ENGIY vs. ENLAY
ENGIY (Engie SA ADR) and ENLAY (ENEL Societa per Azioni) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, ENGIY returned 13.05%/yr vs 14.95%/yr for ENLAY. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
ENGIY vs. ENLAY - Performance Comparison
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Returns By Period
In the year-to-date period, ENGIY achieves a 17.17% return, which is significantly higher than ENLAY's 13.66% return. Over the past 10 years, ENGIY has underperformed ENLAY with an annualized return of 13.05%, while ENLAY has yielded a comparatively higher 14.95% annualized return.
ENGIY
- 1D
- -0.90%
- 1M
- -5.47%
- 6M
- 4.06%
- YTD
- 17.17%
- 1Y
- 35.90%
- 3Y*
- 28.44%
- 5Y*
- 25.70%
- 10Y*
- 13.05%
- ALL TIME*
- 4.51%
ENLAY
- 1D
- 0.09%
- 1M
- -0.22%
- 6M
- 5.06%
- YTD
- 13.66%
- 1Y
- 33.61%
- 3Y*
- 25.18%
- 5Y*
- 10.93%
- 10Y*
- 14.95%
- ALL TIME*
- 9.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ENGIY Engie SA ADR | $14.74M | $9.33M | $5.93M |
| $3.35M | $3.57M | $4.43M |
ENGIY vs. ENLAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 17.17% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
ENLAY ENEL Societa per Azioni | 13.66% | 56.31% | 2.11% | 47.93% | -27.98% | -18.92% | 34.75% | 38.89% | -2.41% | 46.09% |
Correlation
The correlation between ENGIY and ENLAY is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.58 |
The correlation between ENGIY and ENLAY has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.
Fundamentals
ENGIY:
$75.52B
ENLAY:
$111.18B
ENGIY:
€2.67
ENLAY:
€0.43
ENGIY:
9.70
ENLAY:
22.59
ENGIY:
0.03
ENLAY:
0.98
ENGIY:
0.53
ENLAY:
1.28
ENGIY:
2.33
ENLAY:
2.85
ENGIY:
€145.51B
ENLAY:
€72.93B
ENGIY:
€40.55B
ENLAY:
€24.84B
ENGIY:
€29.92B
ENLAY:
€23.83B
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Return for Risk
ENGIY vs. ENLAY — Risk / Return Rank
ENGIY
ENLAY
ENGIY vs. ENLAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and ENEL Societa per Azioni (ENLAY). 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.
| ENGIY | ENLAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.65 | +0.32 |
| Martin ratioReturn relative to average drawdown | 7.19 | 7.65 | -0.46 |
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Drawdowns
ENGIY vs. ENLAY - Drawdown Comparison
The maximum ENGIY drawdown since its inception was -64.15%, roughly equal to the maximum ENLAY drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for ENGIY and ENLAY.
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Drawdown Indicators
| ENGIY | ENLAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -63.03% | -1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.76% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -15.73% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -34.50% | -55.91% | +21.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -61.26% | +12.53% |
Current DrawdownCurrent decline from peak | -11.27% | -4.05% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -35.23% | -20.49% | -14.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 4.41% | +0.71% |
Volatility
ENGIY vs. ENLAY - Volatility Comparison
Engie SA ADR (ENGIY) has a higher volatility of 8.20% compared to ENEL Societa per Azioni (ENLAY) at 5.57%. This indicates that ENGIY's price experiences larger fluctuations and is considered to be riskier than ENLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGIY | ENLAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.20% | 5.57% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.66% | 18.65% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 21.47% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.27% | 24.70% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 25.88% | +0.21% |
Dividends
ENGIY vs. ENLAY - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 4.10%, less than ENLAY's 5.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 4.10% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
ENLAY ENEL Societa per Azioni | 5.04% | 5.04% | 6.53% | 5.76% | 7.96% | 4.25% | 3.62% | 2.25% | 2.69% | 3.29% | 6.03% | 2.07% |
Financials
ENGIY vs. ENLAY - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR and ENEL Societa per Azioni. 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. ENLAY - Profitability Comparison
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
ENLAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported a gross profit of 4.05B and revenue of 20.93B. Therefore, the gross margin over that period was 19.4%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
ENLAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported an operating income of 4.05B and revenue of 20.93B, resulting in an operating margin of 19.4%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
ENLAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported a net income of 1.89B and revenue of 20.93B, resulting in a net margin of 9.0%.
Frequently Asked Questions
ENGIY and ENLAY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENGIY has higher volatility (8.20%) compared to ENLAY (5.57%). In terms of maximum drawdown, ENGIY dropped -64.15% vs ENLAY's -63.03%.
ENGIY currently has the higher Sharpe Ratio (1.62 vs 1.57), 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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