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

Performance

ENEL.MI vs. PRX.AS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ENEL.MI achieves a 11.97% return, which is significantly higher than PRX.AS's -24.28% return.


ENEL.MI

1D
1.36%
1M
0.73%
YTD
11.97%
6M
13.51%
1Y
27.95%
3Y*
23.67%
5Y*
10.34%
10Y*
15.30%

PRX.AS

1D
1.27%
1M
-2.41%
YTD
-24.28%
6M
-22.05%
1Y
-14.97%
3Y*
9.95%
5Y*
0.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENEL.MI vs. PRX.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ENEL.MI
Enel SpA
11.97%36.75%8.35%42.63%-23.74%-11.11%22.02%8.94%
PRX.AS
Prosus N.V.
-24.28%38.26%42.45%-8.48%-11.92%-16.44%33.22%-12.47%

Correlation

The correlation between ENEL.MI and PRX.AS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.21

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.26

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Return for Risk

ENEL.MI vs. PRX.AS — 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: 8282
Calmar Ratio Rank
ENEL.MI Martin Ratio Rank: 8585
Martin Ratio Rank

PRX.AS
PRX.AS Risk / Return Rank: 2323
Overall Rank
PRX.AS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PRX.AS Sortino Ratio Rank: 1919
Sortino Ratio Rank
PRX.AS Omega Ratio Rank: 2020
Omega Ratio Rank
PRX.AS Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRX.AS Martin Ratio Rank: 2828
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. PRX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and Prosus N.V. (PRX.AS). 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.MIPRX.ASDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.29

0.93

+0.36

Calmar ratioReturn relative to maximum drawdown

2.67

-0.42

+3.09

Martin ratioReturn relative to average drawdown

7.98

-0.78

+8.76

ENEL.MI vs. PRX.AS - Sharpe Ratio Comparison

The current ENEL.MI Sharpe Ratio is 1.53, which is higher than the PRX.AS Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ENEL.MI and PRX.AS, 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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Sharpe Ratios by Period


ENEL.MIPRX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

-0.51

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.02

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.06

+0.28

Drawdowns

ENEL.MI vs. PRX.AS - Drawdown Comparison

The maximum ENEL.MI drawdown since its inception was -56.40%, smaller than the maximum PRX.AS drawdown of -63.11%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and PRX.AS.


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Drawdown Indicators


ENEL.MIPRX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-56.40%

-63.11%

+6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-38.15%

+27.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.88%

-38.15%

+24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-47.08%

-53.19%

+6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-50.13%

Current Drawdown

Current decline from peak

-4.81%

-35.65%

+30.84%

Average Drawdown

Average peak-to-trough decline

-15.15%

-26.31%

+11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

20.68%

-17.00%

Volatility

ENEL.MI vs. PRX.AS - Volatility Comparison

The current volatility for Enel SpA (ENEL.MI) is 5.30%, while Prosus N.V. (PRX.AS) has a volatility of 15.22%. This indicates that ENEL.MI experiences smaller price fluctuations and is considered to be less risky than PRX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENEL.MIPRX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

15.22%

-9.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

26.82%

-9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

31.55%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

40.47%

-19.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

39.37%

-16.59%

Dividends

ENEL.MI vs. PRX.AS - Dividend Comparison

ENEL.MI's dividend yield for the trailing twelve months is around 5.00%, more than PRX.AS's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
ENEL.MI
Enel SpA
5.00%4.98%5.44%5.56%7.55%5.08%3.96%3.96%4.70%3.51%3.82%3.60%
PRX.AS
Prosus N.V.
0.50%0.38%0.26%0.26%0.47%0.41%0.27%0.00%0.00%0.00%0.00%0.00%

Financials

ENEL.MI vs. PRX.AS - Financials Comparison

This section allows you to compare key financial metrics between Enel SpA and Prosus N.V.. 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


Values in EUR except per share items

Frequently Asked Questions


ENEL.MI and PRX.AS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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