ENGIY vs. CIEN
ENGIY (Engie SA ADR) and CIEN (Ciena Corporation) are both stocks. ENGIY operates in Utilities - Diversified (Utilities), while CIEN operates in Communication Equipment (Technology). Over the past 10 years, ENGIY returned 13.87%/yr vs 36.28%/yr for CIEN. At a 0.26 correlation, their price movements are largely independent.
Performance
ENGIY vs. CIEN - Performance Comparison
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Returns By Period
In the year-to-date period, ENGIY achieves a 21.91% return, which is significantly lower than CIEN's 99.54% return. Over the past 10 years, ENGIY has underperformed CIEN with an annualized return of 13.87%, while CIEN has yielded a comparatively higher 36.28% annualized return.
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
CIEN
- 1D
- -4.41%
- 1M
- -14.86%
- YTD
- 99.54%
- 6M
- 119.17%
- 1Y
- 541.74%
- 3Y*
- 124.31%
- 5Y*
- 50.68%
- 10Y*
- 36.28%
ENGIY vs. CIEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
CIEN Ciena Corporation | 99.54% | 175.76% | 88.42% | -11.71% | -33.77% | 45.64% | 23.80% | 25.89% | 62.02% | -14.26% |
Correlation
The correlation between ENGIY and CIEN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.26 |
The correlation between ENGIY and CIEN shifts across timeframes, from 0.07 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ENGIY:
$91.66B
CIEN:
$68.28B
ENGIY:
$2.94
CIEN:
$3.01
ENGIY:
10.52
CIEN:
154.94
ENGIY:
0.57
CIEN:
12.19
ENGIY:
2.78
CIEN:
23.61
ENGIY:
$145.51B
CIEN:
$5.57B
ENGIY:
$40.55B
CIEN:
$2.40B
ENGIY:
$29.92B
CIEN:
$670.55M
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Return for Risk
ENGIY vs. CIEN — Risk / Return Rank
ENGIY
CIEN
ENGIY vs. CIEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and Ciena Corporation (CIEN). 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.
| ENGIY | CIEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.76 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 21.37 | -18.15 |
| Martin ratioReturn relative to average drawdown | 8.40 | 100.03 | -91.63 |
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
| ENGIY | CIEN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 8.23 | -6.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.05 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.82 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.07 | +0.10 |
Drawdowns
ENGIY vs. CIEN - Drawdown Comparison
The maximum ENGIY drawdown since its inception was -64.15%, smaller than the maximum CIEN drawdown of -99.51%. Use the drawdown chart below to compare losses from any high point for ENGIY and CIEN.
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Drawdown Indicators
| ENGIY | CIEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -99.51% | +35.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -25.57% | +11.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -45.51% | +27.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.50% | -49.54% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -49.54% | +0.81% |
Current DrawdownCurrent decline from peak | -7.68% | -55.41% | +47.73% |
Average DrawdownAverage peak-to-trough decline | -35.46% | -87.11% | +51.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 5.45% | +0.10% |
Volatility
ENGIY vs. CIEN - Volatility Comparison
The current volatility for Engie SA ADR (ENGIY) is 5.08%, while Ciena Corporation (CIEN) has a volatility of 25.17%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than CIEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGIY | CIEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 25.17% | -20.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.34% | 55.99% | -38.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 66.51% | -44.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 48.49% | -24.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 44.33% | -17.98% |
Dividends
ENGIY vs. CIEN - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 3.94%, while CIEN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIEN Ciena Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
Financials
ENGIY vs. CIEN - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR and Ciena Corporation. 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
ENGIY vs. CIEN - Profitability Comparison
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
CIEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
CIEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
CIEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.
Frequently Asked Questions
ENGIY and CIEN have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIEN has higher volatility (25.17%) compared to ENGIY (5.08%). In terms of maximum drawdown, ENGIY dropped -64.15% vs CIEN's -99.51%.
CIEN currently has the higher Sharpe Ratio (8.23 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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