EONGY vs. ENGIY
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 12.87%/yr vs 13.05%/yr for ENGIY. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
EONGY vs. ENGIY - Performance Comparison
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Returns By Period
In the year-to-date period, EONGY achieves a 15.83% return, which is significantly lower than ENGIY's 17.17% return. Both investments have delivered pretty close results over the past 10 years, with EONGY having a 12.87% annualized return and ENGIY not far ahead at 13.05%.
EONGY
- 1D
- -1.39%
- 1M
- 2.90%
- 6M
- 3.09%
- YTD
- 15.83%
- 1Y
- 20.94%
- 3Y*
- 23.13%
- 5Y*
- 16.17%
- 10Y*
- 12.87%
- ALL TIME*
- 0.08%
ENGIY
- 1D
- -0.90%
- 1M
- -5.47%
- 6M
- 4.06%
- YTD
- 17.17%
- 1Y
- 35.90%
- 3Y*
- 28.44%
- 5Y*
- 25.70%
- 10Y*
- 13.05%
- ALL TIME*
- 4.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ENGIY Engie SA ADR | $14.74M | $9.33M | $5.93M |
EONGY E.ON SE ADR | $7.34M | $5.07M | $5.31M |
EONGY vs. ENGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 15.83% | 68.77% | -9.82% | 41.96% | -25.33% | 30.17% | 7.27% | 11.88% | -7.04% | 62.83% |
ENGIY Engie SA ADR | 17.17% | 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 have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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
EONGY:
$55.63B
ENGIY:
$75.52B
EONGY:
€1.33
ENGIY:
€2.67
EONGY:
14.02
ENGIY:
9.70
EONGY:
0.08
ENGIY:
0.03
EONGY:
0.64
ENGIY:
0.53
EONGY:
2.22
ENGIY:
2.33
EONGY:
€75.47B
ENGIY:
€145.51B
EONGY:
€15.73B
ENGIY:
€40.55B
EONGY:
€9.86B
ENGIY:
€29.92B
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Return for Risk
EONGY vs. ENGIY — Risk / Return Rank
EONGY
ENGIY
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 ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.97 | -1.26 |
| Martin ratioReturn relative to average drawdown | 3.94 | 7.19 | -3.25 |
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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.
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Drawdown Indicators
| EONGY | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.09% | -64.15% | -20.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -12.15% | -0.18% |
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 DrawdownCurrent decline from peak | -25.36% | -11.27% | -14.09% |
Average DrawdownAverage peak-to-trough decline | -60.78% | -35.23% | -25.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 5.12% | +0.21% |
Volatility
EONGY vs. ENGIY - Volatility Comparison
E.ON SE ADR (EONGY) and Engie SA ADR (ENGIY) have volatilities of 8.07% and 8.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EONGY | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 8.20% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.98% | 18.66% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.49% | 22.31% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.73% | 24.27% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 26.09% | -1.24% |
Dividends
EONGY vs. ENGIY - Dividend Comparison
EONGY's dividend yield for the trailing twelve months is around 3.13%, less than ENGIY's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 4.10% | 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 | 3.13% | 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 - Financials Comparison
This section allows you to compare key financial metrics between E.ON SE ADR and Engie SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
EONGY vs. ENGIY - Profitability Comparison
EONGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 Jul 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 Jul 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 Jul 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 Jul 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 Jul 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
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.
ENGIY has higher volatility (8.20%) compared to EONGY (8.07%). In terms of maximum drawdown, EONGY dropped -85.09% vs ENGIY's -64.15%.
ENGIY currently has the higher Sharpe Ratio (1.62 vs 0.90), 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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