ENI.MI vs. STZ
ENI.MI (Eni S.p.A.) and STZ (Constellation Brands, Inc.) are both stocks. ENI.MI operates in Oil & Gas Integrated (Energy), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, ENI.MI returned 12.23%/yr vs 0.48%/yr for STZ. At a 0.18 correlation, their price movements are largely independent.
Performance
ENI.MI vs. STZ - Performance Comparison
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Different Trading Currencies
ENI.MI is traded in EUR, while STZ is traded in USD. To make them comparable, the STZ 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 48.39% return, which is significantly higher than STZ's 5.52% return. Over the past 10 years, ENI.MI has outperformed STZ with an annualized return of 12.23%, while STZ has yielded a comparatively lower 0.48% annualized return.
ENI.MI
- 1D
- -0.17%
- 1M
- 4.03%
- YTD
- 48.39%
- 6M
- 48.74%
- 1Y
- 85.61%
- 3Y*
- 29.38%
- 5Y*
- 25.78%
- 10Y*
- 12.23%
STZ
- 1D
- 0.00%
- 1M
- -2.74%
- YTD
- 5.52%
- 6M
- 1.57%
- 1Y
- -16.75%
- 3Y*
- -16.66%
- 5Y*
- -7.21%
- 10Y*
- 0.48%
ENI.MI vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 48.39% | 32.30% | -8.72% | 23.40% | 16.20% | 52.36% | -33.91% | 6.73% | 4.79% | -5.53% |
STZ Constellation Brands, Inc. | 5.52% | -43.59% | -0.98% | 2.66% | -0.63% | 24.80% | 7.73% | 22.55% | -25.38% | 32.17% |
Correlation
The correlation between ENI.MI and STZ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.18 |
The correlation between ENI.MI and STZ shifts across timeframes, from 0.07 (5 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ENI.MI vs. STZ — Risk / Return Rank
ENI.MI
STZ
ENI.MI vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) and Constellation Brands, Inc. (STZ). 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.MI | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.39 | ||
| Sortino ratioReturn per unit of downside risk | +4.85 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 0.92 | +0.75 |
| Calmar ratioReturn relative to maximum drawdown | 7.01 | -0.63 | +7.64 |
| Martin ratioReturn relative to average drawdown | 28.32 | -1.08 | +29.40 |
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
| ENI.MI | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.82 | -0.57 | +4.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | -0.30 | +1.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.02 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.39 | -0.02 |
Drawdowns
ENI.MI vs. STZ - Drawdown Comparison
The maximum ENI.MI drawdown since its inception was -59.77%, which is greater than STZ's maximum drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for ENI.MI and STZ.
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Drawdown Indicators
| ENI.MI | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -56.22% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -26.54% | +13.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.50% | -54.50% | +31.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | -54.67% | +28.42% |
Max Drawdown (10Y)Largest decline over 10 years | -59.77% | -54.67% | -5.10% |
Current DrawdownCurrent decline from peak | -4.81% | -49.11% | +44.30% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -15.21% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 15.58% | -12.47% |
Volatility
ENI.MI vs. STZ - Volatility Comparison
The current volatility for Eni S.p.A. (ENI.MI) is 7.51%, while Constellation Brands, Inc. (STZ) has a volatility of 8.93%. This indicates that ENI.MI experiences smaller price fluctuations and is considered to be less risky than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENI.MI | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 8.93% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 23.35% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.05% | 29.77% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.54% | 24.51% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 27.23% | -0.89% |
Dividends
ENI.MI vs. STZ - Dividend Comparison
ENI.MI's dividend yield for the trailing twelve months is around 4.48%, more than STZ's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 4.48% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% |
STZ Constellation Brands, Inc. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
ENI.MI vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Eni S.p.A. and Constellation Brands, Inc.. 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 STZ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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