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ENLT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENLT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enlight Renewable Energy Ltd. Ordinary Shares (ENLT) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENLT achieves a 111.06% return, which is significantly higher than UGA's 75.49% return.


ENLT

1D
-8.23%
1M
8.05%
YTD
111.06%
6M
128.78%
1Y
387.06%
3Y*
73.41%
5Y*
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENLT vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
ENLT
Enlight Renewable Energy Ltd. Ordinary Shares
111.06%163.61%-9.90%7.83%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%0.61%

Correlation

The correlation between ENLT and UGA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

-0.03

The correlation between ENLT and UGA shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ENLT vs. UGA — Risk / Return Rank

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

ENLT
ENLT Risk / Return Rank: 9999
Overall Rank
ENLT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ENLT Sortino Ratio Rank: 9898
Sortino Ratio Rank
ENLT Omega Ratio Rank: 9797
Omega Ratio Rank
ENLT Calmar Ratio Rank: 9999
Calmar Ratio Rank
ENLT Martin Ratio Rank: 100100
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

ENLT vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enlight Renewable Energy Ltd. Ordinary Shares (ENLT) and United States Gasoline Fund LP (UGA). 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.


ENLTUGADifference
Sharpe ratioReturn per unit of total volatility

+5.04

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.74

1.37

+0.36

Calmar ratioReturn relative to maximum drawdown

21.70

5.47

+16.23

Martin ratioReturn relative to average drawdown

76.57

13.25

+63.33

ENLT vs. UGA - Sharpe Ratio Comparison

The current ENLT Sharpe Ratio is 7.35, which is higher than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ENLT and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ENLTUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.35

2.32

+5.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.12

+1.39

Drawdowns

ENLT vs. UGA - Drawdown Comparison

The maximum ENLT drawdown since its inception was -39.32%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ENLT and UGA.


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Drawdown Indicators


ENLTUGADifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-86.59%

+47.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.98%

-14.88%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-39.32%

-26.68%

-12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-10.68%

-12.35%

+1.67%

Average Drawdown

Average peak-to-trough decline

-11.88%

-36.76%

+24.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

6.13%

-1.05%

Volatility

ENLT vs. UGA - Volatility Comparison

Enlight Renewable Energy Ltd. Ordinary Shares (ENLT) has a higher volatility of 22.74% compared to United States Gasoline Fund LP (UGA) at 11.66%. This indicates that ENLT's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENLTUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.74%

11.66%

+11.08%

Volatility (6M)

Calculated over the trailing 6-month period

43.49%

30.41%

+13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

53.07%

35.14%

+17.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.38%

34.38%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.38%

37.27%

+7.11%

Dividends

ENLT vs. UGA - Dividend Comparison

Neither ENLT nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENLT and UGA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENLT has higher volatility (22.74%) compared to UGA (11.66%). In terms of maximum drawdown, ENLT dropped -39.32% vs UGA's -86.59%.

ENLT currently has the higher Sharpe Ratio (7.35 vs 2.32), 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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