E vs. BND
E (Eni S.p.A.) is a stock, while BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, E returned 12.46%/yr vs 1.58%/yr for BND. At a correlation of -0.14, they often move in opposite directions.
Performance
E vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, E achieves a 44.27% return, which is significantly higher than BND's 0.52% return. Over the past 10 years, E has outperformed BND with an annualized return of 12.46%, while BND has yielded a comparatively lower 1.58% annualized return.
E
- 1D
- -1.04%
- 1M
- -2.55%
- YTD
- 44.27%
- 6M
- 45.57%
- 1Y
- 75.29%
- 3Y*
- 32.48%
- 5Y*
- 23.85%
- 10Y*
- 12.46%
BND
- 1D
- -0.12%
- 1M
- 0.42%
- YTD
- 0.52%
- 6M
- 0.91%
- 1Y
- 4.40%
- 3Y*
- 4.17%
- 5Y*
- 0.03%
- 10Y*
- 1.58%
E vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 44.27% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
BND Vanguard Total Bond Market ETF | 0.52% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between E and BND is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | -0.14 |
The correlation between E and BND shifts across timeframes, from -0.14 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
E vs. BND — Risk / Return Rank
E
BND
E vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (E) and Vanguard Total Bond Market ETF (BND). 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.
| E | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.21 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 8.14 | 1.65 | +6.48 |
| Martin ratioReturn relative to average drawdown | 26.54 | 4.81 | +21.73 |
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Drawdowns
E vs. BND - Drawdown Comparison
The maximum E drawdown since its inception was -70.53%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for E and BND.
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Drawdown Indicators
| E | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.53% | -18.58% | -51.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -2.68% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -5.92% | -14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -33.71% | -17.91% | -15.80% |
Max Drawdown (10Y)Largest decline over 10 years | -61.59% | -18.58% | -43.01% |
Current DrawdownCurrent decline from peak | -6.08% | -2.12% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -23.07% | -3.06% | -20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 0.92% | +1.93% |
Volatility
E vs. BND - Volatility Comparison
Eni S.p.A. (E) has a higher volatility of 6.01% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that E's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 1.28% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 2.74% | +16.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.72% | 3.75% | +18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 6.03% | +19.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.30% | 5.53% | +22.77% |
Dividends
E vs. BND - Dividend Comparison
E's dividend yield for the trailing twelve months is around 4.50%, more than BND's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
E Eni S.p.A. | 4.50% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
Frequently Asked Questions
E and BND have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
E has higher volatility (6.01%) compared to BND (1.28%). In terms of maximum drawdown, E dropped -70.53% vs BND's -18.58%.
E currently has the higher Sharpe Ratio (3.34 vs 1.18), 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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