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ENA.DE vs. IBDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ENA.DE vs. IBDRY

Last updated Jun 5, 2026

ENA.DE (Endesa S.A.) and IBDRY (Iberdrola SA) are both stocks. Both are in the Utilities sector — ENA.DE in Utilities - Regulated Electric, IBDRY in Utilities - Diversified. Over the past 3 years, ENA.DE returned 28.43%/yr vs 24.93%/yr for IBDRY. At a 0.24 correlation, their price movements are largely independent.

Performance

ENA.DE vs. IBDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Endesa S.A. (ENA.DE) and Iberdrola SA (IBDRY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ENA.DE is traded in EUR, while IBDRY is traded in USD. To make them comparable, the IBDRY 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 IBDRY's 7.72% return.

ENA.DE

1D
0.14%
1M
-4.11%
YTD
20.47%
6M
20.08%
1Y
40.93%
3Y*
28.43%
5Y*
—
10Y*
—

IBDRY

1D
0.00%
1M
-1.33%
YTD
7.72%
6M
10.22%
1Y
27.87%
3Y*
24.93%
5Y*
18.14%
10Y*
18.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENA.DE vs. IBDRY - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ENA.DE
Endesa S.A.		20.47%59.64%12.63%17.18%-8.69%2.39%
IBDRY
Iberdrola SA		7.74%46.08%17.28%13.84%10.01%4.32%

Correlation

The correlation between ENA.DE and IBDRY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.24

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Endesa S.A.

Iberdrola SA

Often compared with ENA.DE:
ENA.DE vs. CHHQYENA.DE vs. 0288.HKENA.DE vs. OROVYENA.DE vs. 0902.HKENA.DE vs. CHFFYENA.DE vs. 0941.HKENA.DE vs. 0857.HK
Often compared with IBDRY:
IBDRY vs. ENLAYIBDRY vs. ^IBEXIBDRY vs. VSTIBDRY vs. ALIZYIBDRY vs. ^GSPCIBDRY vs. ENPHIBDRY vs. WMT

Return for Risk

ENA.DE vs. IBDRY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENA.DE
ENA.DE Risk / Return Rank: 9191
Overall Rank
ENA.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENA.DE Omega Ratio Rank: 8888
Omega Ratio Rank
ENA.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ENA.DE Martin Ratio Rank: 9292
Martin Ratio Rank
IBDRY
IBDRY Risk / Return Rank: 8383
Overall Rank
IBDRY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBDRY Sortino Ratio Rank: 7979
Sortino Ratio Rank
IBDRY Omega Ratio Rank: 8080
Omega Ratio Rank
IBDRY Calmar Ratio Rank: 8484
Calmar Ratio Rank
IBDRY Martin Ratio Rank: 8484
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.

ENA.DE vs. IBDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endesa S.A. (ENA.DE) and Iberdrola SA (IBDRY). 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.DEIBDRYDifference
Sharpe ratioReturn per unit of total volatility
2.25
1.74

+0.51

Sortino ratioReturn per unit of downside risk
3.16
2.36

+0.80

Omega ratioGain probability vs. loss probability

1.40

1.32

+0.08

Calmar ratioReturn relative to maximum drawdown

6.35

3.84

+2.51

Martin ratioReturn relative to average drawdown

14.22

8.66

+5.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENA.DE vs. IBDRY - Sharpe Ratio Comparison

The current ENA.DE Sharpe Ratio is 2.25, which is comparable to the IBDRY Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of ENA.DE and IBDRY, 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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Sharpe Ratios by Period

ENA.DEIBDRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.74

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.95

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.32

+0.81

Drawdowns

ENA.DE vs. IBDRY - Drawdown Comparison

The maximum ENA.DE drawdown since its inception was -28.96%, smaller than the maximum IBDRY drawdown of -72.32%. Use the drawdown chart below to compare losses from any high point for ENA.DE and IBDRY.

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Drawdown Indicators

ENA.DEIBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-28.96%

-72.32%

+43.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-7.28%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.36%

-15.65%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

—

-19.70%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.35%

—

Current Drawdown

Current decline from peak

-5.72%

-4.80%

-0.92%

Average Drawdown

Average peak-to-trough decline

-5.01%

-23.01%

+18.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.23%

+0.21%

Volatility

ENA.DE vs. IBDRY - Volatility Comparison

The current volatility for Endesa S.A. (ENA.DE) is 3.07%, while Iberdrola SA (IBDRY) has a volatility of 4.52%. This indicates that ENA.DE experiences smaller price fluctuations and is considered to be less risky than IBDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ENA.DEIBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

4.52%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

12.34%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

22.03%

16.06%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.12%

19.21%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.12%

22.04%

+9.08%

Dividends

ENA.DE vs. IBDRY - Dividend Comparison

ENA.DE's dividend yield for the trailing twelve months is around 3.62%, more than IBDRY's 3.45% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IBDRY
Iberdrola SA		3.45%4.18%4.38%4.11%4.14%3.77%2.83%3.01%3.76%7.28%10.00%1.71%

Financials

ENA.DE vs. IBDRY - Financials Comparison

This section allows you to compare key financial metrics between Endesa S.A. and Iberdrola SA. 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

Please note, different currencies. ENA.DE values in EUR, IBDRY values in USD

Frequently Asked Questions

ENA.DE and IBDRY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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