ENEL.MI vs. BNB-USD

Last updated Jun 13, 2026

ENEL.MI (Enel SpA) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, ENEL.MI returned 10.38%/yr vs 11.38%/yr for BNB-USD. At a 0.06 correlation, their price movements are largely independent.

Performance

ENEL.MI vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Enel SpA (ENEL.MI) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ENEL.MI is traded in EUR, while BNB-USD is traded in USD. To make them comparable, the BNB-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENEL.MI achieves a 13.01% return, which is significantly higher than BNB-USD's -29.05% 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%

BNB-USD

• 1D: 0.00%
• 1M: -10.21%
• YTD: -29.05%
• 6M: -30.55%
• 1Y: -8.09%
• 3Y*: 33.48%
• 5Y*: 11.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENEL.MI vs. BNB-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENEL.MI Enel SpA	13.01%	36.75%	8.35%	42.63%	-23.74%	-11.11%	22.02%	47.36%	2.97%	-4.29%
BNB-USD BNB	-29.05%	8.59%	138.07%	23.88%	-48.99%	1,380.50%	147.80%	131.75%	-27.85%	316.04%

Correlation

The correlation between ENEL.MI and BNB-USD 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 (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.06

Return for Risk

ENEL.MI vs. BNB-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENEL.MI

ENEL.MI Risk / Return Rank: 82
ENEL.MI Sharpe Ratio Rank: 83
ENEL.MI Sortino Ratio Rank: 79
ENEL.MI Omega Ratio Rank: 80
ENEL.MI Calmar Ratio Rank: 81
ENEL.MI Martin Ratio Rank: 84

BNB-USD

BNB-USD Risk / Return Rank: 84
BNB-USD Sharpe Ratio Rank: 83
BNB-USD Sortino Ratio Rank: 83
BNB-USD Omega Ratio Rank: 82
BNB-USD Calmar Ratio Rank: 87
BNB-USD Martin Ratio Rank: 87

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.

ENEL.MI vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and BNB (BNB-USD). 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	BNB-USD	Difference
Sharpe ratio: Return per unit of total volatility	1.51	-0.15	+1.66
Sortino ratio: Return per unit of downside risk	2.11	0.17	+1.95
Omega ratio: Gain probability vs. loss probability	1.29	1.02	+0.27
Calmar ratio: Return relative to maximum drawdown	2.65	-0.14	+2.80
Martin ratio: Return relative to average drawdown	7.83	-0.23	+8.05

ENEL.MI vs. BNB-USD - Sharpe Ratio Comparison

The current ENEL.MI Sharpe Ratio is 1.51, which is higher than the BNB-USD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ENEL.MI and BNB-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ENEL.MI vs. BNB-USD - Drawdown Comparison

The maximum ENEL.MI drawdown since its inception was -56.40%, smaller than the maximum BNB-USD drawdown of -77.70%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and BNB-USD.

Drawdown Indicators

	ENEL.MI	BNB-USD	Difference
Max Drawdown Largest peak-to-trough decline	-56.40%	-77.70%	+21.30%
Max Drawdown (1Y) Largest decline over 1 year	-10.99%	-55.91%	+44.92%
Max Drawdown (3Y) Largest decline over 3 years	-13.88%	-55.91%	+42.03%
Max Drawdown (5Y) Largest decline over 5 years	-47.08%	-66.07%	+18.99%
Max Drawdown (10Y) Largest decline over 10 years	-50.13%	—	—
Current Drawdown Current decline from peak	-3.93%	-53.62%	+49.69%
Average Drawdown Average peak-to-trough decline	-15.15%	-36.69%	+21.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	42.49%	-38.77%

Volatility

ENEL.MI vs. BNB-USD - Volatility Comparison

The current volatility for Enel SpA (ENEL.MI) is 5.33%, while BNB (BNB-USD) has a volatility of 16.31%. This indicates that ENEL.MI experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENEL.MI	BNB-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	16.31%	-10.98%
Volatility (6M) Calculated over the trailing 6-month period	17.28%	34.88%	-17.60%
Volatility (1Y) Calculated over the trailing 1-year period	19.27%	45.11%	-25.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.09%	50.15%	-29.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.78%	78.83%	-56.05%

Frequently Asked Questions

Can I hold both ENEL.MI and BNB-USD in my portfolio?

ENEL.MI and BNB-USD 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.