ENGIY vs. EONGY

Last updated Jun 19, 2026

ENGIY (Engie SA ADR) and EONGY (E.ON SE ADR) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, ENGIY returned 13.52%/yr vs 13.36%/yr for EONGY. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

ENGIY vs. EONGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engie SA ADR (ENGIY) and E.ON SE ADR (EONGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENGIY achieves a 21.47% return, which is significantly higher than EONGY's 12.84% return. Both investments have delivered pretty close results over the past 10 years, with ENGIY having a 13.52% annualized return and EONGY not far behind at 13.36%.

ENGIY

• 1D: -0.82%
• 1M: -1.88%
• YTD: 21.47%
• 6M: 24.31%
• 1Y: 41.39%
• 3Y*: 32.51%
• 5Y*: 24.98%
• 10Y*: 13.52%

EONGY

• 1D: -0.86%
• 1M: -3.17%
• YTD: 12.84%
• 6M: 16.15%
• 1Y: 21.85%
• 3Y*: 22.91%
• 5Y*: 16.33%
• 10Y*: 13.36%

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

ENGIY vs. EONGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENGIY Engie SA ADR	21.47%	79.77%	-5.17%	35.23%	4.34%	0.59%	-5.38%	19.84%	-11.88%	49.24%
EONGY E.ON SE ADR	12.84%	68.77%	-9.82%	41.96%	-25.33%	30.17%	7.27%	11.88%	-7.04%	62.83%

Correlation

The correlation between ENGIY and EONGY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008	0.64

The correlation between ENGIY and EONGY shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ENGIY : $91.34B EONGY : $54.21B
EPS ENGIY : €2.94 EONGY : €1.33
PE Ratio ENGIY : 9.15 EONGY : 13.65
PEG Ratio ENGIY : 0.03 EONGY : 0.08
PS Ratio ENGIY : 0.50 EONGY : 0.63
PB Ratio ENGIY : 2.42 EONGY : 2.16
Total Revenue (TTM) ENGIY : €145.51B EONGY : €75.47B
Gross Profit (TTM) ENGIY : €40.55B EONGY : €15.73B
EBITDA (TTM) ENGIY : €29.92B EONGY : €9.86B

Return for Risk

ENGIY vs. EONGY — Risk / Return Rank

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

ENGIY

ENGIY Risk / Return Rank: 85
ENGIY Sharpe Ratio Rank: 88
ENGIY Sortino Ratio Rank: 84
ENGIY Omega Ratio Rank: 85
ENGIY Calmar Ratio Rank: 83
ENGIY Martin Ratio Rank: 83

EONGY

EONGY Risk / Return Rank: 70
EONGY Sharpe Ratio Rank: 72
EONGY Sortino Ratio Rank: 64
EONGY Omega Ratio Rank: 63
EONGY Calmar Ratio Rank: 75
EONGY Martin Ratio Rank: 74

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.

ENGIY vs. EONGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and E.ON SE ADR (EONGY). 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	EONGY	Difference
Sharpe ratio: Return per unit of total volatility	1.93	0.95	+0.98
Sortino ratio: Return per unit of downside risk	2.55	1.39	+1.16
Omega ratio: Gain probability vs. loss probability	1.34	1.18	+0.17
Calmar ratio: Return relative to maximum drawdown	2.87	2.01	+0.86
Martin ratio: Return relative to average drawdown	7.33	4.52	+2.82

ENGIY vs. EONGY - Sharpe Ratio Comparison

The current ENGIY Sharpe Ratio is 1.93, which is higher than the EONGY Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ENGIY and EONGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ENGIY vs. EONGY - Drawdown Comparison

The maximum ENGIY drawdown since its inception was -64.15%, smaller than the maximum EONGY drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for ENGIY and EONGY.

Drawdown Indicators

	ENGIY	EONGY	Difference
Max Drawdown Largest peak-to-trough decline	-64.15%	-85.09%	+20.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-10.93%	-3.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	-29.37%	+10.99%
Max Drawdown (5Y) Largest decline over 5 years	-34.50%	-46.78%	+12.28%
Max Drawdown (10Y) Largest decline over 10 years	-48.73%	-46.78%	-1.95%
Current Drawdown Current decline from peak	-8.01%	-27.29%	+19.28%
Average Drawdown Average peak-to-trough decline	-35.40%	-60.98%	+25.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.66%	4.85%	+0.81%

Volatility

ENGIY vs. EONGY - Volatility Comparison

The current volatility for Engie SA ADR (ENGIY) is 4.57%, while E.ON SE ADR (EONGY) has a volatility of 5.57%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than EONGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENGIY	EONGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	5.57%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	17.44%	17.98%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	21.51%	23.02%	-1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.12%	24.57%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.32%	25.14%	+1.18%

Dividends

ENGIY vs. EONGY - Dividend Comparison

ENGIY's dividend yield for the trailing twelve months is around 3.96%, more than EONGY's 3.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENGIY Engie SA ADR	3.96%	6.40%	5.47%	8.78%	6.76%	4.33%	0.00%	5.25%	6.00%	9.09%	12.96%	6.36%
EONGY E.ON SE ADR	3.21%	3.27%	4.98%	4.06%	5.22%	2.91%	3.33%	3.39%	2.77%	4.35%	29.92%	5.47%

Financials

ENGIY vs. EONGY - Profitability Comparison

The chart below illustrates the profitability comparison between Engie SA ADR and E.ON SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

EONGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.

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%.

EONGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.

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%.

EONGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.

Frequently Asked Questions

Can I hold both ENGIY and EONGY in my portfolio?

ENGIY and EONGY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENGIY or EONGY?

EONGY has higher volatility (5.57%) compared to ENGIY (4.57%). In terms of maximum drawdown, ENGIY dropped -64.15% vs EONGY's -85.09%.

Which has better risk-adjusted returns?

ENGIY currently has the higher Sharpe Ratio (1.93 vs 0.95), 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.