ENGIY vs. SAN
ENGIY (Engie SA ADR) and SAN (Banco Santander, S.A.) are both stocks. ENGIY operates in Utilities - Diversified (Utilities), while SAN operates in Banks - Diversified (Financial Services). Over the past 10 years, ENGIY returned 14.69%/yr vs 16.85%/yr for SAN. At a 0.48 correlation, their price movements are largely independent.
Performance
ENGIY vs. SAN - Performance Comparison
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Returns By Period
In the year-to-date period, ENGIY achieves a 26.05% return, which is significantly higher than SAN's 11.07% return. Over the past 10 years, ENGIY has underperformed SAN with an annualized return of 14.69%, while SAN has yielded a comparatively higher 16.85% annualized return.
ENGIY
- 1D
- 0.41%
- 1M
- -0.50%
- YTD
- 26.05%
- 6M
- 29.40%
- 1Y
- 45.49%
- 3Y*
- 35.41%
- 5Y*
- 24.42%
- 10Y*
- 14.69%
SAN
- 1D
- 2.47%
- 1M
- 7.79%
- YTD
- 11.07%
- 6M
- 14.69%
- 1Y
- 63.16%
- 3Y*
- 60.71%
- 5Y*
- 29.56%
- 10Y*
- 16.85%
ENGIY vs. SAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 26.05% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
SAN Banco Santander, S.A. | 11.07% | 164.72% | 14.96% | 46.20% | -6.62% | 10.41% | -21.99% | -2.32% | -28.49% | 32.28% |
Correlation
The correlation between ENGIY and SAN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.48 |
Over the past year, the correlation between ENGIY and SAN has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Fundamentals
ENGIY:
$94.78B
SAN:
$188.90B
ENGIY:
€2.94
SAN:
€1.06
ENGIY:
9.40
SAN:
10.47
ENGIY:
0.03
SAN:
0.55
ENGIY:
0.51
SAN:
2.27
ENGIY:
2.49
SAN:
1.54
ENGIY:
€145.51B
SAN:
€74.92B
ENGIY:
€40.55B
SAN:
€46.97B
ENGIY:
€29.92B
SAN:
€21.14B
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Return for Risk
ENGIY vs. SAN — Risk / Return Rank
ENGIY
SAN
ENGIY vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and Banco Santander, S.A. (SAN). 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 | SAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.13 | +0.03 |
| Martin ratioReturn relative to average drawdown | 8.15 | 9.63 | -1.48 |
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Drawdowns
ENGIY vs. SAN - Drawdown Comparison
The maximum ENGIY drawdown since its inception was -64.15%, smaller than the maximum SAN drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for ENGIY and SAN.
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Drawdown Indicators
| ENGIY | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -82.94% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -20.29% | +5.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -20.29% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -34.50% | -43.23% | +8.73% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -73.84% | +25.11% |
Current DrawdownCurrent decline from peak | -4.54% | -1.37% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -35.43% | -30.66% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 6.58% | -0.98% |
Volatility
ENGIY vs. SAN - Volatility Comparison
The current volatility for Engie SA ADR (ENGIY) is 4.97%, while Banco Santander, S.A. (SAN) has a volatility of 10.68%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGIY | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 10.68% | -5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 27.49% | -10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 33.65% | -12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 33.89% | -9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.33% | 35.85% | -9.52% |
Dividends
ENGIY vs. SAN - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 3.81%, more than SAN's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.81% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
SAN Banco Santander, S.A. | 2.17% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
Financials
ENGIY vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR and Banco Santander, S.A.. 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. SAN - 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%.
SAN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a gross profit of 12.95B and revenue of 31.44B. Therefore, the gross margin over that period was 41.2%.
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%.
SAN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported an operating income of 5.11B and revenue of 31.44B, resulting in an operating margin of 16.3%.
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%.
SAN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a net income of 5.54B and revenue of 31.44B, resulting in a net margin of 17.6%.
Frequently Asked Questions
ENGIY and SAN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAN has higher volatility (10.68%) compared to ENGIY (4.97%). In terms of maximum drawdown, ENGIY dropped -64.15% vs SAN's -82.94%.
ENGIY currently has the higher Sharpe Ratio (2.13 vs 1.89), 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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