ENEL.MI vs. XLM-USD
ENEL.MI (Enel SpA) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, ENEL.MI returned 15.79%/yr vs 60.04%/yr for XLM-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
ENEL.MI vs. XLM-USD - Performance Comparison
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Different Trading Currencies
ENEL.MI is traded in EUR, while XLM-USD is traded in USD. To make them comparable, the XLM-USD 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 XLM-USD's -3.97% return. Over the past 10 years, ENEL.MI has underperformed XLM-USD with an annualized return of 15.79%, while XLM-USD has yielded a comparatively higher 60.04% annualized return.
ENEL.MI
- 1D
- 1.35%
- 1M
- 0.72%
- YTD
- 13.01%
- 6M
- 15.09%
- 1Y
- 29.94%
- 3Y*
- 24.05%
- 5Y*
- 10.38%
- 10Y*
- 15.79%
XLM-USD
- 1D
- 0.00%
- 1M
- 17.98%
- YTD
- -3.97%
- 6M
- -19.29%
- 1Y
- -27.36%
- 3Y*
- 30.86%
- 5Y*
- -10.35%
- 10Y*
- 60.04%
ENEL.MI vs. XLM-USD - Yearly Performance Comparison
Correlation
The correlation between ENEL.MI and XLM-USD is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.06 |
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Return for Risk
ENEL.MI vs. XLM-USD — Risk / Return Rank
ENEL.MI
XLM-USD
ENEL.MI vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) and Stellar (XLM-USD). 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.MI | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | -0.38 | +3.03 |
| Martin ratioReturn relative to average drawdown | 7.83 | -0.55 | +8.37 |
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Drawdowns
ENEL.MI vs. XLM-USD - Drawdown Comparison
The maximum ENEL.MI drawdown since its inception was -56.40%, smaller than the maximum XLM-USD drawdown of -95.92%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and XLM-USD.
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Drawdown Indicators
| ENEL.MI | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -95.92% | +39.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -71.21% | +60.22% |
Max Drawdown (3Y)Largest decline over 3 years | -13.88% | -76.64% | +62.76% |
Max Drawdown (5Y)Largest decline over 5 years | -47.08% | -81.10% | +34.02% |
Max Drawdown (10Y)Largest decline over 10 years | -50.13% | -95.92% | +45.79% |
Current DrawdownCurrent decline from peak | -3.93% | -77.64% | +73.71% |
Average DrawdownAverage peak-to-trough decline | -15.15% | -69.84% | +54.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 50.28% | -46.56% |
Volatility
ENEL.MI vs. XLM-USD - Volatility Comparison
The current volatility for Enel SpA (ENEL.MI) is 5.33%, while Stellar (XLM-USD) has a volatility of 38.95%. This indicates that ENEL.MI experiences smaller price fluctuations and is considered to be less risky than XLM-USD 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 | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 38.95% | -33.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 56.34% | -39.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 70.67% | -51.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 73.08% | -51.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 127.73% | -104.95% |
Frequently Asked Questions
ENEL.MI and XLM-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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