ENG.MC vs. AMEW.DE

Last updated Jun 5, 2026

ENG.MC (Enagás S.A) is a stock, while AMEW.DE (Amundi MSCI World UCITS ETF EUR) is Global Equities fund tracking the MSCI World. Over the past 10 years, ENG.MC returned 3.34%/yr vs 12.59%/yr for AMEW.DE. At a 0.25 correlation, their price movements are largely independent.

Performance

ENG.MC vs. AMEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Enagás S.A (ENG.MC) and Amundi MSCI World UCITS ETF EUR (AMEW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENG.MC achieves a 29.51% return, which is significantly higher than AMEW.DE's 10.74% return. Over the past 10 years, ENG.MC has underperformed AMEW.DE with an annualized return of 3.34%, while AMEW.DE has yielded a comparatively higher 12.59% annualized return.

ENG.MC

• 1D: -0.70%
• 1M: 0.89%
• YTD: 29.51%
• 6M: 26.25%
• 1Y: 30.57%
• 3Y*: 7.35%
• 5Y*: 6.71%
• 10Y*: 3.34%

AMEW.DE

• 1D: -0.03%
• 1M: 3.73%
• YTD: 10.74%
• 6M: 10.75%
• 1Y: 23.28%
• 3Y*: 17.26%
• 5Y*: 12.62%
• 10Y*: 12.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENG.MC vs. AMEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENG.MC Enagás S.A	29.51%	20.08%	-14.01%	8.97%	-16.65%	23.54%	-14.53%	3.18%	5.01%	4.86%
AMEW.DE Amundi MSCI World UCITS ETF EUR	10.74%	7.42%	25.77%	19.94%	-13.88%	32.66%	5.32%	31.10%	-5.22%	7.54%

Correlation

The correlation between ENG.MC and AMEW.DE is -0.09, 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	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Feb 6, 2012	0.25

The correlation between ENG.MC and AMEW.DE shifts across timeframes, from -0.09 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ENG.MC vs. AMEW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENG.MC

ENG.MC Risk / Return Rank: 84
ENG.MC Sharpe Ratio Rank: 78
ENG.MC Sortino Ratio Rank: 84
ENG.MC Omega Ratio Rank: 83
ENG.MC Calmar Ratio Rank: 90
ENG.MC Martin Ratio Rank: 86

AMEW.DE

AMEW.DE Risk / Return Rank: 68
AMEW.DE Sharpe Ratio Rank: 64
AMEW.DE Sortino Ratio Rank: 65
AMEW.DE Omega Ratio Rank: 67
AMEW.DE Calmar Ratio Rank: 72
AMEW.DE Martin Ratio Rank: 75

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.

ENG.MC vs. AMEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enagás S.A (ENG.MC) and Amundi MSCI World UCITS ETF EUR (AMEW.DE). 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.

	ENG.MC	AMEW.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.33	2.10	-0.78
Sortino ratio: Return per unit of downside risk	2.64	2.94	-0.30
Omega ratio: Gain probability vs. loss probability	1.34	1.39	-0.06
Calmar ratio: Return relative to maximum drawdown	4.61	3.54	+1.07
Martin ratio: Return relative to average drawdown	9.09	13.99	-4.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENG.MC vs. AMEW.DE - Sharpe Ratio Comparison

The current ENG.MC Sharpe Ratio is 1.33, which is lower than the AMEW.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ENG.MC and AMEW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ENG.MC	AMEW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	2.10	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.88	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.83	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.87	-0.41

Drawdowns

ENG.MC vs. AMEW.DE - Drawdown Comparison

The maximum ENG.MC drawdown since its inception was -47.99%, which is greater than AMEW.DE's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for ENG.MC and AMEW.DE.

Drawdown Indicators

	ENG.MC	AMEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-47.99%	-33.73%	-14.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.41%	-6.61%	+0.20%
Max Drawdown (3Y) Largest decline over 3 years	-21.72%	-21.69%	-0.03%
Max Drawdown (5Y) Largest decline over 5 years	-31.36%	-21.69%	-9.67%
Max Drawdown (10Y) Largest decline over 10 years	-38.56%	-33.73%	-4.83%
Current Drawdown Current decline from peak	-1.39%	-0.31%	-1.08%
Average Drawdown Average peak-to-trough decline	-11.89%	-4.29%	-7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	1.67%	+1.60%

Volatility

ENG.MC vs. AMEW.DE - Volatility Comparison

Enagás S.A (ENG.MC) has a higher volatility of 4.22% compared to Amundi MSCI World UCITS ETF EUR (AMEW.DE) at 2.60%. This indicates that ENG.MC's price experiences larger fluctuations and is considered to be riskier than AMEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENG.MC	AMEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	2.60%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	19.73%	7.64%	+12.09%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	11.11%	+11.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	14.16%	+5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.19%	15.03%	+6.16%

Dividends

ENG.MC vs. AMEW.DE - Dividend Comparison

ENG.MC's dividend yield for the trailing twelve months is around 5.87%, while AMEW.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMEW.DE Amundi MSCI World UCITS ETF EUR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENG.MC Enagás S.A	5.87%	7.60%	12.26%	11.32%	11.00%	8.27%	9.08%	6.85%	6.30%	5.94%	5.59%	5.03%

Frequently Asked Questions

Can I hold both ENG.MC and AMEW.DE in my portfolio?

ENG.MC and AMEW.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.