ENGIY vs. WPM
ENGIY (Engie SA ADR) and WPM (Wheaton Precious Metals Corp.) are both stocks. ENGIY operates in Utilities - Diversified (Utilities), while WPM operates in Gold (Basic Materials). Over the past 10 years, ENGIY returned 13.87%/yr vs 19.95%/yr for WPM. At a 0.21 correlation, their price movements are largely independent.
Performance
ENGIY vs. WPM - Performance Comparison
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Returns By Period
In the year-to-date period, ENGIY achieves a 21.91% return, which is significantly higher than WPM's -1.95% return. Over the past 10 years, ENGIY has underperformed WPM with an annualized return of 13.87%, while WPM has yielded a comparatively higher 19.95% 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%
WPM
- 1D
- -1.17%
- 1M
- -17.15%
- YTD
- -1.95%
- 6M
- 9.78%
- 1Y
- 30.34%
- 3Y*
- 38.10%
- 5Y*
- 20.76%
- 10Y*
- 19.95%
ENGIY vs. WPM - 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% |
WPM Wheaton Precious Metals Corp. | -1.95% | 110.52% | 15.24% | 27.91% | -7.53% | 4.22% | 41.82% | 54.62% | -10.04% | 16.41% |
Correlation
The correlation between ENGIY and WPM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.21 |
The correlation between ENGIY and WPM shifts across timeframes, from 0.21 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ENGIY:
$91.66B
WPM:
$52.26B
ENGIY:
$2.94
WPM:
$3.96
ENGIY:
10.52
WPM:
29.02
ENGIY:
0.03
WPM:
0.78
ENGIY:
0.57
WPM:
19.02
ENGIY:
2.78
WPM:
5.64
ENGIY:
$145.51B
WPM:
$2.75B
ENGIY:
$40.55B
WPM:
$2.12B
ENGIY:
$29.92B
WPM:
$2.38B
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Return for Risk
ENGIY vs. WPM — Risk / Return Rank
ENGIY
WPM
ENGIY vs. WPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Engie SA ADR (ENGIY) and Wheaton Precious Metals Corp. (WPM). 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 | WPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.15 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 0.99 | +2.23 |
| Martin ratioReturn relative to average drawdown | 8.40 | 2.64 | +5.76 |
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 | WPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.67 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.59 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.55 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.68 | -0.51 |
Drawdowns
ENGIY vs. WPM - Drawdown Comparison
The maximum ENGIY drawdown since its inception was -64.15%, which is greater than WPM's maximum drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for ENGIY and WPM.
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Drawdown Indicators
| ENGIY | WPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -48.64% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -30.84% | +16.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -30.84% | +12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.50% | -43.29% | +8.79% |
Max Drawdown (10Y)Largest decline over 10 years | -48.73% | -48.64% | -0.09% |
Current DrawdownCurrent decline from peak | -7.68% | -30.47% | +22.79% |
Average DrawdownAverage peak-to-trough decline | -35.46% | -18.85% | -16.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 11.53% | -5.98% |
Volatility
ENGIY vs. WPM - Volatility Comparison
The current volatility for Engie SA ADR (ENGIY) is 5.08%, while Wheaton Precious Metals Corp. (WPM) has a volatility of 16.65%. This indicates that ENGIY experiences smaller price fluctuations and is considered to be less risky than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENGIY | WPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 16.65% | -11.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.34% | 38.92% | -21.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 45.46% | -23.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 35.33% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 36.72% | -10.37% |
Dividends
ENGIY vs. WPM - Dividend Comparison
ENGIY's dividend yield for the trailing twelve months is around 3.94%, more than WPM's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WPM Wheaton Precious Metals Corp. | 0.63% | 0.56% | 1.10% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 0.00% |
Financials
ENGIY vs. WPM - Financials Comparison
This section allows you to compare key financial metrics between Engie SA ADR and Wheaton Precious Metals 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.
Total Revenue: Total amount of money received from sales and other business activities
ENGIY vs. WPM - 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%.
WPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a gross profit of 689.26M and revenue of 888.98M. Therefore, the gross margin over that period was 77.5%.
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%.
WPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported an operating income of 666.92M and revenue of 888.98M, resulting in an operating margin of 75.0%.
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%.
WPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a net income of 573.98M and revenue of 888.98M, resulting in a net margin of 64.6%.
Frequently Asked Questions
ENGIY and WPM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPM has higher volatility (16.65%) compared to ENGIY (5.08%). In terms of maximum drawdown, ENGIY dropped -64.15% vs WPM's -48.64%.
ENGIY currently has the higher Sharpe Ratio (2.17 vs 0.67), 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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