PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENLAY vs. AV.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENLAY and AV.L is 0.47, 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.


-0.50.00.51.00.5

Performance

ENLAY vs. AV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ENEL Societa per Azioni (ENLAY) and Aviva plc (AV.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.29%
-0.53%
ENLAY
AV.L

Key characteristics

Sharpe Ratio

ENLAY:

1.04

AV.L:

1.06

Sortino Ratio

ENLAY:

1.49

AV.L:

1.62

Omega Ratio

ENLAY:

1.19

AV.L:

1.19

Calmar Ratio

ENLAY:

0.63

AV.L:

2.07

Martin Ratio

ENLAY:

3.06

AV.L:

5.30

Ulcer Index

ENLAY:

6.42%

AV.L:

3.45%

Daily Std Dev

ENLAY:

18.84%

AV.L:

17.13%

Max Drawdown

ENLAY:

-63.91%

AV.L:

-57.98%

Current Drawdown

ENLAY:

-14.52%

AV.L:

-3.54%

Fundamentals

Market Cap

ENLAY:

$72.57B

AV.L:

£13.30B

EPS

ENLAY:

$0.55

AV.L:

£0.46

PE Ratio

ENLAY:

12.85

AV.L:

10.78

PEG Ratio

ENLAY:

0.69

AV.L:

2.37

Total Revenue (TTM)

ENLAY:

$58.22B

AV.L:

£10.84B

Gross Profit (TTM)

ENLAY:

$13.26B

AV.L:

£21.79B

EBITDA (TTM)

ENLAY:

$20.85B

AV.L:

£220.00M

Returns By Period

In the year-to-date period, ENLAY achieves a 2.70% return, which is significantly lower than AV.L's 5.80% return. Over the past 10 years, ENLAY has outperformed AV.L with an annualized return of 10.40%, while AV.L has yielded a comparatively lower 4.09% annualized return.


ENLAY

YTD

2.70%

1M

0.50%

6M

-0.29%

1Y

17.58%

5Y*

0.87%

10Y*

10.40%

AV.L

YTD

5.80%

1M

0.40%

6M

2.78%

1Y

19.47%

5Y*

9.20%

10Y*

4.09%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ENLAY vs. AV.L — Risk-Adjusted Performance Rank

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

ENLAY
The Risk-Adjusted Performance Rank of ENLAY is 7272
Overall Rank
The Sharpe Ratio Rank of ENLAY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ENLAY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ENLAY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ENLAY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ENLAY is 7373
Martin Ratio Rank

AV.L
The Risk-Adjusted Performance Rank of AV.L is 7979
Overall Rank
The Sharpe Ratio Rank of AV.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AV.L is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AV.L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AV.L is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AV.L is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENLAY vs. AV.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ENEL Societa per Azioni (ENLAY) and Aviva plc (AV.L). 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.


Sharpe ratio
The chart of Sharpe ratio for ENLAY, currently valued at 1.04, compared to the broader market-2.000.002.001.040.99
The chart of Sortino ratio for ENLAY, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.006.001.491.49
The chart of Omega ratio for ENLAY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.18
The chart of Calmar ratio for ENLAY, currently valued at 0.62, compared to the broader market0.002.004.006.000.621.40
The chart of Martin ratio for ENLAY, currently valued at 2.95, compared to the broader market-10.000.0010.0020.0030.002.953.37
ENLAY
AV.L

The current ENLAY Sharpe Ratio is 1.04, which is comparable to the AV.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of ENLAY and AV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.04
0.99
ENLAY
AV.L

Dividends

ENLAY vs. AV.L - Dividend Comparison

ENLAY's dividend yield for the trailing twelve months is around 6.41%, less than AV.L's 6.90% yield.


TTM20242023202220212020201920182017201620152014
ENLAY
ENEL Societa per Azioni
6.41%6.48%5.73%7.92%5.44%3.62%3.97%4.82%3.22%4.17%3.57%4.03%
AV.L
Aviva plc
6.90%7.30%7.32%29.66%5.20%4.00%7.22%7.52%4.79%4.41%3.68%3.15%

Drawdowns

ENLAY vs. AV.L - Drawdown Comparison

The maximum ENLAY drawdown since its inception was -63.91%, which is greater than AV.L's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for ENLAY and AV.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.52%
-4.89%
ENLAY
AV.L

Volatility

ENLAY vs. AV.L - Volatility Comparison

ENEL Societa per Azioni (ENLAY) has a higher volatility of 4.98% compared to Aviva plc (AV.L) at 4.37%. This indicates that ENLAY's price experiences larger fluctuations and is considered to be riskier than AV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.98%
4.37%
ENLAY
AV.L

Financials

ENLAY vs. AV.L - Financials Comparison

This section allows you to compare key financial metrics between ENEL Societa per Azioni and Aviva 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. ENLAY values in USD, AV.L values in GBp
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab