ENLAY vs. ZURVY
ENLAY (ENEL Societa per Azioni) and ZURVY (Zurich Insurance Group Ltd) are both stocks. ENLAY operates in Utilities - Diversified (Utilities), while ZURVY operates in Insurance - Diversified (Financial Services). Over the past 10 years, ENLAY returned 15.49%/yr vs 19.15%/yr for ZURVY. At a 0.50 correlation, their price movements are largely independent.
Performance
ENLAY vs. ZURVY - Performance Comparison
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Returns By Period
In the year-to-date period, ENLAY achieves a 13.91% return, which is significantly higher than ZURVY's 5.66% return. Over the past 10 years, ENLAY has underperformed ZURVY with an annualized return of 15.49%, while ZURVY has yielded a comparatively higher 19.15% annualized return.
ENLAY
- 1D
- 0.26%
- 1M
- 2.13%
- 6M
- 10.30%
- YTD
- 13.91%
- 1Y
- 31.32%
- 3Y*
- 27.51%
- 5Y*
- 10.74%
- 10Y*
- 15.49%
ZURVY
- 1D
- 0.21%
- 1M
- 7.24%
- 6M
- 10.94%
- YTD
- 5.66%
- 1Y
- 16.00%
- 3Y*
- 24.30%
- 5Y*
- 19.85%
- 10Y*
- 19.15%
ENLAY vs. ZURVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENLAY ENEL Societa per Azioni | 13.91% | 56.31% | 2.11% | 47.93% | -27.98% | -18.92% | 34.75% | 38.89% | -2.41% | 46.09% |
ZURVY Zurich Insurance Group Ltd | 5.66% | 34.63% | 20.17% | 15.48% | 13.77% | 9.57% | 9.42% | 45.86% | 4.06% | 22.48% |
Correlation
The correlation between ENLAY and ZURVY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
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 | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.50 |
Fundamentals
ENLAY:
$114.35B
ZURVY:
$113.70B
ENLAY:
€0.43
ZURVY:
$3.31
ENLAY:
23.32
ZURVY:
11.51
ENLAY:
1.02
ZURVY:
0.26
ENLAY:
1.32
ZURVY:
1.07
ENLAY:
2.95
ZURVY:
3.86
ENLAY:
€72.93B
ZURVY:
$102.66B
ENLAY:
€24.84B
ZURVY:
$102.66B
ENLAY:
€23.83B
ZURVY:
$15.13B
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Return for Risk
ENLAY vs. ZURVY — Risk / Return Rank
ENLAY
ZURVY
ENLAY vs. ZURVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ENEL Societa per Azioni (ENLAY) and Zurich Insurance Group Ltd (ZURVY). 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.
| ENLAY | ZURVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.35 | +1.06 |
| Martin ratioReturn relative to average drawdown | 7.03 | 3.32 | +3.71 |
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Drawdowns
ENLAY vs. ZURVY - Drawdown Comparison
The maximum ENLAY drawdown since its inception was -63.03%, roughly equal to the maximum ZURVY drawdown of -66.03%. Use the drawdown chart below to compare losses from any high point for ENLAY and ZURVY.
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Drawdown Indicators
| ENLAY | ZURVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.03% | -66.03% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -11.36% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.48% | -11.36% | -6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -56.97% | -20.15% | -36.82% |
Max Drawdown (10Y)Largest decline over 10 years | -61.26% | -39.18% | -22.08% |
Current DrawdownCurrent decline from peak | -3.84% | 0.00% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -20.54% | -9.94% | -10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.61% | -0.24% |
Volatility
ENLAY vs. ZURVY - Volatility Comparison
ENEL Societa per Azioni (ENLAY) has a higher volatility of 5.30% compared to Zurich Insurance Group Ltd (ZURVY) at 3.49%. This indicates that ENLAY's price experiences larger fluctuations and is considered to be riskier than ZURVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENLAY | ZURVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 3.49% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.79% | 14.95% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 18.72% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 18.12% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 20.60% | +5.27% |
Dividends
ENLAY vs. ZURVY - Dividend Comparison
ENLAY's dividend yield for the trailing twelve months is around 4.86%, less than ZURVY's 5.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENLAY ENEL Societa per Azioni | 4.86% | 5.04% | 6.53% | 5.76% | 7.96% | 4.25% | 3.62% | 2.25% | 2.69% | 3.29% | 6.03% | 2.07% |
ZURVY Zurich Insurance Group Ltd | 5.00% | 4.47% | 4.79% | 5.12% | 4.52% | 4.90% | 4.83% | 4.62% | 6.33% | 9.41% | 6.24% | 0.00% |
Financials
ENLAY vs. ZURVY - Financials Comparison
This section allows you to compare key financial metrics between ENEL Societa per Azioni and Zurich Insurance Group Ltd. 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
ENLAY vs. ZURVY - Profitability Comparison
ENLAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported a gross profit of 4.05B and revenue of 20.93B. Therefore, the gross margin over that period was 19.4%.
ZURVY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Zurich Insurance Group Ltd reported a gross profit of 50.63B and revenue of 50.63B. Therefore, the gross margin over that period was 100.0%.
ENLAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported an operating income of 4.05B and revenue of 20.93B, resulting in an operating margin of 19.4%.
ZURVY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Zurich Insurance Group Ltd reported an operating income of 5.51B and revenue of 50.63B, resulting in an operating margin of 10.9%.
ENLAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, ENEL Societa per Azioni reported a net income of 1.89B and revenue of 20.93B, resulting in a net margin of 9.0%.
ZURVY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Zurich Insurance Group Ltd reported a net income of 3.73B and revenue of 50.63B, resulting in a net margin of 7.4%.
Frequently Asked Questions
ENLAY and ZURVY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENLAY has higher volatility (5.30%) compared to ZURVY (3.49%). In terms of maximum drawdown, ENLAY dropped -63.03% vs ZURVY's -66.03%.
ENLAY currently has the higher Sharpe Ratio (1.43 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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