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ENX.PA vs. ERNXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ENX.PAERNXY
YTD Return28.00%26.92%
1Y Return38.96%24.72%
3Y Return (Ann)4.26%1.28%
Sharpe Ratio2.240.77
Sortino Ratio3.011.36
Omega Ratio1.411.19
Calmar Ratio1.451.76
Martin Ratio16.846.28
Ulcer Index2.25%6.51%
Daily Std Dev16.97%53.18%
Max Drawdown-40.09%-45.39%
Current Drawdown-5.77%-10.96%

Fundamentals


ENX.PAERNXY
Market Cap€10.13B$11.38B
EPS€4.80$1.02
PE Ratio20.4019.91
PEG Ratio1.881.74
Total Revenue (TTM)€1.19B$1.19B
Gross Profit (TTM)€930.39M$930.39M
EBITDA (TTM)€707.91M$707.91M

Correlation

-0.50.00.51.00.2

The correlation between ENX.PA and ERNXY is 0.25, 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.

Performance

ENX.PA vs. ERNXY - Performance Comparison

The year-to-date returns for both stocks are quite close, with ENX.PA having a 28.00% return and ERNXY slightly lower at 26.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.98%
10.01%
ENX.PA
ERNXY

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Risk-Adjusted Performance

ENX.PA vs. ERNXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronext N.V. (ENX.PA) and Euronext N.V (ERNXY). 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.


ENX.PA
Sharpe ratio
The chart of Sharpe ratio for ENX.PA, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.83
Sortino ratio
The chart of Sortino ratio for ENX.PA, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for ENX.PA, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ENX.PA, currently valued at 1.08, compared to the broader market0.002.004.006.001.08
Martin ratio
The chart of Martin ratio for ENX.PA, currently valued at 12.50, compared to the broader market0.0010.0020.0030.0012.50
ERNXY
Sharpe ratio
The chart of Sharpe ratio for ERNXY, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.57
Sortino ratio
The chart of Sortino ratio for ERNXY, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for ERNXY, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for ERNXY, currently valued at 1.27, compared to the broader market0.002.004.006.001.27
Martin ratio
The chart of Martin ratio for ERNXY, currently valued at 4.51, compared to the broader market0.0010.0020.0030.004.51

ENX.PA vs. ERNXY - Sharpe Ratio Comparison

The current ENX.PA Sharpe Ratio is 2.24, which is higher than the ERNXY Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ENX.PA and ERNXY, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.83
0.57
ENX.PA
ERNXY

Dividends

ENX.PA vs. ERNXY - Dividend Comparison

ENX.PA's dividend yield for the trailing twelve months is around 2.53%, less than ERNXY's 2.64% yield.


TTM202320222021202020192018201720162015
ENX.PA
Euronext N.V.
2.53%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%
ERNXY
Euronext N.V
2.64%2.89%2.78%14.58%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENX.PA vs. ERNXY - Drawdown Comparison

The maximum ENX.PA drawdown since its inception was -40.09%, smaller than the maximum ERNXY drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for ENX.PA and ERNXY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.48%
-10.96%
ENX.PA
ERNXY

Volatility

ENX.PA vs. ERNXY - Volatility Comparison

The current volatility for Euronext N.V. (ENX.PA) is 6.92%, while Euronext N.V (ERNXY) has a volatility of 15.60%. This indicates that ENX.PA experiences smaller price fluctuations and is considered to be less risky than ERNXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.92%
15.60%
ENX.PA
ERNXY

Financials

ENX.PA vs. ERNXY - Financials Comparison

This section allows you to compare key financial metrics between Euronext N.V. and Euronext N.V. 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. ENX.PA values in EUR, ERNXY values in USD