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ENS vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENS and ENB is 0.33, 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

ENS vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EnerSys (ENS) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-9.46%
23.34%
ENS
ENB

Key characteristics

Sharpe Ratio

ENS:

-0.34

ENB:

1.75

Sortino Ratio

ENS:

-0.32

ENB:

2.51

Omega Ratio

ENS:

0.96

ENB:

1.30

Calmar Ratio

ENS:

-0.42

ENB:

1.16

Martin Ratio

ENS:

-0.95

ENB:

7.67

Ulcer Index

ENS:

9.67%

ENB:

3.29%

Daily Std Dev

ENS:

26.83%

ENB:

14.43%

Max Drawdown

ENS:

-83.95%

ENB:

-46.35%

Current Drawdown

ENS:

-17.66%

ENB:

-4.83%

Fundamentals

Market Cap

ENS:

$3.64B

ENB:

$90.39B

EPS

ENS:

$7.05

ENB:

$2.07

PE Ratio

ENS:

12.98

ENB:

20.00

PEG Ratio

ENS:

0.53

ENB:

1.72

Total Revenue (TTM)

ENS:

$3.51B

ENB:

$48.49B

Gross Profit (TTM)

ENS:

$995.13M

ENB:

$18.67B

EBITDA (TTM)

ENS:

$458.13M

ENB:

$17.99B

Returns By Period

In the year-to-date period, ENS achieves a -8.29% return, which is significantly lower than ENB's 24.48% return. Over the past 10 years, ENS has outperformed ENB with an annualized return of 5.07%, while ENB has yielded a comparatively lower 3.96% annualized return.


ENS

YTD

-8.29%

1M

-5.72%

6M

-11.47%

1Y

-9.71%

5Y*

5.00%

10Y*

5.07%

ENB

YTD

24.48%

1M

-3.37%

6M

22.92%

1Y

24.34%

5Y*

8.31%

10Y*

3.96%

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Risk-Adjusted Performance

ENS vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EnerSys (ENS) and Enbridge Inc. (ENB). 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 ENS, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.341.75
The chart of Sortino ratio for ENS, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.322.51
The chart of Omega ratio for ENS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.30
The chart of Calmar ratio for ENS, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.16
The chart of Martin ratio for ENS, currently valued at -0.95, compared to the broader market0.0010.0020.00-0.957.67
ENS
ENB

The current ENS Sharpe Ratio is -0.34, which is lower than the ENB Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ENS and ENB, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
1.75
ENS
ENB

Dividends

ENS vs. ENB - Dividend Comparison

ENS's dividend yield for the trailing twelve months is around 1.01%, less than ENB's 6.37% yield.


TTM20232022202120202019201820172016201520142013
ENS
EnerSys
1.01%0.79%0.95%0.89%0.84%0.94%0.90%1.01%0.90%1.25%1.05%0.54%
ENB
Enbridge Inc.
6.37%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%2.82%

Drawdowns

ENS vs. ENB - Drawdown Comparison

The maximum ENS drawdown since its inception was -83.95%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for ENS and ENB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.66%
-4.83%
ENS
ENB

Volatility

ENS vs. ENB - Volatility Comparison

EnerSys (ENS) has a higher volatility of 6.78% compared to Enbridge Inc. (ENB) at 4.51%. This indicates that ENS's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.78%
4.51%
ENS
ENB

Financials

ENS vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between EnerSys and Enbridge 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.


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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