ENEL.MI vs. TIT.MI
ENEL.MI (Enel SpA) and TIT.MI (Telecom Italia S.p.A.) are both stocks. ENEL.MI operates in Utilities - Diversified (Utilities), while TIT.MI operates in Telecom Services (Communication Services). Over the past 10 years, ENEL.MI returned 15.30%/yr vs -0.22%/yr for TIT.MI. At a 0.46 correlation, their price movements are largely independent.
Performance
ENEL.MI vs. TIT.MI - Performance Comparison
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Returns By Period
In the year-to-date period, ENEL.MI achieves a 11.97% return, which is significantly lower than TIT.MI's 48.93% return. Over the past 10 years, ENEL.MI has outperformed TIT.MI with an annualized return of 15.30%, while TIT.MI has yielded a comparatively lower -0.22% annualized 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%
TIT.MI
- 1D
- 2.08%
- 1M
- 9.91%
- YTD
- 48.93%
- 6M
- 54.43%
- 1Y
- 98.19%
- 3Y*
- 45.06%
- 5Y*
- 11.58%
- 10Y*
- -0.22%
ENEL.MI vs. TIT.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 11.97% | 36.75% | 8.35% | 42.63% | -23.74% | -11.11% | 22.02% | 47.36% | 2.97% | 27.49% |
TIT.MI Telecom Italia S.p.A. | 48.93% | 108.35% | -16.18% | 36.01% | -50.18% | 17.75% | -30.34% | 15.13% | -32.92% | -13.92% |
Correlation
The correlation between ENEL.MI and TIT.MI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2006 | 0.46 |
Over the past year, the correlation between ENEL.MI and TIT.MI has dropped to 0.18 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
ENEL.MI vs. TIT.MI — Risk / Return Rank
ENEL.MI
TIT.MI
ENEL.MI vs. TIT.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and Telecom Italia S.p.A. (TIT.MI). 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 | TIT.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.52 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 7.63 | -4.95 |
| Martin ratioReturn relative to average drawdown | 7.98 | 21.68 | -13.70 |
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 | TIT.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 3.35 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.28 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | -0.01 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.08 | +0.43 |
Drawdowns
ENEL.MI vs. TIT.MI - Drawdown Comparison
The maximum ENEL.MI drawdown since its inception was -56.40%, smaller than the maximum TIT.MI drawdown of -89.18%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and TIT.MI.
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Drawdown Indicators
| ENEL.MI | TIT.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -89.18% | +32.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -13.04% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -13.88% | -35.26% | +21.38% |
Max Drawdown (5Y)Largest decline over 5 years | -47.08% | -65.55% | +18.47% |
Max Drawdown (10Y)Largest decline over 10 years | -50.13% | -80.31% | +30.18% |
Current DrawdownCurrent decline from peak | -4.81% | -51.67% | +46.86% |
Average DrawdownAverage peak-to-trough decline | -15.15% | -57.46% | +42.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 4.59% | -0.91% |
Volatility
ENEL.MI vs. TIT.MI - Volatility Comparison
Enel SpA (ENEL.MI) has a higher volatility of 5.30% compared to Telecom Italia S.p.A. (TIT.MI) at 4.47%. This indicates that ENEL.MI's price experiences larger fluctuations and is considered to be riskier than TIT.MI 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 | TIT.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 4.47% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 19.61% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 29.74% | -10.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 40.53% | -19.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 37.99% | -15.21% |
Dividends
ENEL.MI vs. TIT.MI - Dividend Comparison
ENEL.MI's dividend yield for the trailing twelve months is around 5.00%, while TIT.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIT.MI Telecom Italia S.p.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.30% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ENEL.MI vs. TIT.MI - Financials Comparison
This section allows you to compare key financial metrics between Enel SpA and Telecom Italia S.p.A.. 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
Frequently Asked Questions
ENEL.MI and TIT.MI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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