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ENI.MI vs. SHEL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENI.MI vs. SHEL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eni S.p.A. (ENI.MI) and Shell plc (SHEL). The values are adjusted to include any dividend payments, if applicable.

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ENI.MI vs. SHEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENI.MI
Eni S.p.A.
48.32%32.30%-8.72%23.40%16.20%52.36%-33.91%6.73%4.79%-5.53%
SHEL
Shell plc
28.36%7.67%5.67%16.59%44.61%44.31%-45.93%8.78%-2.87%6.72%
Different Trading Currencies

ENI.MI is traded in EUR, while SHEL is traded in USD. To make them comparable, the SHEL 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 48.32% return, which is significantly higher than SHEL's 28.36% return. Over the past 10 years, ENI.MI has outperformed SHEL with an annualized return of 13.40%, while SHEL has yielded a comparatively lower 11.46% annualized return.


ENI.MI

1D
-4.73%
1M
17.52%
YTD
48.32%
6M
62.36%
1Y
75.22%
3Y*
30.73%
5Y*
25.91%
10Y*
13.40%

SHEL

1D
-1.15%
1M
10.42%
YTD
28.36%
6M
31.31%
1Y
22.27%
3Y*
19.14%
5Y*
24.96%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENI.MI vs. SHEL — Risk / Return Rank

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

ENI.MI
ENI.MI Risk / Return Rank: 9494
Overall Rank
ENI.MI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENI.MI Sortino Ratio Rank: 9595
Sortino Ratio Rank
ENI.MI Omega Ratio Rank: 9797
Omega Ratio Rank
ENI.MI Calmar Ratio Rank: 8888
Calmar Ratio Rank
ENI.MI Martin Ratio Rank: 9494
Martin Ratio Rank

SHEL
SHEL Risk / Return Rank: 7676
Overall Rank
SHEL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7272
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7474
Omega Ratio Rank
SHEL Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8080
Martin Ratio Rank
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.

ENI.MI vs. SHEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) and Shell plc (SHEL). 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.


ENI.MISHELDifference

Sharpe ratio

Return per unit of total volatility

3.36

0.88

+2.48

Sortino ratio

Return per unit of downside risk

3.66

1.24

+2.42

Omega ratio

Gain probability vs. loss probability

1.62

1.18

+0.44

Calmar ratio

Return relative to maximum drawdown

3.50

1.05

+2.45

Martin ratio

Return relative to average drawdown

15.00

2.78

+12.22

ENI.MI vs. SHEL - Sharpe Ratio Comparison

The current ENI.MI Sharpe Ratio is 3.36, which is higher than the SHEL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ENI.MI and SHEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENI.MISHELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

0.88

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.01

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.37

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.61

0.23

-1.84

Correlation

The correlation between ENI.MI and SHEL is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ENI.MI vs. SHEL - Dividend Comparison

ENI.MI's dividend yield for the trailing twelve months is around 4.35%, more than SHEL's 3.14% yield.


TTM20252024202320222021202020192018201720162015
ENI.MI
Eni S.p.A.
4.35%6.32%7.41%5.93%6.55%5.48%6.43%6.07%5.96%5.80%5.17%6.96%
SHEL
Shell plc
3.14%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%

Drawdowns

ENI.MI vs. SHEL - Drawdown Comparison

The maximum ENI.MI drawdown since its inception was -100.00%, which is greater than SHEL's maximum drawdown of -69.27%. Use the drawdown chart below to compare losses from any high point for ENI.MI and SHEL.


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Drawdown Indicators


ENI.MISHELDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-71.57%

-28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

-17.84%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.25%

-25.04%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-59.77%

-71.57%

+11.80%

Current Drawdown

Current decline from peak

-100.00%

-1.04%

-98.96%

Average Drawdown

Average peak-to-trough decline

-98.15%

-16.83%

-81.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

5.08%

-0.07%

Volatility

ENI.MI vs. SHEL - Volatility Comparison

Eni S.p.A. (ENI.MI) has a higher volatility of 10.01% compared to Shell plc (SHEL) at 5.68%. This indicates that ENI.MI's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENI.MISHELDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

5.68%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

15.98%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

25.39%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

24.78%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

30.72%

-4.57%

Financials

ENI.MI vs. SHEL - Financials Comparison

This section allows you to compare key financial metrics between Eni S.p.A. and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ENI.MI values in EUR, SHEL values in USD