PortfoliosLab logoPortfoliosLab logo
ELEZY vs. OHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELEZY vs. OHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endesa SA ADR (ELEZY) and Omega Healthcare Investors, Inc. (OHI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ELEZY achieves a 24.36% return, which is significantly higher than OHI's 3.41% return.


ELEZY

1D
1.77%
1M
5.12%
YTD
24.36%
6M
24.22%
1Y
46.80%
3Y*
33.05%
5Y*
18.34%
10Y*

OHI

1D
-0.25%
1M
-8.64%
YTD
3.41%
6M
3.02%
1Y
28.08%
3Y*
21.29%
5Y*
13.10%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELEZY vs. OHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELEZY
Endesa SA ADR
24.36%75.81%9.78%19.46%-14.63%-12.87%6.49%22.67%-0.34%-4.48%
OHI
Omega Healthcare Investors, Inc.
3.41%25.52%33.57%19.93%3.50%-12.06%-6.81%29.01%40.06%-10.69%

Correlation

The correlation between ELEZY and OHI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.15

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

0.14

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

0.09

Fundamentals

EPS

ELEZY:

€1.11

OHI:

$2.79

PE Ratio

ELEZY:

17.23

OHI:

15.93

PEG Ratio

ELEZY:

0.40

OHI:

1.49

PS Ratio

ELEZY:

1.89

OHI:

8.31

Total Revenue (TTM)

ELEZY:

€21.28B

OHI:

$1.24B

Gross Profit (TTM)

ELEZY:

€1.31B

OHI:

$739.29M

EBITDA (TTM)

ELEZY:

€1.08B

OHI:

$1.21B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ELEZY vs. OHI — Risk / Return Rank

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

ELEZY
ELEZY Risk / Return Rank: 8686
Overall Rank
ELEZY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ELEZY Sortino Ratio Rank: 8282
Sortino Ratio Rank
ELEZY Omega Ratio Rank: 8080
Omega Ratio Rank
ELEZY Calmar Ratio Rank: 9090
Calmar Ratio Rank
ELEZY Martin Ratio Rank: 9090
Martin Ratio Rank

OHI
OHI Risk / Return Rank: 8080
Overall Rank
OHI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OHI Sortino Ratio Rank: 8080
Sortino Ratio Rank
OHI Omega Ratio Rank: 7676
Omega Ratio Rank
OHI Calmar Ratio Rank: 8181
Calmar Ratio Rank
OHI Martin Ratio Rank: 8282
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. OHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Omega Healthcare Investors, Inc. (OHI). 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.


ELEZYOHIDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

4.32

2.60

+1.72

Martin ratioReturn relative to average drawdown

11.52

6.86

+4.66

ELEZY vs. OHI - Sharpe Ratio Comparison

The current ELEZY Sharpe Ratio is 1.75, which is comparable to the OHI Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ELEZY and OHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ELEZY vs. OHI - Drawdown Comparison

The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum OHI drawdown of -94.85%. Use the drawdown chart below to compare losses from any high point for ELEZY and OHI.


Loading charts...

Drawdown Indicators


ELEZYOHIDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-94.85%

+44.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-10.86%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.80%

-15.47%

-5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.16%

-26.70%

-16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

Current Drawdown

Current decline from peak

-3.51%

-9.10%

+5.59%

Average Drawdown

Average peak-to-trough decline

-15.68%

-24.03%

+8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.10%

-0.03%

Volatility

ELEZY vs. OHI - Volatility Comparison

Endesa SA ADR (ELEZY) and Omega Healthcare Investors, Inc. (OHI) have volatilities of 7.35% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ELEZYOHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

7.25%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

21.10%

15.18%

+5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

19.71%

+7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

24.24%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.08%

34.28%

+1.80%

Dividends

ELEZY vs. OHI - Dividend Comparison

ELEZY's dividend yield for the trailing twelve months is around 3.53%, less than OHI's 6.02% yield.


PositionTTM20252024202320222021202020192018201720162015
ELEZY
Endesa SA ADR
3.53%4.12%2.49%11.14%5.31%9.35%2.10%2.80%0.00%0.00%0.00%0.00%
OHI
Omega Healthcare Investors, Inc.
6.02%6.04%7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%

Financials

ELEZY vs. OHI - Financials Comparison

This section allows you to compare key financial metrics between Endesa SA ADR and Omega Healthcare Investors, Inc.. 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
322.96M
(ELEZY) Total Revenue
(OHI) Total Revenue
Please note, different currencies. ELEZY values in EUR, OHI values in USD

ELEZY vs. OHI - Profitability Comparison

The chart below illustrates the profitability comparison between Endesa SA ADR and Omega Healthcare Investors, Inc. 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%
0
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%.

OHI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Omega Healthcare Investors, Inc. reported a gross profit of 0.00 and revenue of 322.96M. Therefore, the gross margin over that period was 0.0%.

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%.

OHI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Omega Healthcare Investors, Inc. reported an operating income of 0.00 and revenue of 322.96M, resulting in an operating margin of 0.0%.

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%.

OHI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Omega Healthcare Investors, Inc. reported a net income of 165.02M and revenue of 322.96M, resulting in a net margin of 51.1%.


Frequently Asked Questions


ELEZY and OHI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELEZY has higher volatility (7.35%) compared to OHI (7.25%). In terms of maximum drawdown, ELEZY dropped -50.29% vs OHI's -94.85%.

ELEZY currently has the higher Sharpe Ratio (1.75 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for ELEZY and OHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer