PortfoliosLab logoPortfoliosLab logo
ENX.PA vs. ERNXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENX.PA vs. ERNXY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Euronext N.V. (ENX.PA) and Euronext N.V (ERNXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ENX.PA is traded in EUR, while ERNXY is traded in USD. To make them comparable, the ERNXY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENX.PA achieves a 7.92% return, which is significantly higher than ERNXY's 5.46% return.


ENX.PA

1D
-0.37%
1M
-4.14%
YTD
7.92%
6M
7.34%
1Y
-5.06%
3Y*
31.80%
5Y*
11.72%
10Y*
17.89%

ERNXY

1D
-8.92%
1M
-12.81%
YTD
5.46%
6M
8.33%
1Y
-3.30%
3Y*
29.59%
5Y*
11.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENX.PA vs. ERNXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ENX.PA
Euronext N.V.
7.92%20.57%41.60%17.59%-22.31%19.09%
ERNXY
Euronext N.V
5.46%25.08%42.08%11.80%-10.78%-7.53%

Correlation

The correlation between ENX.PA and ERNXY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

0.24

The correlation between ENX.PA and ERNXY shifts across timeframes, from 0.24 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ENX.PA vs. ERNXY — Risk / Return Rank

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

ENX.PA
ENX.PA Risk / Return Rank: 3030
Overall Rank
ENX.PA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ENX.PA Sortino Ratio Rank: 2525
Sortino Ratio Rank
ENX.PA Omega Ratio Rank: 2626
Omega Ratio Rank
ENX.PA Calmar Ratio Rank: 3434
Calmar Ratio Rank
ENX.PA Martin Ratio Rank: 3333
Martin Ratio Rank

ERNXY
ERNXY Risk / Return Rank: 3838
Overall Rank
ERNXY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ERNXY Sortino Ratio Rank: 3838
Sortino Ratio Rank
ERNXY Omega Ratio Rank: 3838
Omega Ratio Rank
ERNXY Calmar Ratio Rank: 3939
Calmar Ratio Rank
ERNXY Martin Ratio Rank: 3838
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.

ENX.PA vs. ERNXY - Risk-Adjusted Trends 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.PAERNXYDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.19

-0.11

-0.08

Martin ratioReturn relative to average drawdown

-0.38

-0.23

-0.15

ENX.PA vs. ERNXY - Sharpe Ratio Comparison

The current ENX.PA Sharpe Ratio is -0.24, which is lower than the ERNXY Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ENX.PA and ERNXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ENX.PAERNXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.06

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.23

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.24

+0.59

Drawdowns

ENX.PA vs. ERNXY - Drawdown Comparison

The maximum ENX.PA drawdown since its inception was -40.09%, which is greater than ERNXY's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for ENX.PA and ERNXY.


Loading charts...

Drawdown Indicators


ENX.PAERNXYDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-36.97%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-25.70%

-29.14%

+3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.70%

-29.14%

+3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-40.09%

-36.97%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

Current Drawdown

Current decline from peak

-9.89%

-29.14%

+19.25%

Average Drawdown

Average peak-to-trough decline

-11.49%

-11.80%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.33%

14.26%

-0.93%

Volatility

ENX.PA vs. ERNXY - Volatility Comparison

The current volatility for Euronext N.V. (ENX.PA) is 7.87%, while Euronext N.V (ERNXY) has a volatility of 31.48%. 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.


Loading charts...

Volatility by Period


ENX.PAERNXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

31.48%

-23.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

45.26%

-28.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

51.90%

-31.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

47.68%

-26.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

46.90%

-22.76%

Dividends

ENX.PA vs. ERNXY - Dividend Comparison

ENX.PA's dividend yield for the trailing twelve months is around 2.35%, less than ERNXY's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ENX.PA
Euronext N.V.
2.35%2.27%2.29%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%
ERNXY
Euronext N.V
2.42%2.17%1.90%2.91%2.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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

Frequently Asked Questions


ENX.PA and ERNXY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ENX.PA and ERNXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer