ENA.DE vs. CHHQY
ENA.DE (Endesa S.A.) and CHHQY (China Hongqiao Group Limited) are both stocks. ENA.DE operates in Utilities - Regulated Electric (Utilities), while CHHQY operates in Aluminum (Basic Materials). Over the past year, ENA.DE returned 40.93% vs 129.33% for CHHQY. At a correlation of -0.04, they often move in opposite directions.
Performance
ENA.DE vs. CHHQY - Performance Comparison
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Different Trading Currencies
ENA.DE is traded in EUR, while CHHQY is traded in USD. To make them comparable, the CHHQY 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 CHHQY's -7.32% return.
ENA.DE
- 1D
- 0.14%
- 1M
- -4.11%
- YTD
- 20.47%
- 6M
- 20.08%
- 1Y
- 40.93%
- 3Y*
- 28.43%
- 5Y*
- —
- 10Y*
- —
CHHQY
- 1D
- -0.14%
- 1M
- -5.26%
- YTD
- -7.32%
- 6M
- -14.25%
- 1Y
- 129.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENA.DE vs. CHHQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ENA.DE Endesa S.A. | 20.47% | 59.64% | 28.44% |
CHHQY China Hongqiao Group Limited | -7.32% | 203.27% | 68.57% |
Correlation
The correlation between ENA.DE and CHHQY is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2024 | -0.04 |
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Return for Risk
ENA.DE vs. CHHQY — Risk / Return Rank
ENA.DE
CHHQY
ENA.DE vs. CHHQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa S.A. (ENA.DE) and China Hongqiao Group Limited (CHHQY). 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 | CHHQY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 2.06 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | 6.35 | 4.86 | +1.50 |
| Martin ratioReturn relative to average drawdown | 14.22 | 13.65 | +0.57 |
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 | CHHQY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.20 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.97 | -0.83 |
Drawdowns
ENA.DE vs. CHHQY - Drawdown Comparison
The maximum ENA.DE drawdown since its inception was -28.96%, which is greater than CHHQY's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for ENA.DE and CHHQY.
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Drawdown Indicators
| ENA.DE | CHHQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.96% | -27.26% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -27.26% | +19.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.36% | — | — |
Current DrawdownCurrent decline from peak | -5.72% | -27.13% | +21.41% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -5.03% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 9.62% | -6.18% |
Volatility
ENA.DE vs. CHHQY - Volatility Comparison
The current volatility for Endesa S.A. (ENA.DE) is 3.07%, while China Hongqiao Group Limited (CHHQY) has a volatility of 11.69%. This indicates that ENA.DE experiences smaller price fluctuations and is considered to be less risky than CHHQY 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 | CHHQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 11.69% | -8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 30.35% | -14.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 60.13% | -38.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.12% | 52.39% | -21.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.12% | 52.39% | -21.27% |
Dividends
ENA.DE vs. CHHQY - Dividend Comparison
ENA.DE's dividend yield for the trailing twelve months is around 3.62%, less than CHHQY's 5.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHHQY China Hongqiao Group Limited | 5.78% | 3.12% | 8.51% | 0.00% | 0.00% | 0.00% |
ENA.DE Endesa S.A. | 3.62% | 4.29% | 2.46% | 11.25% | 5.35% | 2.43% |
Financials
ENA.DE vs. CHHQY - Financials Comparison
This section allows you to compare key financial metrics between Endesa S.A. and China Hongqiao Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ENA.DE and CHHQY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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