ELEZY vs. SSEZY
ELEZY (Endesa SA ADR) and SSEZY (SSE PLC ADR) are both stocks. Both are in the Utilities sector — ELEZY in Utilities - Regulated Electric, SSEZY in Utilities - Diversified. Over the past 5 years, ELEZY returned 18.34%/yr vs 12.82%/yr for SSEZY. At a 0.28 correlation, their price movements are largely independent.
Performance
ELEZY vs. SSEZY - Performance Comparison
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Returns By Period
In the year-to-date period, ELEZY achieves a 24.36% return, which is significantly higher than SSEZY's 4.22% return.
ELEZY
- 1D
- 1.77%
- 1M
- 5.12%
- YTD
- 24.36%
- 6M
- 24.22%
- 1Y
- 46.80%
- 3Y*
- 33.05%
- 5Y*
- 18.34%
- 10Y*
- —
SSEZY
- 1D
- -1.25%
- 1M
- -0.96%
- YTD
- 4.22%
- 6M
- 6.77%
- 1Y
- 28.32%
- 3Y*
- 13.35%
- 5Y*
- 12.82%
- 10Y*
- 9.97%
ELEZY vs. SSEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 24.36% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
SSEZY SSE PLC ADR | 4.22% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | -7.18% |
Correlation
The correlation between ELEZY and SSEZY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.28 |
The correlation between ELEZY and SSEZY shifts across timeframes, from 0.28 (all time) to 0.40 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
ELEZY:
$45.53B
SSEZY:
$37.27B
ELEZY:
€1.11
SSEZY:
£2.08
ELEZY:
17.23
SSEZY:
11.23
ELEZY:
1.89
SSEZY:
1.33
ELEZY:
4.63
SSEZY:
1.80
ELEZY:
€21.28B
SSEZY:
£20.39B
ELEZY:
€1.31B
SSEZY:
£7.78B
ELEZY:
€1.08B
SSEZY:
£6.60B
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Return for Risk
ELEZY vs. SSEZY — Risk / Return Rank
ELEZY
SSEZY
ELEZY vs. SSEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA ADR (ELEZY) and SSE PLC ADR (SSEZY). 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 | SSEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 1.58 | +2.74 |
| Martin ratioReturn relative to average drawdown | 11.52 | 3.69 | +7.84 |
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Drawdowns
ELEZY vs. SSEZY - Drawdown Comparison
The maximum ELEZY drawdown since its inception was -50.29%, smaller than the maximum SSEZY drawdown of -54.69%. Use the drawdown chart below to compare losses from any high point for ELEZY and SSEZY.
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Drawdown Indicators
| ELEZY | SSEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -54.69% | +4.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -18.01% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -29.71% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.16% | -31.90% | -11.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.77% | — |
Current DrawdownCurrent decline from peak | -3.51% | -17.12% | +13.61% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -15.55% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 7.70% | -3.63% |
Volatility
ELEZY vs. SSEZY - Volatility Comparison
Endesa SA ADR (ELEZY) and SSE PLC ADR (SSEZY) have volatilities of 7.35% and 7.58%, 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.
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Volatility by Period
| ELEZY | SSEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 7.58% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 21.10% | 20.61% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.89% | 30.93% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.23% | 25.89% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.08% | 28.30% | +7.78% |
Dividends
ELEZY vs. SSEZY - Dividend Comparison
ELEZY's dividend yield for the trailing twelve months is around 3.53%, more than SSEZY's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSEZY SSE PLC ADR | 2.78% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Financials
ELEZY vs. SSEZY - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA ADR and SSE PLC ADR. 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. SSEZY - 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%.
SSEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.
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%.
SSEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.
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%.
SSEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.
Frequently Asked Questions
ELEZY and SSEZY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSEZY has higher volatility (7.58%) compared to ELEZY (7.35%). In terms of maximum drawdown, ELEZY dropped -50.29% vs SSEZY's -54.69%.
ELEZY currently has the higher Sharpe Ratio (1.75 vs 0.92), 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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