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ENEL.MI vs. ENLAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENEL.MI vs. ENLAY - Performance Comparison

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

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ENEL.MI vs. ENLAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENEL.MI
Enel SpA
11.92%37.33%9.21%43.23%-23.69%-11.12%21.93%47.28%0.56%25.73%
ENLAY
ENEL Societa per Azioni
12.56%37.76%8.85%43.49%-23.52%-12.85%23.64%42.03%2.17%28.14%
Different Trading Currencies

ENEL.MI is traded in EUR, while ENLAY is traded in USD. To make them comparable, the ENLAY 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 ENLAY's 12.56% return. Both investments have delivered pretty close results over the past 10 years, with ENEL.MI having a 15.10% annualized return and ENLAY not far ahead at 15.60%.


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%

ENLAY

1D
3.02%
1M
-2.43%
YTD
12.56%
6M
22.32%
1Y
37.41%
3Y*
27.95%
5Y*
9.28%
10Y*
15.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENEL.MI vs. ENLAY — 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: 8686
Overall Rank
ENEL.MI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENEL.MI Sortino Ratio Rank: 8282
Sortino Ratio Rank
ENEL.MI Omega Ratio Rank: 8686
Omega Ratio Rank
ENEL.MI Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENEL.MI Martin Ratio Rank: 8989
Martin Ratio Rank

ENLAY
ENLAY Risk / Return Rank: 8989
Overall Rank
ENLAY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENLAY Sortino Ratio Rank: 8686
Sortino Ratio Rank
ENLAY Omega Ratio Rank: 8989
Omega Ratio Rank
ENLAY Calmar Ratio Rank: 8888
Calmar Ratio Rank
ENLAY Martin Ratio Rank: 9191
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.

ENEL.MI vs. ENLAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and ENEL Societa per Azioni (ENLAY). 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.MIENLAYDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.75

0.00

Sortino ratio

Return per unit of downside risk

2.24

2.32

-0.07

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

2.87

3.09

-0.23

Martin ratio

Return relative to average drawdown

9.97

10.60

-0.62

ENEL.MI vs. ENLAY - Sharpe Ratio Comparison

The current ENEL.MI Sharpe Ratio is 1.76, which is comparable to the ENLAY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ENEL.MI and ENLAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENEL.MIENLAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.42

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.63

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.05

Correlation

The correlation between ENEL.MI and ENLAY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ENEL.MI vs. ENLAY - Dividend Comparison

ENEL.MI's dividend yield for the trailing twelve months is around 5.00%, which matches ENLAY's 5.00% yield.


TTM20252024202320222021202020192018201720162015
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%
ENLAY
ENEL Societa per Azioni
5.00%5.04%6.53%5.76%7.96%4.25%3.62%2.25%2.69%3.29%6.03%2.07%

Drawdowns

ENEL.MI vs. ENLAY - Drawdown Comparison

The maximum ENEL.MI drawdown since its inception was -58.83%, which is greater than ENLAY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and ENLAY.


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Drawdown Indicators


ENEL.MIENLAYDifference

Max Drawdown

Largest peak-to-trough decline

-58.83%

-63.03%

+4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-13.01%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-49.87%

-60.68%

+10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-50.08%

-61.26%

+11.18%

Current Drawdown

Current decline from peak

-4.92%

-6.42%

+1.50%

Average Drawdown

Average peak-to-trough decline

-16.58%

-20.78%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.93%

-0.26%

Volatility

ENEL.MI vs. ENLAY - Volatility Comparison

Enel SpA (ENEL.MI) has a higher volatility of 8.67% compared to ENEL Societa per Azioni (ENLAY) at 8.24%. This indicates that ENEL.MI's price experiences larger fluctuations and is considered to be riskier than ENLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENEL.MIENLAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

8.24%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

15.81%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.82%

21.42%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

22.03%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

24.65%

-1.84%

Financials

ENEL.MI vs. ENLAY - Financials Comparison

This section allows you to compare key financial metrics between Enel SpA and ENEL Societa per Azioni. 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. ENEL.MI values in EUR, ENLAY values in USD