EONGY vs. ENGIY

Last updated Jun 19, 2026

EONGY (E.ON SE ADR) and ENGIY (Engie SA ADR) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, EONGY returned 13.36%/yr vs 13.52%/yr for ENGIY. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

EONGY vs. ENGIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E.ON SE ADR (EONGY) and Engie SA ADR (ENGIY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EONGY achieves a 12.84% return, which is significantly lower than ENGIY's 21.47% return. Both investments have delivered pretty close results over the past 10 years, with EONGY having a 13.36% annualized return and ENGIY not far ahead at 13.52%.

EONGY

• 1D: -0.86%
• 1M: -3.17%
• YTD: 12.84%
• 6M: 16.15%
• 1Y: 21.85%
• 3Y*: 22.91%
• 5Y*: 16.33%
• 10Y*: 13.36%

ENGIY

• 1D: -0.82%
• 1M: -1.88%
• YTD: 21.47%
• 6M: 24.31%
• 1Y: 41.39%
• 3Y*: 32.51%
• 5Y*: 24.98%
• 10Y*: 13.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EONGY vs. ENGIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EONGY E.ON SE ADR	12.84%	68.77%	-9.82%	41.96%	-25.33%	30.17%	7.27%	11.88%	-7.04%	62.83%
ENGIY Engie SA ADR	21.47%	79.77%	-5.17%	35.23%	4.34%	0.59%	-5.38%	19.84%	-11.88%	49.24%

Correlation

The correlation between EONGY and ENGIY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008	0.64

The correlation between EONGY and ENGIY shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EONGY : $54.21B ENGIY : $91.34B
EPS EONGY : €1.33 ENGIY : €2.94
PE Ratio EONGY : 13.65 ENGIY : 9.15
PEG Ratio EONGY : 0.08 ENGIY : 0.03
PS Ratio EONGY : 0.63 ENGIY : 0.50
PB Ratio EONGY : 2.16 ENGIY : 2.42
Total Revenue (TTM) EONGY : €75.47B ENGIY : €145.51B
Gross Profit (TTM) EONGY : €15.73B ENGIY : €40.55B
EBITDA (TTM) EONGY : €9.86B ENGIY : €29.92B

Return for Risk

EONGY vs. ENGIY — Risk / Return Rank

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

EONGY

EONGY Risk / Return Rank: 70
EONGY Sharpe Ratio Rank: 72
EONGY Sortino Ratio Rank: 64
EONGY Omega Ratio Rank: 63
EONGY Calmar Ratio Rank: 75
EONGY Martin Ratio Rank: 74

ENGIY

ENGIY Risk / Return Rank: 85
ENGIY Sharpe Ratio Rank: 88
ENGIY Sortino Ratio Rank: 84
ENGIY Omega Ratio Rank: 85
ENGIY Calmar Ratio Rank: 83
ENGIY Martin Ratio Rank: 83

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.

EONGY vs. ENGIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) and Engie SA ADR (ENGIY). 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.

	EONGY	ENGIY	Difference
Sharpe ratio: Return per unit of total volatility	0.95	1.93	-0.98
Sortino ratio: Return per unit of downside risk	1.39	2.55	-1.16
Omega ratio: Gain probability vs. loss probability	1.18	1.34	-0.17
Calmar ratio: Return relative to maximum drawdown	2.01	2.87	-0.86
Martin ratio: Return relative to average drawdown	4.52	7.33	-2.82

EONGY vs. ENGIY - Sharpe Ratio Comparison

The current EONGY Sharpe Ratio is 0.95, which is lower than the ENGIY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EONGY and ENGIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EONGY vs. ENGIY - Drawdown Comparison

The maximum EONGY drawdown since its inception was -85.09%, which is greater than ENGIY's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for EONGY and ENGIY.

Drawdown Indicators

	EONGY	ENGIY	Difference
Max Drawdown Largest peak-to-trough decline	-85.09%	-64.15%	-20.94%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-14.49%	+3.56%
Max Drawdown (3Y) Largest decline over 3 years	-29.37%	-18.38%	-10.99%
Max Drawdown (5Y) Largest decline over 5 years	-46.78%	-34.50%	-12.28%
Max Drawdown (10Y) Largest decline over 10 years	-46.78%	-48.73%	+1.95%
Current Drawdown Current decline from peak	-27.29%	-8.01%	-19.28%
Average Drawdown Average peak-to-trough decline	-60.98%	-35.40%	-25.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.85%	5.66%	-0.81%

Volatility

EONGY vs. ENGIY - Volatility Comparison

E.ON SE ADR (EONGY) has a higher volatility of 5.57% compared to Engie SA ADR (ENGIY) at 4.57%. This indicates that EONGY's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EONGY	ENGIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	4.57%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	17.98%	17.44%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	23.02%	21.51%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.57%	24.12%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.14%	26.32%	-1.18%

Dividends

EONGY vs. ENGIY - Dividend Comparison

EONGY's dividend yield for the trailing twelve months is around 3.21%, less than ENGIY's 3.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENGIY Engie SA ADR	3.96%	6.40%	5.47%	8.78%	6.76%	4.33%	0.00%	5.25%	6.00%	9.09%	12.96%	6.36%
EONGY E.ON SE ADR	3.21%	3.27%	4.98%	4.06%	5.22%	2.91%	3.33%	3.39%	2.77%	4.35%	29.92%	5.47%

Financials

EONGY vs. ENGIY - Profitability Comparison

The chart below illustrates the profitability comparison between E.ON SE ADR and Engie SA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EONGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.

ENGIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.

EONGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.

ENGIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.

EONGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.

ENGIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.

Frequently Asked Questions

Can I hold both EONGY and ENGIY in my portfolio?

EONGY and ENGIY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EONGY or ENGIY?

EONGY has higher volatility (5.57%) compared to ENGIY (4.57%). In terms of maximum drawdown, EONGY dropped -85.09% vs ENGIY's -64.15%.

Which has better risk-adjusted returns?

ENGIY currently has the higher Sharpe Ratio (1.93 vs 0.95), 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.