ENEL.MI vs. 1CS.MI
ENEL.MI (Enel SpA) and 1CS.MI (AXA SA) are both stocks. ENEL.MI operates in Utilities - Diversified (Utilities), while 1CS.MI operates in Insurance - Diversified (Financial Services). Over the past 10 years, ENEL.MI returned 15.79%/yr vs 13.16%/yr for 1CS.MI. At a 0.50 correlation, their price movements are largely independent.
Performance
ENEL.MI vs. 1CS.MI - Performance Comparison
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Returns By Period
In the year-to-date period, ENEL.MI achieves a 13.01% return, which is significantly higher than 1CS.MI's 0.98% return. Over the past 10 years, ENEL.MI has outperformed 1CS.MI with an annualized return of 15.79%, while 1CS.MI has yielded a comparatively lower 13.16% annualized return.
ENEL.MI
- 1D
- 1.35%
- 1M
- 0.72%
- YTD
- 13.01%
- 6M
- 15.09%
- 1Y
- 29.94%
- 3Y*
- 24.05%
- 5Y*
- 10.38%
- 10Y*
- 15.79%
1CS.MI
- 1D
- 0.46%
- 1M
- -0.68%
- YTD
- 0.98%
- 6M
- 2.87%
- 1Y
- 0.18%
- 3Y*
- 19.78%
- 5Y*
- 18.23%
- 10Y*
- 13.16%
ENEL.MI vs. 1CS.MI - Yearly Performance Comparison
Correlation
The correlation between ENEL.MI and 1CS.MI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2006 | 0.50 |
The correlation between ENEL.MI and 1CS.MI shifts across timeframes, from 0.34 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ENEL.MI vs. 1CS.MI — Risk / Return Rank
ENEL.MI
1CS.MI
ENEL.MI vs. 1CS.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and AXA SA (1CS.MI). 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.
| ENEL.MI | 1CS.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.01 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | -0.13 | +2.78 |
| Martin ratioReturn relative to average drawdown | 7.83 | -0.23 | +8.06 |
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Drawdowns
ENEL.MI vs. 1CS.MI - Drawdown Comparison
The maximum ENEL.MI drawdown since its inception was -56.40%, smaller than the maximum 1CS.MI drawdown of -81.45%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and 1CS.MI.
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Drawdown Indicators
| ENEL.MI | 1CS.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -81.45% | +25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -13.46% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.88% | -13.46% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -47.08% | -24.58% | -22.50% |
Max Drawdown (10Y)Largest decline over 10 years | -50.13% | -51.02% | +0.89% |
Current DrawdownCurrent decline from peak | -3.93% | -3.74% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -15.15% | -22.07% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 7.67% | -3.95% |
Volatility
ENEL.MI vs. 1CS.MI - Volatility Comparison
The current volatility for Enel SpA (ENEL.MI) is 5.33%, while AXA SA (1CS.MI) has a volatility of 5.71%. This indicates that ENEL.MI experiences smaller price fluctuations and is considered to be less risky than 1CS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENEL.MI | 1CS.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.71% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 18.95% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 25.17% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 24.02% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 27.28% | -4.50% |
Dividends
ENEL.MI vs. 1CS.MI - Dividend Comparison
ENEL.MI's dividend yield for the trailing twelve months is around 4.95%, less than 1CS.MI's 5.91% yield.
Financials
ENEL.MI vs. 1CS.MI - Financials Comparison
This section allows you to compare key financial metrics between Enel SpA and AXA 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ENEL.MI and 1CS.MI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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