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

ENEL.MI vs. FSG.L

Last updated Jun 13, 2026

ENEL.MI (Enel SpA) and FSG.L (Foresight Group Holdings Limited) are both stocks. ENEL.MI operates in Utilities - Diversified (Utilities), while FSG.L operates in Asset Management (Financial Services). Over the past 5 years, ENEL.MI returned 10.38%/yr vs 4.62%/yr for FSG.L. At a 0.08 correlation, their price movements are largely independent.

Performance

ENEL.MI vs. FSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Enel SpA (ENEL.MI) and Foresight Group Holdings Limited (FSG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENEL.MI is traded in EUR, while FSG.L is traded in GBp. To make them comparable, the FSG.L 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 FSG.L's 3.44% return.

ENEL.MI

1D
1.35%
1M
0.51%
YTD
13.01%
6M
15.09%
1Y
29.13%
3Y*
24.05%
5Y*
10.38%
10Y*
15.79%

FSG.L

1D
2.05%
1M
6.21%
YTD
3.44%
6M
8.37%
1Y
13.05%
3Y*
4.65%
5Y*
4.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENEL.MI vs. FSG.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ENEL.MI
Enel SpA		13.01%36.75%8.35%42.63%-23.74%-15.62%
FSG.L
Foresight Group Holdings Limited		3.44%4.96%4.70%5.68%-2.94%4.61%

Correlation

The correlation between ENEL.MI and FSG.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2021

0.08

Compare stocks, funds, or ETFs

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

Enel SpA

Foresight Group Holdings Limited

Often compared with ENEL.MI:
ENEL.MI vs. ENI.MIENEL.MI vs. ENLAYENEL.MI vs. TRN.MIENEL.MI vs. PST.MIENEL.MI vs. DBXI.DEENEL.MI vs. EDPFYENEL.MI vs. ENI.DE
Often compared with FSG.L:
FSG.L vs. MUT.LFSG.L vs. FNX.LFSG.L vs. ISP.MIFSG.L vs. PCFT.LFSG.L vs. LIIFSG.L vs. USLMFSG.L vs. CL

Return for Risk

ENEL.MI vs. FSG.L — 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: 8282
Overall Rank
ENEL.MI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ENEL.MI Sortino Ratio Rank: 7979
Sortino Ratio Rank
ENEL.MI Omega Ratio Rank: 8080
Omega Ratio Rank
ENEL.MI Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENEL.MI Martin Ratio Rank: 8484
Martin Ratio Rank
FSG.L
FSG.L Risk / Return Rank: 5555
Overall Rank
FSG.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FSG.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSG.L Omega Ratio Rank: 5353
Omega Ratio Rank
FSG.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
FSG.L Martin Ratio Rank: 5656
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. FSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and Foresight Group Holdings Limited (FSG.L). 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.MIFSG.LDifference
Sharpe ratioReturn per unit of total volatility
1.51
0.48

+1.03

Sortino ratioReturn per unit of downside risk
2.11
0.81

+1.31

Omega ratioGain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

2.65

0.46

+2.19

Martin ratioReturn relative to average drawdown

7.83

1.10

+6.73

ENEL.MI vs. FSG.L - Sharpe Ratio Comparison

The current ENEL.MI Sharpe Ratio is 1.51, which is higher than the FSG.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ENEL.MI and FSG.L, 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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Drawdowns

ENEL.MI vs. FSG.L - Drawdown Comparison

The maximum ENEL.MI drawdown since its inception was -56.40%, which is greater than FSG.L's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and FSG.L.

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Drawdown Indicators

ENEL.MIFSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.40%

-42.24%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-28.23%

+17.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.88%

-42.24%

+28.36%

Max Drawdown (5Y)

Largest decline over 5 years

-47.08%

-42.24%

-4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-50.13%

—

—

Current Drawdown

Current decline from peak

-3.93%

-15.03%

+11.10%

Average Drawdown

Average peak-to-trough decline

-15.15%

-13.55%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

11.85%

-8.13%

Volatility

ENEL.MI vs. FSG.L - Volatility Comparison

The current volatility for Enel SpA (ENEL.MI) is 5.33%, while Foresight Group Holdings Limited (FSG.L) has a volatility of 7.37%. This indicates that ENEL.MI experiences smaller price fluctuations and is considered to be less risky than FSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ENEL.MIFSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

7.37%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

18.34%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

27.25%

-7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

37.97%

-16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

37.76%

-14.98%

Dividends

ENEL.MI vs. FSG.L - Dividend Comparison

ENEL.MI's dividend yield for the trailing twelve months is around 4.95%, less than FSG.L's 5.76% yield.

PositionTTM20252024202320222021202020192018201720162015
ENEL.MI
Enel SpA		4.95%4.98%5.44%5.56%7.55%5.08%3.96%3.96%4.70%3.51%3.82%3.60%
FSG.L
Foresight Group Holdings Limited		5.76%5.63%5.40%4.66%3.17%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ENEL.MI vs. FSG.L - Financials Comparison

This section allows you to compare key financial metrics between Enel SpA and Foresight Group Holdings Limited. 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, FSG.L values in GBP

Frequently Asked Questions

ENEL.MI and FSG.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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