ELEZY vs. RWEOY

Last updated Apr 2, 2026

Compare and contrast key facts about Endesa SA ADR (ELEZY) and RWE AG PK (RWEOY).

Performance

ELEZY vs. RWEOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endesa SA ADR (ELEZY) and RWE AG PK (RWEOY). The values are adjusted to include any dividend payments, if applicable.

ELEZY vs. RWEOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ELEZY Endesa SA ADR	22.50%	75.81%	9.78%	19.46%	-14.63%	-12.87%	6.49%	22.67%	-0.34%	-4.48%
RWEOY RWE AG PK	27.07%	86.95%	-33.35%	4.97%	11.02%	-1.31%	41.02%	43.23%	13.79%	-11.94%

Fundamentals

Market Cap ELEZY : $45.84B RWEOY : $50.39B
EPS ELEZY : $1.04 RWEOY : $4.27
PE Ratio ELEZY : 20.80 RWEOY : 15.87
PEG Ratio ELEZY : 0.48 RWEOY : 0.15
PS Ratio ELEZY : 2.14 RWEOY : 2.82
PB Ratio ELEZY : 5.38 RWEOY : 1.47
Total Revenue (TTM) ELEZY : $21.36B RWEOY : $17.59B
Gross Profit (TTM) ELEZY : $1.10B RWEOY : $3.73B
EBITDA (TTM) ELEZY : $824.69M RWEOY : $8.49B

Returns By Period

In the year-to-date period, ELEZY achieves a 22.50% return, which is significantly lower than RWEOY's 27.07% return.

ELEZY

• 1D: 3.34%
• 1M: 6.49%
• YTD: 22.50%
• 6M: 36.14%
• 1Y: 70.83%
• 3Y*: 34.86%
• 5Y*: 13.71%
• 10Y*: —

RWEOY

• 1D: 0.65%
• 1M: 5.46%
• YTD: 27.07%
• 6M: 47.52%
• 1Y: 92.73%
• 3Y*: 19.63%
• 5Y*: 13.67%
• 10Y*: 20.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ELEZY vs. RWEOY — Risk / Return Rank

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

ELEZY

ELEZY Risk / Return Rank: 93
ELEZY Sharpe Ratio Rank: 93
ELEZY Sortino Ratio Rank: 90
ELEZY Omega Ratio Rank: 89
ELEZY Calmar Ratio Rank: 96
ELEZY Martin Ratio Rank: 96

RWEOY

RWEOY Risk / Return Rank: 97
RWEOY Sharpe Ratio Rank: 98
RWEOY Sortino Ratio Rank: 97
RWEOY Omega Ratio Rank: 96
RWEOY Calmar Ratio Rank: 98
RWEOY Martin Ratio Rank: 97

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. RWEOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and RWE AG PK (RWEOY). 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	RWEOY	Difference
Sharpe ratio Return per unit of total volatility	2.41	3.52	-1.11
Sortino ratio Return per unit of downside risk	2.96	4.30	-1.34
Omega ratio Gain probability vs. loss probability	1.39	1.58	-0.19
Calmar ratio Return relative to maximum drawdown	6.72	8.64	-1.92
Martin ratio Return relative to average drawdown	18.79	23.83	-5.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELEZY vs. RWEOY - Sharpe Ratio Comparison

The current ELEZY Sharpe Ratio is 2.41, which is lower than the RWEOY Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of ELEZY and RWEOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ELEZY	RWEOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	3.52	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.49	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.01	+0.47

Correlation

The correlation between ELEZY and RWEOY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ELEZY vs. RWEOY - Dividend Comparison

ELEZY's dividend yield for the trailing twelve months is around 3.58%, more than RWEOY's 1.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ELEZY Endesa SA ADR	3.58%	4.12%	2.49%	11.14%	5.31%	9.35%	2.10%	2.80%	0.00%	0.00%	0.00%	0.00%
RWEOY RWE AG PK	1.84%	2.34%	3.68%	2.08%	2.13%	2.47%	1.52%	1.83%	6.13%	0.00%	0.00%	8.71%

Drawdowns

ELEZY vs. RWEOY - Drawdown Comparison

The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum RWEOY drawdown of -90.01%. Use the drawdown chart below to compare losses from any high point for ELEZY and RWEOY.

Drawdown Indicators

	ELEZY	RWEOY	Difference
Max Drawdown Largest peak-to-trough decline	-50.29%	-90.01%	+39.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.31%	-11.02%	+0.71%
Max Drawdown (5Y) Largest decline over 5 years	-50.29%	-35.66%	-14.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.67%	—
Current Drawdown Current decline from peak	0.00%	-18.43%	+18.43%
Average Drawdown Average peak-to-trough decline	-16.10%	-58.78%	+42.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	4.00%	-0.31%

Volatility

ELEZY vs. RWEOY - Volatility Comparison

The current volatility for Endesa SA ADR (ELEZY) is 8.08%, while RWE AG PK (RWEOY) has a volatility of 10.42%. This indicates that ELEZY experiences smaller price fluctuations and is considered to be less risky than RWEOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELEZY	RWEOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.08%	10.42%	-2.34%
Volatility (6M) Calculated over the trailing 6-month period	20.85%	20.45%	+0.40%
Volatility (1Y) Calculated over the trailing 1-year period	29.58%	26.49%	+3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.58%	27.91%	+6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.42%	30.97%	+5.45%

Financials

ELEZY vs. RWEOY - Profitability Comparison

The chart below illustrates the profitability comparison between Endesa SA ADR and RWE AG PK over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ELEZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported a gross profit of -3.64B and revenue of 5.68B. Therefore, the gross margin over that period was -64.1%.

RWEOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported a gross profit of 693.44M and revenue of 4.32B. Therefore, the gross margin over that period was 16.0%.

ELEZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported an operating income of -4.05B and revenue of 5.68B, resulting in an operating margin of -71.3%.

RWEOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported an operating income of 693.44M and revenue of 4.32B, resulting in an operating margin of 16.0%.

ELEZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported a net income of 482.43M and revenue of 5.68B, resulting in a net margin of 8.5%.

RWEOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported a net income of 823.21M and revenue of 4.32B, resulting in a net margin of 19.1%.