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ELPC vs. NOMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELPC vs. NOMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia (ELPC) and Nomad Foods Limited (NOMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELPC achieves a 32.80% return, which is significantly higher than NOMD's -18.51% return.


ELPC

1D
2.74%
1M
-0.85%
YTD
32.80%
6M
39.70%
1Y
50.35%
3Y*
5Y*
10Y*

NOMD

1D
-1.40%
1M
-3.80%
YTD
-18.51%
6M
-18.97%
1Y
-38.68%
3Y*
-14.32%
5Y*
-17.08%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELPC vs. NOMD - Yearly Performance Comparison


2026 (YTD)202520242023
ELPC
Companhia Paranaense de Energia
32.80%89.60%-30.59%3.55%
NOMD
Nomad Foods Limited
-18.51%-22.15%2.39%-0.18%

Correlation

The correlation between ELPC and NOMD is 0.06, 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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2023

0.12

Fundamentals

Market Cap

ELPC:

$2.16B

NOMD:

$1.40B

EPS

ELPC:

R$14.65

NOMD:

€0.91

PE Ratio

ELPC:

4.09

NOMD:

9.52

PEG Ratio

ELPC:

0.03

NOMD:

15.36

PS Ratio

ELPC:

0.41

NOMD:

0.42

PB Ratio

ELPC:

0.47

NOMD:

0.49

Total Revenue (TTM)

ELPC:

R$27.27B

NOMD:

€3.00B

Gross Profit (TTM)

ELPC:

R$6.94B

NOMD:

€798.02M

EBITDA (TTM)

ELPC:

R$6.34B

NOMD:

€343.69M

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Return for Risk

ELPC vs. NOMD — Risk / Return Rank

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

ELPC
ELPC Risk / Return Rank: 7878
Overall Rank
ELPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ELPC Sortino Ratio Rank: 7373
Sortino Ratio Rank
ELPC Omega Ratio Rank: 7171
Omega Ratio Rank
ELPC Calmar Ratio Rank: 8383
Calmar Ratio Rank
ELPC Martin Ratio Rank: 8484
Martin Ratio Rank

NOMD
NOMD Risk / Return Rank: 77
Overall Rank
NOMD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NOMD Sortino Ratio Rank: 44
Sortino Ratio Rank
NOMD Omega Ratio Rank: 44
Omega Ratio Rank
NOMD Calmar Ratio Rank: 1010
Calmar Ratio Rank
NOMD Martin Ratio Rank: 1515
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.

ELPC vs. NOMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia (ELPC) and Nomad Foods Limited (NOMD). 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.


ELPCNOMDDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.66

Omega ratioGain probability vs. loss probability

1.22

0.77

+0.45

Calmar ratioReturn relative to maximum drawdown

2.88

-0.82

+3.71

Martin ratioReturn relative to average drawdown

7.88

-1.20

+9.08

ELPC vs. NOMD - Sharpe Ratio Comparison

The current ELPC Sharpe Ratio is 1.26, which is higher than the NOMD Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of ELPC and NOMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ELPC vs. NOMD - Drawdown Comparison

The maximum ELPC drawdown since its inception was -31.85%, smaller than the maximum NOMD drawdown of -67.99%. Use the drawdown chart below to compare losses from any high point for ELPC and NOMD.


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Drawdown Indicators


ELPCNOMDDifference

Max Drawdown

Largest peak-to-trough decline

-31.85%

-67.99%

+36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-47.12%

+29.58%

Max Drawdown (3Y)

Largest decline over 3 years

-52.77%

Max Drawdown (5Y)

Largest decline over 5 years

-64.82%

Max Drawdown (10Y)

Largest decline over 10 years

-67.99%

Current Drawdown

Current decline from peak

-13.14%

-65.21%

+52.07%

Average Drawdown

Average peak-to-trough decline

-11.19%

-25.40%

+14.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

32.20%

-25.79%

Volatility

ELPC vs. NOMD - Volatility Comparison

Companhia Paranaense de Energia (ELPC) has a higher volatility of 8.01% compared to Nomad Foods Limited (NOMD) at 6.72%. This indicates that ELPC's price experiences larger fluctuations and is considered to be riskier than NOMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELPCNOMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

6.72%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

30.13%

24.55%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

31.34%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.92%

29.27%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.92%

28.61%

+9.31%

Dividends

ELPC vs. NOMD - Dividend Comparison

ELPC's dividend yield for the trailing twelve months is around 6.88%, which matches NOMD's 6.88% yield.


PositionTTM20252024
ELPC
Companhia Paranaense de Energia
6.88%2.86%5.24%
NOMD
Nomad Foods Limited
6.88%5.44%3.58%

Financials

ELPC vs. NOMD - Financials Comparison

This section allows you to compare key financial metrics between Companhia Paranaense de Energia and Nomad Foods Limited. 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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
6.94B
726.96M
(ELPC) Total Revenue
(NOMD) Total Revenue
Please note, different currencies. ELPC values in BRL, NOMD values in EUR

ELPC vs. NOMD - Profitability Comparison

The chart below illustrates the profitability comparison between Companhia Paranaense de Energia and Nomad Foods Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20222023202420252026
24.9%
25.7%
Portfolio components
ELPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a gross profit of 1.73B and revenue of 6.94B. Therefore, the gross margin over that period was 24.9%.

NOMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nomad Foods Limited reported a gross profit of 186.62M and revenue of 726.96M. Therefore, the gross margin over that period was 25.7%.

ELPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported an operating income of 1.44B and revenue of 6.94B, resulting in an operating margin of 20.7%.

NOMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nomad Foods Limited reported an operating income of 67.70M and revenue of 726.96M, resulting in an operating margin of 9.3%.

ELPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a net income of 679.09M and revenue of 6.94B, resulting in a net margin of 9.8%.

NOMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nomad Foods Limited reported a net income of 29.38M and revenue of 726.96M, resulting in a net margin of 4.0%.


Frequently Asked Questions


ELPC and NOMD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELPC has higher volatility (8.01%) compared to NOMD (6.72%). In terms of maximum drawdown, ELPC dropped -31.85% vs NOMD's -67.99%.

ELPC currently has the higher Sharpe Ratio (1.26 vs -1.24), 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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