ELEZY vs. CMCL
ELEZY (Endesa SA ADR) and CMCL (Caledonia Mining Corporation Plc) are both stocks. ELEZY operates in Utilities - Regulated Electric (Utilities), while CMCL operates in Gold (Basic Materials). Over the past 5 years, ELEZY returned 17.78%/yr vs 12.13%/yr for CMCL. At a 0.10 correlation, their price movements are largely independent.
Performance
ELEZY vs. CMCL - Performance Comparison
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Returns By Period
In the year-to-date period, ELEZY achieves a 25.49% return, which is significantly higher than CMCL's -21.95% return.
ELEZY
- 1D
- -0.05%
- 1M
- 1.64%
- YTD
- 25.49%
- 6M
- 26.41%
- 1Y
- 48.09%
- 3Y*
- 34.31%
- 5Y*
- 17.78%
- 10Y*
- —
CMCL
- 1D
- 3.65%
- 1M
- -17.97%
- YTD
- -21.95%
- 6M
- -20.06%
- 1Y
- 3.33%
- 3Y*
- 20.06%
- 5Y*
- 12.13%
- 10Y*
- —
ELEZY vs. CMCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 25.49% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
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% |
Correlation
The correlation between ELEZY and CMCL 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
ELEZY:
$45.94B
CMCL:
$399.89M
ELEZY:
€1.11
CMCL:
$3.15
ELEZY:
17.23
CMCL:
6.41
ELEZY:
0.40
CMCL:
0.17
ELEZY:
1.89
CMCL:
1.45
ELEZY:
4.63
CMCL:
1.47
ELEZY:
€21.28B
CMCL:
$274.16M
ELEZY:
€1.31B
CMCL:
$142.30M
ELEZY:
€1.08B
CMCL:
$137.13M
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Return for Risk
ELEZY vs. CMCL — Risk / Return Rank
ELEZY
CMCL
ELEZY vs. CMCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Caledonia Mining Corporation Plc (CMCL). 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.
| ELEZY | CMCL | 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 | 1.30 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 0.07 | +4.37 |
| Martin ratioReturn relative to average drawdown | 11.94 | 0.13 | +11.80 |
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Drawdowns
ELEZY vs. CMCL - Drawdown Comparison
The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum CMCL drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for ELEZY and CMCL.
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Drawdown Indicators
| ELEZY | CMCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -65.77% | +15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -49.43% | +38.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -49.43% | +28.63% |
Max Drawdown (5Y)Largest decline over 5 years | -43.16% | -50.00% | +6.84% |
Current DrawdownCurrent decline from peak | -2.63% | -45.57% | +42.94% |
Average DrawdownAverage peak-to-trough decline | -15.71% | -35.78% | +20.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 25.12% | -21.08% |
Volatility
ELEZY vs. CMCL - Volatility Comparison
The current volatility for Endesa SA ADR (ELEZY) is 8.62%, while Caledonia Mining Corporation Plc (CMCL) has a volatility of 14.52%. This indicates that ELEZY experiences smaller price fluctuations and is considered to be less risky than CMCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELEZY | CMCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 14.52% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 47.45% | -25.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.85% | 65.21% | -38.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 52.74% | -21.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.11% | 54.57% | -18.46% |
Dividends
ELEZY vs. CMCL - Dividend Comparison
ELEZY's dividend yield for the trailing twelve months is around 3.50%, more than CMCL's 2.78% 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
ELEZY vs. CMCL - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA ADR and Caledonia Mining Corporation Plc. 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
ELEZY vs. CMCL - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
ELEZY and CMCL 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, ELEZY dropped -50.29% vs CMCL's -65.77%.
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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