ELEZY vs. SJ.TO
ELEZY (Endesa SA ADR) and SJ.TO (Stella-Jones Inc.) are both stocks. ELEZY operates in Utilities - Regulated Electric (Utilities), while SJ.TO operates in Lumber & Wood Production (Basic Materials). Over the past 5 years, ELEZY returned 17.78%/yr vs 10.56%/yr for SJ.TO. At a 0.08 correlation, their price movements are largely independent.
Performance
ELEZY vs. SJ.TO - Performance Comparison
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Different Trading Currencies
ELEZY is traded in USD, while SJ.TO is traded in CAD. To make them comparable, the SJ.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ELEZY achieves a 25.49% return, which is significantly higher than SJ.TO's -5.77% return.
ELEZY
- 1D
- -0.05%
- 1M
- 1.64%
- YTD
- 25.49%
- 6M
- 26.41%
- 1Y
- 48.09%
- 3Y*
- 34.31%
- 5Y*
- 17.78%
- 10Y*
- —
SJ.TO
- 1D
- 0.76%
- 1M
- 8.31%
- YTD
- -5.77%
- 6M
- -8.01%
- 1Y
- 2.49%
- 3Y*
- 6.77%
- 5Y*
- 10.56%
- 10Y*
- 5.87%
ELEZY vs. SJ.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 25.49% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
SJ.TO Stella-Jones Inc. | -5.77% | 27.33% | -13.70% | 65.25% | 16.37% | -12.11% | 28.35% | 0.14% | -26.86% | 4.14% |
Correlation
The correlation between ELEZY and SJ.TO is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.08 |
Fundamentals
ELEZY:
$45.94B
SJ.TO:
CA$4.46B
ELEZY:
€1.11
SJ.TO:
CA$5.52
ELEZY:
17.23
SJ.TO:
14.79
ELEZY:
0.40
SJ.TO:
0.93
ELEZY:
1.89
SJ.TO:
1.28
ELEZY:
4.63
SJ.TO:
2.13
ELEZY:
€21.28B
SJ.TO:
CA$3.51B
ELEZY:
€1.31B
SJ.TO:
CA$678.00M
ELEZY:
€1.08B
SJ.TO:
CA$617.00M
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Return for Risk
ELEZY vs. SJ.TO — Risk / Return Rank
ELEZY
SJ.TO
ELEZY vs. SJ.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and Stella-Jones Inc. (SJ.TO). 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 | SJ.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 0.09 | +4.35 |
| Martin ratioReturn relative to average drawdown | 11.94 | 0.24 | +11.70 |
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Drawdowns
ELEZY vs. SJ.TO - Drawdown Comparison
The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum SJ.TO drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for ELEZY and SJ.TO.
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Drawdown Indicators
| ELEZY | SJ.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -78.70% | +28.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -29.37% | +18.48% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -35.89% | +15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -43.16% | -35.89% | -7.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.01% | — |
Current DrawdownCurrent decline from peak | -2.63% | -20.71% | +18.08% |
Average DrawdownAverage peak-to-trough decline | -15.71% | -17.17% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 10.38% | -6.34% |
Volatility
ELEZY vs. SJ.TO - Volatility Comparison
Endesa SA ADR (ELEZY) has a higher volatility of 8.62% compared to Stella-Jones Inc. (SJ.TO) at 6.37%. This indicates that ELEZY's price experiences larger fluctuations and is considered to be riskier than SJ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELEZY | SJ.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 6.37% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 20.42% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.85% | 26.40% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 27.71% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.11% | 26.70% | +9.41% |
Dividends
ELEZY vs. SJ.TO - Dividend Comparison
ELEZY's dividend yield for the trailing twelve months is around 3.50%, more than SJ.TO's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.50% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
SJ.TO Stella-Jones Inc. | 1.18% | 1.46% | 1.57% | 1.19% | 1.65% | 1.80% | 1.30% | 1.49% | 1.21% | 0.87% | 0.92% | 0.61% |
Financials
ELEZY vs. SJ.TO - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA ADR and Stella-Jones 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.
Total Revenue: Total amount of money received from sales and other business activities
ELEZY vs. SJ.TO - 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%.
SJ.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a gross profit of 150.00M and revenue of 791.00M. Therefore, the gross margin over that period was 19.0%.
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%.
SJ.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported an operating income of 93.00M and revenue of 791.00M, resulting in an operating margin of 11.8%.
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%.
SJ.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a net income of 60.00M and revenue of 791.00M, resulting in a net margin of 7.6%.
Frequently Asked Questions
ELEZY and SJ.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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