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

Performance

ELEZY vs. SDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endesa SA ADR (ELEZY) and Stablecoin Development Corporation (SDEV). 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 25.49% return, which is significantly higher than SDEV's -96.42% return.


ELEZY

1D
-0.05%
1M
5.94%
YTD
25.49%
6M
26.41%
1Y
46.55%
3Y*
34.31%
5Y*
17.78%
10Y*

SDEV

1D
-7.34%
1M
-38.41%
YTD
-96.42%
6M
-92.79%
1Y
-49.07%
3Y*
-76.92%
5Y*
-79.74%
10Y*
-60.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELEZY vs. SDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELEZY
Endesa SA ADR
25.49%75.81%9.78%19.46%-14.63%-12.87%6.49%22.67%-0.34%-4.48%
SDEV
Stablecoin Development Corporation
-96.42%1,319.69%-91.58%-89.54%-85.21%-45.97%8.91%-17.17%-79.93%-14.92%

Correlation

The correlation between ELEZY and SDEV is 0.00, 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

0.00

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

0.02

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

0.00

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

0.00

Fundamentals

Market Cap

ELEZY:

$45.94B

SDEV:

$167.37M

EPS

ELEZY:

€1.11

SDEV:

$12.02

PE Ratio

ELEZY:

17.23

SDEV:

0.08

PS Ratio

ELEZY:

1.89

SDEV:

17.82

PB Ratio

ELEZY:

4.63

SDEV:

1.21

Total Revenue (TTM)

ELEZY:

€21.28B

SDEV:

$2.46M

Gross Profit (TTM)

ELEZY:

€1.31B

SDEV:

-$85.00K

EBITDA (TTM)

ELEZY:

€1.08B

SDEV:

-$5.18M

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. SDEV — Risk / Return Rank

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

ELEZY
ELEZY Risk / Return Rank: 8787
Overall Rank
ELEZY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ELEZY Sortino Ratio Rank: 8484
Sortino Ratio Rank
ELEZY Omega Ratio Rank: 8181
Omega Ratio Rank
ELEZY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ELEZY Martin Ratio Rank: 9191
Martin Ratio Rank

SDEV
SDEV Risk / Return Rank: 4343
Overall Rank
SDEV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SDEV Sortino Ratio Rank: 6666
Sortino Ratio Rank
SDEV Omega Ratio Rank: 6666
Omega Ratio Rank
SDEV Calmar Ratio Rank: 2323
Calmar Ratio Rank
SDEV Martin Ratio Rank: 2828
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. SDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Stablecoin Development Corporation (SDEV). 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.


ELEZYSDEVDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratioReturn relative to maximum drawdown

4.44

-0.53

+4.97

Martin ratioReturn relative to average drawdown

11.94

-0.77

+12.71

ELEZY vs. SDEV - Sharpe Ratio Comparison

The current ELEZY Sharpe Ratio is 1.80, which is higher than the SDEV Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of ELEZY and SDEV, 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. SDEV - Drawdown Comparison

The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum SDEV drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ELEZY and SDEV.


Loading charts...

Drawdown Indicators


ELEZYSDEVDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-100.00%

+49.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-98.95%

+88.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.80%

-99.00%

+78.20%

Max Drawdown (5Y)

Largest decline over 5 years

-43.16%

-99.97%

+56.81%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-2.63%

-100.00%

+97.37%

Average Drawdown

Average peak-to-trough decline

-15.71%

-83.46%

+67.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

67.95%

-63.91%

Volatility

ELEZY vs. SDEV - Volatility Comparison

The current volatility for Endesa SA ADR (ELEZY) is 8.62%, while Stablecoin Development Corporation (SDEV) has a volatility of 21.63%. This indicates that ELEZY experiences smaller price fluctuations and is considered to be less risky than SDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ELEZYSDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

21.63%

-13.01%

Volatility (6M)

Calculated over the trailing 6-month period

21.47%

179.82%

-158.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.85%

244.65%

-217.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.24%

140.48%

-109.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.11%

333.66%

-297.55%

Dividends

ELEZY vs. SDEV - Dividend Comparison

ELEZY's dividend yield for the trailing twelve months is around 3.50%, less than SDEV's 396.04% yield.


PositionTTM2025202420232022202120202019
ELEZY
Endesa SA ADR
3.50%4.12%2.49%11.14%5.31%9.35%2.10%2.80%
SDEV
Stablecoin Development Corporation
396.04%14.18%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ELEZY vs. SDEV - Financials Comparison

This section allows you to compare key financial metrics between Endesa SA ADR and Stablecoin Development Corporation. 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
2.46M
(ELEZY) Total Revenue
(SDEV) Total Revenue
Please note, different currencies. ELEZY values in EUR, SDEV values in USD

Frequently Asked Questions


ELEZY and SDEV have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDEV has higher volatility (21.63%) compared to ELEZY (8.62%). In terms of maximum drawdown, ELEZY dropped -50.29% vs SDEV's -100.00%.

ELEZY currently has the higher Sharpe Ratio (1.80 vs -0.22), 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 SDEV

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