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ENLAY vs. OBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENLAY and OBDC is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ENLAY vs. OBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ENEL Societa per Azioni (ENLAY) and Blue Owl Capital Corporation (OBDC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.29%
11.47%
ENLAY
OBDC

Key characteristics

Sharpe Ratio

ENLAY:

1.04

OBDC:

1.19

Sortino Ratio

ENLAY:

1.49

OBDC:

1.70

Omega Ratio

ENLAY:

1.19

OBDC:

1.21

Calmar Ratio

ENLAY:

0.63

OBDC:

1.22

Martin Ratio

ENLAY:

3.06

OBDC:

2.81

Ulcer Index

ENLAY:

6.42%

OBDC:

5.75%

Daily Std Dev

ENLAY:

18.84%

OBDC:

13.65%

Max Drawdown

ENLAY:

-63.91%

OBDC:

-56.16%

Current Drawdown

ENLAY:

-14.52%

OBDC:

-0.70%

Fundamentals

Market Cap

ENLAY:

$72.57B

OBDC:

$7.99B

EPS

ENLAY:

$0.55

OBDC:

$1.61

PE Ratio

ENLAY:

12.85

OBDC:

9.71

Total Revenue (TTM)

ENLAY:

$58.22B

OBDC:

$1.16B

Gross Profit (TTM)

ENLAY:

$13.26B

OBDC:

$984.76M

EBITDA (TTM)

ENLAY:

$20.85B

OBDC:

$886.75M

Returns By Period

The year-to-date returns for both investments are quite close, with ENLAY having a 2.70% return and OBDC slightly higher at 2.71%.


ENLAY

YTD

2.70%

1M

0.50%

6M

-0.29%

1Y

17.58%

5Y*

0.87%

10Y*

10.40%

OBDC

YTD

2.71%

1M

4.09%

6M

11.48%

1Y

15.91%

5Y*

10.17%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ENLAY vs. OBDC — 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

OBDC
The Risk-Adjusted Performance Rank of OBDC is 7676
Overall Rank
The Sharpe Ratio Rank of OBDC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of OBDC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of OBDC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of OBDC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of OBDC is 7171
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. OBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ENEL Societa per Azioni (ENLAY) and Blue Owl Capital Corporation (OBDC). 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-2.000.002.001.041.19
The chart of Sortino ratio for ENLAY, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.006.001.491.70
The chart of Omega ratio for ENLAY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.21
The chart of Calmar ratio for ENLAY, currently valued at 0.63, compared to the broader market0.002.004.006.000.631.22
The chart of Martin ratio for ENLAY, currently valued at 3.06, compared to the broader market-10.000.0010.0020.0030.003.062.81
ENLAY
OBDC

The current ENLAY Sharpe Ratio is 1.04, which is comparable to the OBDC Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ENLAY and OBDC, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.04
1.19
ENLAY
OBDC

Dividends

ENLAY vs. OBDC - Dividend Comparison

ENLAY's dividend yield for the trailing twelve months is around 6.41%, less than OBDC's 11.08% 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%
OBDC
Blue Owl Capital Corporation
11.08%11.38%10.77%11.17%8.76%7.98%3.47%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENLAY vs. OBDC - Drawdown Comparison

The maximum ENLAY drawdown since its inception was -63.91%, which is greater than OBDC's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for ENLAY and OBDC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.52%
-0.70%
ENLAY
OBDC

Volatility

ENLAY vs. OBDC - Volatility Comparison

ENEL Societa per Azioni (ENLAY) has a higher volatility of 5.19% compared to Blue Owl Capital Corporation (OBDC) at 3.12%. This indicates that ENLAY's price experiences larger fluctuations and is considered to be riskier than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
5.19%
3.12%
ENLAY
OBDC

Financials

ENLAY vs. OBDC - Financials Comparison

This section allows you to compare key financial metrics between ENEL Societa per Azioni and Blue Owl Capital Corporation. 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


Values in USD except per share items
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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.

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