CMCL vs. ELEZY
CMCL (Caledonia Mining Corporation Plc) and ELEZY (Endesa SA ADR) are both stocks. CMCL operates in Gold (Basic Materials), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, CMCL returned 12.13%/yr vs 17.78%/yr for ELEZY. At a 0.10 correlation, their price movements are largely independent.
Performance
CMCL vs. ELEZY - Performance Comparison
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Returns By Period
In the year-to-date period, CMCL achieves a -21.95% return, which is significantly lower than ELEZY's 25.49% return.
CMCL
- 1D
- 3.65%
- 1M
- -17.97%
- YTD
- -21.95%
- 6M
- -20.06%
- 1Y
- 3.33%
- 3Y*
- 20.06%
- 5Y*
- 12.13%
- 10Y*
- —
ELEZY
- 1D
- -0.05%
- 1M
- 1.64%
- YTD
- 25.49%
- 6M
- 26.41%
- 1Y
- 48.09%
- 3Y*
- 34.31%
- 5Y*
- 17.78%
- 10Y*
- —
CMCL vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCL Caledonia Mining Corporation Plc | -21.95% | 186.75% | -18.90% | 2.65% | 11.39% | -23.84% | 93.29% | 67.37% | -26.33% | 30.29% |
ELEZY Endesa SA ADR | 25.49% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
Correlation
The correlation between CMCL and ELEZY is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.10 |
Fundamentals
CMCL:
$399.89M
ELEZY:
$45.94B
CMCL:
$3.15
ELEZY:
€1.11
CMCL:
6.41
ELEZY:
17.23
CMCL:
0.17
ELEZY:
0.40
CMCL:
1.45
ELEZY:
1.89
CMCL:
1.47
ELEZY:
4.63
CMCL:
$274.16M
ELEZY:
€21.28B
CMCL:
$142.30M
ELEZY:
€1.31B
CMCL:
$137.13M
ELEZY:
€1.08B
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Return for Risk
CMCL vs. ELEZY — Risk / Return Rank
CMCL
ELEZY
CMCL vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Caledonia Mining Corporation Plc (CMCL) and Endesa SA ADR (ELEZY). 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.
| CMCL | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 4.44 | -4.37 |
| Martin ratioReturn relative to average drawdown | 0.13 | 11.94 | -11.80 |
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Drawdowns
CMCL vs. ELEZY - Drawdown Comparison
The maximum CMCL drawdown since its inception was -65.77%, which is greater than ELEZY's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for CMCL and ELEZY.
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Drawdown Indicators
| CMCL | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.77% | -50.29% | -15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -49.43% | -10.89% | -38.54% |
Max Drawdown (3Y)Largest decline over 3 years | -49.43% | -20.80% | -28.63% |
Max Drawdown (5Y)Largest decline over 5 years | -50.00% | -43.16% | -6.84% |
Current DrawdownCurrent decline from peak | -45.57% | -2.63% | -42.94% |
Average DrawdownAverage peak-to-trough decline | -35.78% | -15.71% | -20.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.12% | 4.04% | +21.08% |
Volatility
CMCL vs. ELEZY - Volatility Comparison
Caledonia Mining Corporation Plc (CMCL) has a higher volatility of 14.52% compared to Endesa SA ADR (ELEZY) at 8.62%. This indicates that CMCL's price experiences larger fluctuations and is considered to be riskier than ELEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCL | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.52% | 8.62% | +5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 47.45% | 21.47% | +25.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.21% | 26.85% | +38.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.74% | 31.24% | +21.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.57% | 36.11% | +18.46% |
Dividends
CMCL vs. ELEZY - Dividend Comparison
CMCL's dividend yield for the trailing twelve months is around 2.78%, less than ELEZY's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CMCL Caledonia Mining Corporation Plc | 2.78% | 2.14% | 5.95% | 4.59% | 4.52% | 4.29% | 2.11% | 3.27% | 5.23% | 1.86% |
ELEZY Endesa SA ADR | 3.50% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% |
Financials
CMCL vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between Caledonia Mining Corporation Plc and Endesa SA ADR. 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
CMCL vs. ELEZY - Profitability Comparison
CMCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a gross profit of 32.10M and revenue of 66.43M. Therefore, the gross margin over that period was 48.3%.
ELEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a gross profit of 2.11B and revenue of 5.73B. Therefore, the gross margin over that period was 36.8%.
CMCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported an operating income of 26.87M and revenue of 66.43M, resulting in an operating margin of 40.4%.
ELEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.
CMCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caledonia Mining Corporation Plc reported a net income of 15.85M and revenue of 66.43M, resulting in a net margin of 23.9%.
ELEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.
Frequently Asked Questions
CMCL and ELEZY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCL has higher volatility (14.52%) compared to ELEZY (8.62%). In terms of maximum drawdown, CMCL dropped -65.77% vs ELEZY's -50.29%.
ELEZY currently has the higher Sharpe Ratio (1.80 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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