.17%-15.72%
TRN.MI
Terna Rete Elettrica Nazionale SpA
9.08%24.27%5.54%14.12%1.04%18.77%9.22%25.16%7.31%15.96%

Correlation

The correlation between BPE.MI and TRN.MI is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.01

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

0.10

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2004

0.25

The correlation between BPE.MI and TRN.MI shifts across timeframes, from -0.03 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BPE.MI vs. TRN.MI — Risk / Return Rank

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

BPE.MI
BPE.MI Risk / Return Rank: 8686
Overall Rank
BPE.MI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BPE.MI Sortino Ratio Rank: 8585
Sortino Ratio Rank
BPE.MI Omega Ratio Rank: 8282
Omega Ratio Rank
BPE.MI Calmar Ratio Rank: 8484
Calmar Ratio Rank
BPE.MI Martin Ratio Rank: 8989
Martin Ratio Rank

TRN.MI
TRN.MI Risk / Return Rank: 7070
Overall Rank
TRN.MI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TRN.MI Sortino Ratio Rank: 6464
Sortino Ratio Rank
TRN.MI Omega Ratio Rank: 6363
Omega Ratio Rank
TRN.MI Calmar Ratio Rank: 7474
Calmar Ratio Rank
TRN.MI 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.

BPE.MI vs. TRN.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BPER Banca SpA (BPE.MI) and Terna Rete Elettrica Nazionale SpA (TRN.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.


BPE.MITRN.MIDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.33

1.18

+0.15

Calmar ratioReturn relative to maximum drawdown

3.38

1.90

+1.48

Martin ratioReturn relative to average drawdown

11.01

5.74

+5.27

BPE.MI vs. TRN.MI - Sharpe Ratio Comparison

The current BPE.MI Sharpe Ratio is 2.04, which is higher than the TRN.MI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BPE.MI and TRN.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BPE.MITRN.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.00

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

0.73

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

0.67

-1.16

Drawdowns

BPE.MI vs. TRN.MI - Drawdown Comparison

The maximum BPE.MI drawdown since its inception was -99.99%, which is greater than TRN.MI's maximum drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for BPE.MI and TRN.MI.


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Drawdown Indicators


BPE.MITRN.MIDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-30.56%

-69.43%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-8.14%

-9.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.65%

-10.96%

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-25.50%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-71.10%

-30.56%

-40.54%

Current Drawdown

Current decline from peak

-99.88%

-4.30%

-95.58%

Average Drawdown

Average peak-to-trough decline

-98.27%

-5.35%

-92.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

2.70%

+2.85%

Volatility

BPE.MI vs. TRN.MI - Volatility Comparison

BPER Banca SpA (BPE.MI) has a higher volatility of 8.13% compared to Terna Rete Elettrica Nazionale SpA (TRN.MI) at 5.71%. This indicates that BPE.MI's price experiences larger fluctuations and is considered to be riskier than TRN.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPE.MITRN.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

5.71%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

21.99%

13.21%

+8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

29.99%

15.44%

+14.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.99%

18.98%

+17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.74%

20.93%

+20.81%

Dividends

BPE.MI vs. TRN.MI - Dividend Comparison

BPE.MI's dividend yield for the trailing twelve months is around 5.65%, more than TRN.MI's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BPE.MI
BPER Banca SpA
5.65%6.03%4.89%3.97%3.13%2.19%2.69%2.90%3.27%1.43%1.98%0.28%
TRN.MI
Terna Rete Elettrica Nazionale SpA
4.01%4.38%4.52%4.27%4.33%3.89%4.10%4.01%4.53%4.30%4.64%4.21%

Financials

BPE.MI vs. TRN.MI - Financials Comparison

This section allows you to compare key financial metrics between BPER Banca SpA and Terna Rete Elettrica Nazionale SpA. 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


Values in EUR except per share items

Frequently Asked Questions


BPE.MI and TRN.MI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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