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ELEZY vs. AD-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELEZY vs. AD-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endesa SA ADR (ELEZY) and Alaris Equity Partners Income Trust (AD-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ELEZY is traded in USD, while AD-UN.TO is traded in CAD. To make them comparable, the AD-UN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ELEZY achieves a 18.03% return, which is significantly higher than AD-UN.TO's 14.39% return.


ELEZY

1D
-1.70%
1M
-1.90%
YTD
18.03%
6M
18.29%
1Y
41.21%
3Y*
31.00%
5Y*
17.48%
10Y*

AD-UN.TO

1D
-0.49%
1M
0.84%
YTD
14.39%
6M
19.85%
1Y
31.54%
3Y*
23.21%
5Y*
12.62%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELEZY vs. AD-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELEZY
Endesa SA ADR
18.03%75.81%9.78%19.46%-14.63%-12.87%6.49%22.67%-0.34%-4.48%
AD-UN.TO
Alaris Equity Partners Income Trust
14.39%20.90%17.23%13.52%-13.13%33.86%-21.91%46.29%-16.94%1.66%

Correlation

The correlation between ELEZY and AD-UN.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.13

Fundamentals

Market Cap

ELEZY:

$43.21B

AD-UN.TO:

CA$1.27B

EPS

ELEZY:

$1.11

AD-UN.TO:

CA$2.23

PE Ratio

ELEZY:

18.75

AD-UN.TO:

10.57

PEG Ratio

ELEZY:

0.44

AD-UN.TO:

31.72

PS Ratio

ELEZY:

2.06

AD-UN.TO:

5.20

PB Ratio

ELEZY:

5.04

AD-UN.TO:

1.11

Total Revenue (TTM)

ELEZY:

$21.28B

AD-UN.TO:

CA$220.04M

Gross Profit (TTM)

ELEZY:

$1.31B

AD-UN.TO:

CA$197.90M

EBITDA (TTM)

ELEZY:

$1.08B

AD-UN.TO:

CA$179.07M

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Return for Risk

ELEZY vs. AD-UN.TO — Risk / Return Rank

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

ELEZY
ELEZY Risk / Return Rank: 8383
Overall Rank
ELEZY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ELEZY Sortino Ratio Rank: 7979
Sortino Ratio Rank
ELEZY Omega Ratio Rank: 7676
Omega Ratio Rank
ELEZY Calmar Ratio Rank: 8888
Calmar Ratio Rank
ELEZY Martin Ratio Rank: 8989
Martin Ratio Rank

AD-UN.TO
AD-UN.TO Risk / Return Rank: 8686
Overall Rank
AD-UN.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AD-UN.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
AD-UN.TO Omega Ratio Rank: 8585
Omega Ratio Rank
AD-UN.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
AD-UN.TO Martin Ratio Rank: 8888
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.

ELEZY vs. AD-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Alaris Equity Partners Income Trust (AD-UN.TO). 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.


ELEZYAD-UN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

3.80

2.43

+1.37

Martin ratioReturn relative to average drawdown

10.32

8.22

+2.10

ELEZY vs. AD-UN.TO - Sharpe Ratio Comparison

The current ELEZY Sharpe Ratio is 1.55, which is comparable to the AD-UN.TO Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ELEZY and AD-UN.TO, 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


ELEZYAD-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.77

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.53

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Drawdowns

ELEZY vs. AD-UN.TO - Drawdown Comparison

The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum AD-UN.TO drawdown of -81.10%. Use the drawdown chart below to compare losses from any high point for ELEZY and AD-UN.TO.


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Drawdown Indicators


ELEZYAD-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-81.10%

+30.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-13.03%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.80%

-22.46%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-43.16%

-36.49%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-75.68%

Current Drawdown

Current decline from peak

-8.43%

-3.01%

-5.42%

Average Drawdown

Average peak-to-trough decline

-15.75%

-24.45%

+8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

3.85%

+0.15%

Volatility

ELEZY vs. AD-UN.TO - Volatility Comparison

Endesa SA ADR (ELEZY) has a higher volatility of 8.06% compared to Alaris Equity Partners Income Trust (AD-UN.TO) at 4.15%. This indicates that ELEZY's price experiences larger fluctuations and is considered to be riskier than AD-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELEZYAD-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

4.15%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

13.75%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

26.77%

17.95%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.42%

23.98%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.14%

33.46%

+2.68%

Dividends

ELEZY vs. AD-UN.TO - Dividend Comparison

ELEZY's dividend yield for the trailing twelve months is around 3.72%, less than AD-UN.TO's 6.03% yield.


PositionTTM20252024202320222021202020192018201720162015
AD-UN.TO
Alaris Equity Partners Income Trust
6.03%6.75%7.10%8.35%8.29%6.81%8.76%7.55%9.57%7.84%6.76%6.66%
ELEZY
Endesa SA ADR
3.72%4.12%2.49%11.14%5.31%9.35%2.10%2.80%0.00%0.00%0.00%0.00%

Financials

ELEZY vs. AD-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between Endesa SA ADR and Alaris Equity Partners Income Trust. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
5.73B
65.37M
(ELEZY) Total Revenue
(AD-UN.TO) Total Revenue
Please note, different currencies. ELEZY values in USD, AD-UN.TO values in CAD

ELEZY vs. AD-UN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Endesa SA ADR and Alaris Equity Partners Income Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
36.8%
89.3%
Portfolio components
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%.

AD-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alaris Equity Partners Income Trust reported a gross profit of 58.38M and revenue of 65.37M. Therefore, the gross margin over that period was 89.3%.

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%.

AD-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alaris Equity Partners Income Trust reported an operating income of 47.42M and revenue of 65.37M, resulting in an operating margin of 72.5%.

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%.

AD-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alaris Equity Partners Income Trust reported a net income of 40.41M and revenue of 65.37M, resulting in a net margin of 61.8%.


Frequently Asked Questions


ELEZY and AD-UN.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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