ELEZY vs. NVS
ELEZY (Endesa SA ADR) and NVS (Novartis AG) are both stocks. ELEZY operates in Utilities - Regulated Electric (Utilities), while NVS operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, ELEZY returned 17.48%/yr vs 13.87%/yr for NVS. At a 0.20 correlation, their price movements are largely independent.
Performance
ELEZY vs. NVS - Performance Comparison
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Returns By Period
In the year-to-date period, ELEZY achieves a 18.03% return, which is significantly higher than NVS's 9.43% return.
ELEZY
- 1D
- -1.70%
- 1M
- -1.90%
- YTD
- 18.03%
- 6M
- 18.29%
- 1Y
- 41.21%
- 3Y*
- 31.00%
- 5Y*
- 17.48%
- 10Y*
- —
NVS
- 1D
- -1.84%
- 1M
- 0.27%
- YTD
- 9.43%
- 6M
- 15.91%
- 1Y
- 27.84%
- 3Y*
- 17.18%
- 5Y*
- 13.87%
- 10Y*
- 10.33%
ELEZY vs. NVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 18.03% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
NVS Novartis AG | 9.43% | 46.95% | 0.02% | 16.14% | 8.06% | -3.65% | 3.34% | 13.92% | 5.95% | -3.10% |
Correlation
The correlation between ELEZY and NVS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.21 |
Fundamentals
ELEZY:
$43.21B
NVS:
$280.54B
ELEZY:
$1.11
NVS:
$6.99
ELEZY:
18.75
NVS:
20.95
ELEZY:
0.44
NVS:
1.42
ELEZY:
2.06
NVS:
5.06
ELEZY:
5.04
NVS:
7.28
ELEZY:
$21.28B
NVS:
$56.05B
ELEZY:
$1.31B
NVS:
$42.19B
ELEZY:
$1.08B
NVS:
$22.40B
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Return for Risk
ELEZY vs. NVS — Risk / Return Rank
ELEZY
NVS
ELEZY vs. NVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Novartis AG (NVS). 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.
| ELEZY | NVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.21 | +1.59 |
| Martin ratioReturn relative to average drawdown | 10.32 | 5.43 | +4.89 |
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
| ELEZY | NVS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.36 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.74 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.42 | +0.03 |
Drawdowns
ELEZY vs. NVS - Drawdown Comparison
The maximum ELEZY drawdown since its inception was -50.29%, which is greater than NVS's maximum drawdown of -42.10%. Use the drawdown chart below to compare losses from any high point for ELEZY and NVS.
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Drawdown Indicators
| ELEZY | NVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -42.10% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -12.65% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -19.95% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -43.16% | -20.42% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.03% | — |
Current DrawdownCurrent decline from peak | -8.43% | -10.52% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -15.75% | -10.93% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 5.14% | -1.14% |
Volatility
ELEZY vs. NVS - Volatility Comparison
Endesa SA ADR (ELEZY) has a higher volatility of 8.06% compared to Novartis AG (NVS) at 6.16%. This indicates that ELEZY's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELEZY | NVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 6.16% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.36% | 14.45% | +6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.77% | 20.63% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.42% | 18.85% | +12.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.14% | 19.62% | +16.52% |
Dividends
ELEZY vs. NVS - Dividend Comparison
ELEZY's dividend yield for the trailing twelve months is around 3.72%, more than NVS's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVS Novartis AG | 3.26% | 2.90% | 3.84% | 3.44% | 3.70% | 3.86% | 3.22% | 3.03% | 3.47% | 3.24% | 3.73% | 3.10% |
Financials
ELEZY vs. NVS - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA ADR and Novartis AG. 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. NVS - 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%.
NVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a gross profit of 10.07B and revenue of 13.52B. Therefore, the gross margin over that period was 74.4%.
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%.
NVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported an operating income of 4.24B and revenue of 13.52B, resulting in an operating margin of 31.3%.
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%.
NVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a net income of 3.16B and revenue of 13.52B, resulting in a net margin of 23.3%.
Frequently Asked Questions
ELEZY and NVS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELEZY has higher volatility (8.06%) compared to NVS (6.16%). In terms of maximum drawdown, ELEZY dropped -50.29% vs NVS's -42.10%.
ELEZY currently has the higher Sharpe Ratio (1.55 vs 1.36), 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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