ENEL.MI vs. EDPFY
Compare and contrast key facts about Enel SpA (ENEL.MI) and EDP Energias de Portugal SA ADR (EDPFY).
Performance
ENEL.MI vs. EDPFY - Performance Comparison
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ENEL.MI vs. EDPFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 11.92% | 37.33% | 9.21% | 43.23% | -23.69% | -11.12% | 21.93% | 47.28% | 0.56% | 25.73% |
EDPFY EDP Energias de Portugal SA ADR | 18.49% | 33.47% | -28.26% | 2.12% | 0.51% | -6.85% | 49.77% | 34.16% | 12.10% | 5.50% |
Different Trading Currencies
ENEL.MI is traded in EUR, while EDPFY is traded in USD. To make them comparable, the EDPFY 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 11.92% return, which is significantly lower than EDPFY's 18.49% return. Over the past 10 years, ENEL.MI has outperformed EDPFY with an annualized return of 15.10%, while EDPFY has yielded a comparatively lower 10.35% annualized return.
ENEL.MI
- 1D
- 3.38%
- 1M
- -2.93%
- YTD
- 11.92%
- 6M
- 21.92%
- 1Y
- 36.56%
- 3Y*
- 27.51%
- 5Y*
- 9.42%
- 10Y*
- 15.10%
EDPFY
- 1D
- 1.57%
- 1M
- 1.68%
- YTD
- 18.49%
- 6M
- 12.40%
- 1Y
- 57.22%
- 3Y*
- 2.43%
- 5Y*
- 3.15%
- 10Y*
- 10.35%
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Return for Risk
ENEL.MI vs. EDPFY — Risk / Return Rank
ENEL.MI
EDPFY
ENEL.MI vs. EDPFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and EDP Energias de Portugal SA ADR (EDPFY). 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.
| ENEL.MI | EDPFY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.39 | -0.63 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.74 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.42 | -0.55 |
Martin ratioReturn relative to average drawdown | 9.97 | 8.85 | +1.12 |
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
| ENEL.MI | EDPFY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.39 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.13 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.39 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.19 | +0.11 |
Correlation
The correlation between ENEL.MI and EDPFY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ENEL.MI vs. EDPFY - Dividend Comparison
ENEL.MI's dividend yield for the trailing twelve months is around 5.00%, more than EDPFY's 4.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 5.00% | 5.29% | 6.24% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 2.36% | 2.14% | 1.91% | 2.31% |
EDPFY EDP Energias de Portugal SA ADR | 4.25% | 4.95% | 6.52% | 4.16% | 4.01% | 4.15% | 4.87% | 4.91% | 6.74% | 6.11% | 10.79% | 5.70% |
Drawdowns
ENEL.MI vs. EDPFY - Drawdown Comparison
The maximum ENEL.MI drawdown since its inception was -58.83%, smaller than the maximum EDPFY drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and EDPFY.
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Drawdown Indicators
| ENEL.MI | EDPFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.83% | -67.95% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -16.26% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -49.87% | -42.77% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -50.08% | -48.34% | -1.74% |
Current DrawdownCurrent decline from peak | -4.92% | -2.46% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -28.60% | +12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 6.45% | -2.78% |
Volatility
ENEL.MI vs. EDPFY - Volatility Comparison
Enel SpA (ENEL.MI) has a higher volatility of 8.67% compared to EDP Energias de Portugal SA ADR (EDPFY) at 7.60%. This indicates that ENEL.MI's price experiences larger fluctuations and is considered to be riskier than EDPFY 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 | EDPFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 7.60% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 16.01% | 17.61% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 24.12% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 24.92% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.81% | 26.33% | -3.52% |
Financials
ENEL.MI vs. EDPFY - Financials Comparison
This section allows you to compare key financial metrics between Enel SpA and EDP Energias de Portugal SA 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