PortfoliosLab logoPortfoliosLab logo
ENGI.PA vs. 1810.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENGI.PA vs. 1810.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ENGIE SA (ENGI.PA) and Xiaomi Corp (1810.HK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ENGI.PA is traded in EUR, while 1810.HK is traded in HKD. To make them comparable, the 1810.HK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly higher than 1810.HK's -32.77% return.


ENGI.PA

1D
0.36%
1M
0.62%
YTD
28.95%
6M
33.17%
1Y
45.36%
3Y*
34.44%
5Y*
27.00%
10Y*
14.08%

1810.HK

1D
1.49%
1M
-16.70%
YTD
-32.77%
6M
-38.51%
1Y
-49.55%
3Y*
30.70%
5Y*
-0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGI.PA vs. 1810.HK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ENGI.PA
ENGIE SA
28.95%58.96%5.44%30.78%10.71%8.28%-13.06%18.15%-5.06%
1810.HK
Xiaomi Corp
-32.77%0.22%136.95%38.34%-38.63%-38.88%182.70%-14.23%-20.06%

Correlation

The correlation between ENGI.PA and 1810.HK is -0.05, 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

-0.05

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

-0.01

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2018

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ENGI.PA vs. 1810.HK — Risk / Return Rank

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

ENGI.PA
ENGI.PA Risk / Return Rank: 8989
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 9090
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 8787
Martin Ratio Rank

1810.HK
1810.HK Risk / Return Rank: 44
Overall Rank
1810.HK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
1810.HK Sortino Ratio Rank: 11
Sortino Ratio Rank
1810.HK Omega Ratio Rank: 33
Omega Ratio Rank
1810.HK Calmar Ratio Rank: 88
Calmar Ratio Rank
1810.HK Martin Ratio Rank: 66
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.

ENGI.PA vs. 1810.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) and Xiaomi Corp (1810.HK). 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.


ENGI.PA1810.HKDifference
Sharpe ratioReturn per unit of total volatility

+3.72

Sortino ratioReturn per unit of downside risk

+5.52

Omega ratioGain probability vs. loss probability

1.41

0.74

+0.67

Calmar ratioReturn relative to maximum drawdown

3.50

-0.89

+4.39

Martin ratioReturn relative to average drawdown

9.32

-1.52

+10.84

ENGI.PA vs. 1810.HK - Sharpe Ratio Comparison

The current ENGI.PA Sharpe Ratio is 2.28, which is higher than the 1810.HK Sharpe Ratio of -1.44. The chart below compares the historical Sharpe Ratios of ENGI.PA and 1810.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ENGI.PA vs. 1810.HK - Drawdown Comparison

The maximum ENGI.PA drawdown since its inception was -60.64%, smaller than the maximum 1810.HK drawdown of -70.61%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and 1810.HK.


Loading charts...

Drawdown Indicators


ENGI.PA1810.HKDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-70.61%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-56.53%

+43.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-58.77%

+42.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-65.11%

+34.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.75%

Current Drawdown

Current decline from peak

-2.14%

-58.16%

+56.02%

Average Drawdown

Average peak-to-trough decline

-32.61%

-39.70%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

32.80%

-27.78%

Volatility

ENGI.PA vs. 1810.HK - Volatility Comparison

The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while Xiaomi Corp (1810.HK) has a volatility of 8.99%. This indicates that ENGI.PA experiences smaller price fluctuations and is considered to be less risky than 1810.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ENGI.PA1810.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

8.99%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

25.68%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

35.11%

-14.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

43.87%

-22.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

45.65%

-22.35%

Dividends

ENGI.PA vs. 1810.HK - Dividend Comparison

ENGI.PA's dividend yield for the trailing twelve months is around 4.91%, while 1810.HK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
1810.HK
Xiaomi Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENGI.PA
ENGIE SA
4.91%6.60%9.34%8.79%6.35%4.07%0.00%2.57%5.75%5.93%8.25%6.12%

Financials

ENGI.PA vs. 1810.HK - Financials Comparison

This section allows you to compare key financial metrics between ENGIE SA and Xiaomi Corp. 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


Please note, different currencies. ENGI.PA values in EUR, 1810.HK values in HKD

Frequently Asked Questions


ENGI.PA and 1810.HK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ENGI.PA and 1810.HK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer