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ENGGY vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENGGY and SPYL.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ENGGY vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enagas SA (ENGGY) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-17.13%
11.91%
ENGGY
SPYL.DE

Key characteristics

Sharpe Ratio

ENGGY:

-0.58

SPYL.DE:

2.21

Sortino Ratio

ENGGY:

-0.69

SPYL.DE:

3.06

Omega Ratio

ENGGY:

0.92

SPYL.DE:

1.44

Calmar Ratio

ENGGY:

-0.37

SPYL.DE:

3.38

Martin Ratio

ENGGY:

-1.17

SPYL.DE:

14.72

Ulcer Index

ENGGY:

11.53%

SPYL.DE:

1.89%

Daily Std Dev

ENGGY:

23.29%

SPYL.DE:

12.63%

Max Drawdown

ENGGY:

-40.27%

SPYL.DE:

-8.25%

Current Drawdown

ENGGY:

-33.31%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, ENGGY achieves a 2.48% return, which is significantly lower than SPYL.DE's 3.51% return.


ENGGY

YTD

2.48%

1M

4.74%

6M

-17.14%

1Y

-13.91%

5Y*

-6.76%

10Y*

-1.83%

SPYL.DE

YTD

3.51%

1M

3.15%

6M

19.42%

1Y

26.55%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ENGGY vs. SPYL.DE — Risk-Adjusted Performance Rank

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

ENGGY
The Risk-Adjusted Performance Rank of ENGGY is 1818
Overall Rank
The Sharpe Ratio Rank of ENGGY is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ENGGY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ENGGY is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ENGGY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ENGGY is 1616
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8888
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENGGY vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enagas SA (ENGGY) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for ENGGY, currently valued at -0.73, compared to the broader market-2.000.002.004.00-0.731.91
The chart of Sortino ratio for ENGGY, currently valued at -0.91, compared to the broader market-6.00-4.00-2.000.002.004.00-0.912.66
The chart of Omega ratio for ENGGY, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.36
The chart of Calmar ratio for ENGGY, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.612.94
The chart of Martin ratio for ENGGY, currently valued at -1.41, compared to the broader market0.0010.0020.0030.00-1.4111.53
ENGGY
SPYL.DE

The current ENGGY Sharpe Ratio is -0.58, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ENGGY and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
-0.73
1.91
ENGGY
SPYL.DE

Dividends

ENGGY vs. SPYL.DE - Dividend Comparison

ENGGY's dividend yield for the trailing twelve months is around 9.08%, while SPYL.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ENGGY
Enagas SA
9.08%9.30%11.20%10.86%8.48%8.56%6.85%6.35%5.66%5.89%5.12%6.09%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENGGY vs. SPYL.DE - Drawdown Comparison

The maximum ENGGY drawdown since its inception was -40.27%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for ENGGY and SPYL.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.94%
-1.19%
ENGGY
SPYL.DE

Volatility

ENGGY vs. SPYL.DE - Volatility Comparison

Enagas SA (ENGGY) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) have volatilities of 4.43% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.43%
4.52%
ENGGY
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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