CVS vs. ENI.MI
CVS (CVS Health Corporation) and ENI.MI (Eni S.p.A.) are both stocks. CVS operates in Healthcare Plans (Healthcare), while ENI.MI operates in Oil & Gas Integrated (Energy). Over the past 10 years, CVS returned 3.16%/yr vs 12.48%/yr for ENI.MI. At a 0.23 correlation, their price movements are largely independent.
Performance
CVS vs. ENI.MI - Performance Comparison
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Different Trading Currencies
CVS is traded in USD, while ENI.MI is traded in EUR. To make them comparable, the ENI.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CVS achieves a 24.42% return, which is significantly lower than ENI.MI's 46.66% return. Over the past 10 years, CVS has underperformed ENI.MI with an annualized return of 3.16%, while ENI.MI has yielded a comparatively higher 12.48% annualized return.
CVS
- 1D
- 1.20%
- 1M
- 7.21%
- YTD
- 24.42%
- 6M
- 29.02%
- 1Y
- 58.27%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 3.16%
ENI.MI
- 1D
- -0.06%
- 1M
- 2.49%
- YTD
- 46.66%
- 6M
- 48.32%
- 1Y
- 89.17%
- 3Y*
- 32.90%
- 5Y*
- 24.61%
- 10Y*
- 12.48%
CVS vs. ENI.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 24.42% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
ENI.MI Eni S.p.A. | 46.66% | 49.35% | -13.94% | 27.30% | 9.80% | 40.34% | -27.45% | 4.47% | -0.14% | 7.83% |
Correlation
The correlation between CVS and ENI.MI is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.23 |
The correlation between CVS and ENI.MI shifts across timeframes, from 0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CVS vs. ENI.MI — Risk / Return Rank
CVS
ENI.MI
CVS vs. ENI.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and Eni S.p.A. (ENI.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.
| CVS | ENI.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.68 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 8.07 | -4.51 |
| Martin ratioReturn relative to average drawdown | 9.17 | 32.28 | -23.11 |
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
| CVS | ENI.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 3.92 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.97 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.45 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.17 | +0.17 |
Drawdowns
CVS vs. ENI.MI - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, roughly equal to the maximum ENI.MI drawdown of -64.64%. Use the drawdown chart below to compare losses from any high point for CVS and ENI.MI.
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Drawdown Indicators
| CVS | ENI.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -64.64% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -11.30% | -5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -43.98% | -21.88% | -22.10% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -32.83% | -23.96% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -60.51% | +3.72% |
Current DrawdownCurrent decline from peak | -1.05% | -4.70% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -25.81% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 2.83% | +3.54% |
Volatility
CVS vs. ENI.MI - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 8.88% compared to Eni S.p.A. (ENI.MI) at 7.78%. This indicates that CVS's price experiences larger fluctuations and is considered to be riskier than ENI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVS | ENI.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 7.78% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 25.90% | 20.84% | +5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.07% | 23.31% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.96% | 25.22% | +4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.30% | 27.52% | +1.78% |
Dividends
CVS vs. ENI.MI - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 2.74%, less than ENI.MI's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.74% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
ENI.MI Eni S.p.A. | 4.48% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% |
Financials
CVS vs. ENI.MI - Financials Comparison
This section allows you to compare key financial metrics between CVS Health Corporation and Eni S.p.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
CVS and ENI.MI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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