ENI.MI vs. COP
ENI.MI (Eni S.p.A.) and COP (ConocoPhillips Company) are both stocks. Both are in the Energy sector — ENI.MI in Oil & Gas Integrated, COP in Oil & Gas E&P. Over the past 10 years, ENI.MI returned 12.61%/yr vs 13.30%/yr for COP. At a 0.45 correlation, their price movements are largely independent.
Performance
ENI.MI vs. COP - Performance Comparison
Loading charts...
Different Trading Currencies
ENI.MI is traded in EUR, while COP is traded in USD. To make them comparable, the COP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENI.MI achieves a 47.16% return, which is significantly higher than COP's 28.83% return. Over the past 10 years, ENI.MI has underperformed COP with an annualized return of 12.61%, while COP has yielded a comparatively higher 13.30% annualized return.
ENI.MI
- 1D
- -2.27%
- 1M
- -0.34%
- YTD
- 47.16%
- 6M
- 49.00%
- 1Y
- 77.29%
- 3Y*
- 29.49%
- 5Y*
- 25.09%
- 10Y*
- 12.61%
COP
- 1D
- 1.49%
- 1M
- 0.90%
- YTD
- 28.83%
- 6M
- 26.15%
- 1Y
- 27.86%
- 3Y*
- 5.21%
- 5Y*
- 19.57%
- 10Y*
- 13.30%
ENI.MI vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 47.16% | 32.29% | -8.74% | 23.38% | 16.23% | 52.33% | -33.91% | 6.74% | 4.80% | -5.53% |
COP ConocoPhillips Company | 28.83% | -13.93% | -6.22% | -1.07% | 82.33% | 100.56% | -41.31% | 9.04% | 21.06% | -1.81% |
Correlation
The correlation between ENI.MI and COP is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.45 |
The correlation between ENI.MI and COP has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENI.MI vs. COP — Risk / Return Rank
ENI.MI
COP
ENI.MI vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) and ConocoPhillips Company (COP). 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.
| ENI.MI | COP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.16 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 6.15 | 1.66 | +4.49 |
| Martin ratioReturn relative to average drawdown | 24.16 | 3.83 | +20.33 |
Loading charts...
Drawdowns
ENI.MI vs. COP - Drawdown Comparison
The maximum ENI.MI drawdown since its inception was -59.75%, smaller than the maximum COP drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for ENI.MI and COP.
Loading charts...
Drawdown Indicators
| ENI.MI | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.75% | -68.91% | +9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -16.89% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.53% | -38.11% | +14.58% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -41.06% | +14.80% |
Max Drawdown (10Y)Largest decline over 10 years | -59.75% | -68.91% | +9.16% |
Current DrawdownCurrent decline from peak | -5.63% | -16.54% | +10.91% |
Average DrawdownAverage peak-to-trough decline | -16.90% | -20.86% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 7.29% | -4.09% |
Volatility
ENI.MI vs. COP - Volatility Comparison
The current volatility for Eni S.p.A. (ENI.MI) is 7.00%, while ConocoPhillips Company (COP) has a volatility of 9.20%. This indicates that ENI.MI experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENI.MI | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 9.20% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 20.94% | 24.45% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.18% | 30.96% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.60% | 33.35% | -9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 38.30% | -11.95% |
Dividends
ENI.MI vs. COP - Dividend Comparison
ENI.MI's dividend yield for the trailing twelve months is around 4.52%, more than COP's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.82% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
ENI.MI Eni S.p.A. | 4.52% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.06% | 5.96% | 5.80% | 5.17% | 6.96% |
Financials
ENI.MI vs. COP - Financials Comparison
This section allows you to compare key financial metrics between Eni S.p.A. and ConocoPhillips Company. 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
Frequently Asked Questions
ENI.MI and COP have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENI.MI and COP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer