ENA.DE vs. 0941.HK
ENA.DE (Endesa S.A.) and 0941.HK (China Mobile Ltd) are both stocks. ENA.DE operates in Utilities - Regulated Electric (Utilities), while 0941.HK operates in Telecom Services (Communication Services). Over the past 3 years, ENA.DE returned 28.43%/yr vs 13.36%/yr for 0941.HK. At a 0.05 correlation, their price movements are largely independent.
Performance
ENA.DE vs. 0941.HK - Performance Comparison
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Different Trading Currencies
ENA.DE is traded in EUR, while 0941.HK is traded in HKD. To make them comparable, the 0941.HK values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENA.DE achieves a 20.47% return, which is significantly higher than 0941.HK's 4.27% return.
ENA.DE
- 1D
- 0.14%
- 1M
- -4.11%
- YTD
- 20.47%
- 6M
- 20.08%
- 1Y
- 40.93%
- 3Y*
- 28.43%
- 5Y*
- —
- 10Y*
- —
0941.HK
- 1D
- -1.00%
- 1M
- 1.82%
- YTD
- 4.27%
- 6M
- -2.92%
- 1Y
- -0.28%
- 3Y*
- 13.36%
- 5Y*
- 20.14%
- 10Y*
- 4.92%
ENA.DE vs. 0941.HK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ENA.DE Endesa S.A. | 20.47% | 59.64% | 12.63% | 17.18% | -8.69% | 2.39% |
0941.HK China Mobile Ltd | 4.27% | -0.40% | 35.42% | 30.43% | 28.31% | -0.74% |
Correlation
The correlation between ENA.DE and 0941.HK is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2021 | 0.05 |
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Return for Risk
ENA.DE vs. 0941.HK — Risk / Return Rank
ENA.DE
0941.HK
ENA.DE vs. 0941.HK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa S.A. (ENA.DE) and China Mobile Ltd (0941.HK). 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.
| ENA.DE | 0941.HK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.01 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 6.35 | -0.02 | +6.37 |
| Martin ratioReturn relative to average drawdown | 14.22 | -0.04 | +14.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENA.DE | 0941.HK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | -0.02 | +2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.14 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.18 | +0.95 |
Drawdowns
ENA.DE vs. 0941.HK - Drawdown Comparison
The maximum ENA.DE drawdown since its inception was -28.96%, smaller than the maximum 0941.HK drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for ENA.DE and 0941.HK.
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Drawdown Indicators
| ENA.DE | 0941.HK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.96% | -60.16% | +31.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -15.25% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.36% | -15.25% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.61% | — |
Current DrawdownCurrent decline from peak | -5.72% | -5.50% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -29.90% | +24.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 7.08% | -3.64% |
Volatility
ENA.DE vs. 0941.HK - Volatility Comparison
Endesa S.A. (ENA.DE) has a higher volatility of 3.07% compared to China Mobile Ltd (0941.HK) at 2.67%. This indicates that ENA.DE's price experiences larger fluctuations and is considered to be riskier than 0941.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENA.DE | 0941.HK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.67% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 10.05% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 13.47% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.12% | 18.12% | +13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.12% | 21.07% | +10.05% |
Dividends
ENA.DE vs. 0941.HK - Dividend Comparison
ENA.DE's dividend yield for the trailing twelve months is around 3.62%, less than 0941.HK's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0941.HK China Mobile Ltd | 6.18% | 6.41% | 6.53% | 7.16% | 8.95% | 7.24% | 7.36% | 4.45% | 4.52% | 3.62% | 3.27% | 3.32% |
ENA.DE Endesa S.A. | 3.62% | 4.29% | 2.46% | 11.25% | 5.35% | 2.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ENA.DE vs. 0941.HK - Financials Comparison
This section allows you to compare key financial metrics between Endesa S.A. and China Mobile Ltd. 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
Frequently Asked Questions
ENA.DE and 0941.HK have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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