ENA.DE vs. CHFFY
ENA.DE (Endesa S.A.) and CHFFY (China Everbright International Ltd ADR) are both stocks. ENA.DE operates in Utilities - Regulated Electric (Utilities), while CHFFY operates in Waste Management (Industrials). Over the past 3 years, ENA.DE returned 28.43%/yr vs 22.83%/yr for CHFFY. At a correlation of -0.01, they often move in opposite directions.
Performance
ENA.DE vs. CHFFY - Performance Comparison
Loading charts...
Different Trading Currencies
ENA.DE is traded in EUR, while CHFFY is traded in USD. To make them comparable, the CHFFY 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 CHFFY's -1.15% return.
ENA.DE
- 1D
- 0.14%
- 1M
- -4.11%
- YTD
- 20.47%
- 6M
- 20.08%
- 1Y
- 40.93%
- 3Y*
- 28.43%
- 5Y*
- —
- 10Y*
- —
CHFFY
- 1D
- -0.14%
- 1M
- 3.11%
- YTD
- -1.15%
- 6M
- -2.00%
- 1Y
- 62.69%
- 3Y*
- 22.83%
- 5Y*
- 9.17%
- 10Y*
- -0.36%
ENA.DE vs. CHFFY - 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% |
CHFFY China Everbright International Ltd ADR | -1.15% | 49.17% | 61.24% | -25.18% | -35.00% | 0.41% |
Correlation
The correlation between ENA.DE and CHFFY is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2021 | -0.01 |
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
ENA.DE vs. CHFFY — Risk / Return Rank
ENA.DE
CHFFY
ENA.DE vs. CHFFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa S.A. (ENA.DE) and China Everbright International Ltd ADR (CHFFY). 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 | CHFFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.50 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.35 | 4.17 | +2.18 |
| Martin ratioReturn relative to average drawdown | 14.22 | 12.03 | +2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ENA.DE | CHFFY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.40 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | -0.05 | +1.19 |
Drawdowns
ENA.DE vs. CHFFY - Drawdown Comparison
The maximum ENA.DE drawdown since its inception was -28.96%, smaller than the maximum CHFFY drawdown of -74.98%. Use the drawdown chart below to compare losses from any high point for ENA.DE and CHFFY.
Loading charts...
Drawdown Indicators
| ENA.DE | CHFFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.96% | -74.98% | +46.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -15.26% | +7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.36% | -25.47% | +5.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -58.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.67% | — |
Current DrawdownCurrent decline from peak | -5.72% | -39.54% | +33.82% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -47.64% | +42.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 5.26% | -1.82% |
Volatility
ENA.DE vs. CHFFY - Volatility Comparison
Endesa S.A. (ENA.DE) and China Everbright International Ltd ADR (CHFFY) have volatilities of 3.07% and 2.93%, 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.
Loading charts...
Volatility by Period
| ENA.DE | CHFFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.93% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 19.18% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 45.54% | -23.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.12% | 40.59% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.12% | 54.33% | -23.21% |
Dividends
ENA.DE vs. CHFFY - Dividend Comparison
ENA.DE's dividend yield for the trailing twelve months is around 3.62%, less than CHFFY's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CHFFY China Everbright International Ltd ADR | 5.35% | 4.55% | 6.62% | 9.70% | 9.03% | 6.09% | 3.23% | 0.00% | 0.00% | 3.25% | 2.92% |
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% |
Financials
ENA.DE vs. CHFFY - Financials Comparison
This section allows you to compare key financial metrics between Endesa S.A. and China Everbright International Ltd 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
Frequently Asked Questions
ENA.DE and CHFFY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENA.DE and CHFFY
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