CHHQY vs. ENA.DE
CHHQY (China Hongqiao Group Limited) and ENA.DE (Endesa S.A.) are both stocks. CHHQY operates in Aluminum (Basic Materials), while ENA.DE operates in Utilities - Regulated Electric (Utilities). Over the past year, CHHQY returned 133.24% vs 41.11% for ENA.DE. At a correlation of -0.00, they often move in opposite directions.
Performance
CHHQY vs. ENA.DE - Performance Comparison
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Different Trading Currencies
CHHQY is traded in USD, while ENA.DE is traded in EUR. To make them comparable, the ENA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHHQY achieves a -8.37% return, which is significantly lower than ENA.DE's 17.41% return.
CHHQY
- 1D
- 0.00%
- 1M
- -5.89%
- YTD
- -8.37%
- 6M
- -14.48%
- 1Y
- 133.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENA.DE
- 1D
- -0.73%
- 1M
- -6.48%
- YTD
- 17.41%
- 6M
- 17.91%
- 1Y
- 41.11%
- 3Y*
- 32.47%
- 5Y*
- —
- 10Y*
- —
CHHQY vs. ENA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CHHQY China Hongqiao Group Limited | -8.37% | 244.11% | 59.73% |
ENA.DE Endesa S.A. | 17.41% | 79.98% | 22.50% |
Correlation
The correlation between CHHQY and ENA.DE is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2024 | -0.00 |
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Return for Risk
CHHQY vs. ENA.DE — Risk / Return Rank
CHHQY
ENA.DE
CHHQY vs. ENA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Hongqiao Group Limited (CHHQY) and Endesa S.A. (ENA.DE). 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.
| CHHQY | ENA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 2.17 | +0.08 |
Sortino ratioReturn per unit of downside risk | 4.23 | 3.02 | +1.21 |
Omega ratioGain probability vs. loss probability | 2.69 | 1.38 | +1.31 |
Calmar ratioReturn relative to maximum drawdown | 5.12 | 6.08 | -0.95 |
Martin ratioReturn relative to average drawdown | 16.01 | 15.13 | +0.88 |
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
| CHHQY | ENA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.17 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.09 | 1.08 | +1.01 |
Drawdowns
CHHQY vs. ENA.DE - Drawdown Comparison
The maximum CHHQY drawdown since its inception was -26.00%, smaller than the maximum ENA.DE drawdown of -36.56%. Use the drawdown chart below to compare losses from any high point for CHHQY and ENA.DE.
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Drawdown Indicators
| CHHQY | ENA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.00% | -36.56% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -26.00% | -8.98% | -17.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.03% | — |
Current DrawdownCurrent decline from peak | -26.00% | -7.89% | -18.11% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -6.18% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.32% | 3.61% | +4.71% |
Volatility
CHHQY vs. ENA.DE - Volatility Comparison
China Hongqiao Group Limited (CHHQY) has a higher volatility of 11.94% compared to Endesa S.A. (ENA.DE) at 3.32%. This indicates that CHHQY's price experiences larger fluctuations and is considered to be riskier than ENA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHHQY | ENA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | 3.32% | +8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 30.53% | 16.38% | +14.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.66% | 23.02% | +37.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | 33.36% | +19.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.37% | 33.36% | +19.01% |
Dividends
CHHQY vs. ENA.DE - Dividend Comparison
CHHQY's dividend yield for the trailing twelve months is around 5.78%, more than ENA.DE's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHHQY China Hongqiao Group Limited | 5.78% | 3.12% | 8.51% | 0.00% | 0.00% | 0.00% |
ENA.DE Endesa S.A. | 3.68% | 4.29% | 2.46% | 11.25% | 5.35% | 2.43% |
Financials
CHHQY vs. ENA.DE - Financials Comparison
This section allows you to compare key financial metrics between China Hongqiao Group Limited and Endesa S.A.. 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
CHHQY and ENA.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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