ELEZY vs. KEN
ELEZY (Endesa SA ADR) and KEN (Kenon Holdings Ltd.) are both stocks. Both operate in the Utilities - Regulated Electric industry within the Utilities sector. Over the past 5 years, ELEZY returned 20.38%/yr vs 31.13%/yr for KEN. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
ELEZY vs. KEN - Performance Comparison
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Returns By Period
In the year-to-date period, ELEZY achieves a 35.98% return, which is significantly higher than KEN's 6.32% return.
ELEZY
- 1D
- -0.68%
- 1M
- 6.34%
- 6M
- 30.33%
- YTD
- 35.98%
- 1Y
- 66.03%
- 3Y*
- 35.91%
- 5Y*
- 20.38%
- 10Y*
- —
- ALL TIME*
- 12.84%
KEN
- 1D
- -3.60%
- 1M
- 2.37%
- 6M
- -6.81%
- YTD
- 6.32%
- 1Y
- 46.44%
- 3Y*
- 54.56%
- 5Y*
- 31.13%
- 10Y*
- 37.89%
- ALL TIME*
- 29.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ELEZY Endesa SA ADR | $443.22K | $415.79K | $511.92K |
| $1.33M | $1.57M | $2.11M |
ELEZY vs. KEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 35.98% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
KEN Kenon Holdings Ltd. | 6.32% | 126.18% | 62.44% | -19.16% | -23.73% | 93.65% | 57.17% | 50.73% | 23.06% | 28.49% |
Correlation
The correlation between ELEZY and KEN is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.09 |
Fundamentals
ELEZY:
$48.07B
KEN:
$3.51B
ELEZY:
€1.12
KEN:
$1.52
ELEZY:
18.36
KEN:
44.45
ELEZY:
0.43
KEN:
7.46
ELEZY:
2.01
KEN:
3.59
ELEZY:
4.95
KEN:
2.38
ELEZY:
€21.28B
KEN:
$1.01B
ELEZY:
€1.31B
KEN:
$166.82M
ELEZY:
€1.08B
KEN:
$339.95M
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Return for Risk
ELEZY vs. KEN — Risk / Return Rank
ELEZY
KEN
ELEZY vs. KEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Kenon Holdings Ltd. (KEN). 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 | KEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.10 | 1.47 | +4.62 |
| Martin ratioReturn relative to average drawdown | 18.85 | 3.95 | +14.90 |
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Drawdowns
ELEZY vs. KEN - Drawdown Comparison
The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum KEN drawdown of -69.20%. Use the drawdown chart below to compare losses from any high point for ELEZY and KEN.
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Drawdown Indicators
| ELEZY | KEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -69.20% | +18.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -31.72% | +20.83% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -31.91% | +11.77% |
Max Drawdown (5Y)Largest decline over 5 years | -42.34% | -69.20% | +26.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.20% | — |
Current DrawdownCurrent decline from peak | -1.81% | -29.43% | +27.62% |
Average DrawdownAverage peak-to-trough decline | -15.45% | -23.25% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 11.79% | -8.28% |
Volatility
ELEZY vs. KEN - Volatility Comparison
The current volatility for Endesa SA ADR (ELEZY) is 6.55%, while Kenon Holdings Ltd. (KEN) has a volatility of 10.65%. This indicates that ELEZY experiences smaller price fluctuations and is considered to be less risky than KEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELEZY | KEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 10.65% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 20.16% | 31.77% | -11.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.31% | 39.72% | -13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.93% | 39.82% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.89% | 41.88% | -5.99% |
Dividends
ELEZY vs. KEN - Dividend Comparison
ELEZY's dividend yield for the trailing twelve months is around 3.95%, less than KEN's 5.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.95% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
KEN Kenon Holdings Ltd. | 5.71% | 7.24% | 11.18% | 11.46% | 25.00% | 7.35% | 7.41% | 5.75% | 96.34% | 0.00% | 0.00% | 45.52% |
Financials
ELEZY vs. KEN - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA ADR and Kenon Holdings Ltd.. 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. KEN - Profitability Comparison
ELEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
KEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Kenon Holdings Ltd. reported a gross profit of 47.00M and revenue of 317.00M. Therefore, the gross margin over that period was 14.8%.
ELEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.
KEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Kenon Holdings Ltd. reported an operating income of 4.00M and revenue of 317.00M, resulting in an operating margin of 1.3%.
ELEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.
KEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Kenon Holdings Ltd. reported a net income of 26.00M and revenue of 317.00M, resulting in a net margin of 8.2%.
Frequently Asked Questions
ELEZY and KEN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEN has higher volatility (10.65%) compared to ELEZY (6.55%). In terms of maximum drawdown, ELEZY dropped -50.29% vs KEN's -69.20%.
ELEZY currently has the higher Sharpe Ratio (2.53 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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