EONGY vs. LITE
EONGY (E.ON SE ADR) and LITE (Lumentum Holdings Inc.) are both stocks. EONGY operates in Utilities - Diversified (Utilities), while LITE operates in Communication Equipment (Technology). Over the past 10 years, EONGY returned 14.02%/yr vs 43.30%/yr for LITE. At a 0.15 correlation, their price movements are largely independent.
Performance
EONGY vs. LITE - Performance Comparison
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Returns By Period
In the year-to-date period, EONGY achieves a 13.49% return, which is significantly lower than LITE's 142.93% return. Over the past 10 years, EONGY has underperformed LITE with an annualized return of 14.02%, while LITE has yielded a comparatively higher 43.30% annualized return.
EONGY
- 1D
- -0.86%
- 1M
- -1.37%
- YTD
- 13.49%
- 6M
- 19.62%
- 1Y
- 22.20%
- 3Y*
- 23.81%
- 5Y*
- 15.63%
- 10Y*
- 14.02%
LITE
- 1D
- 3.68%
- 1M
- -0.93%
- YTD
- 142.93%
- 6M
- 161.38%
- 1Y
- 999.19%
- 3Y*
- 159.80%
- 5Y*
- 62.02%
- 10Y*
- 43.30%
EONGY vs. LITE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 13.49% | 68.77% | -9.82% | 41.96% | -25.33% | 30.17% | 7.27% | 11.88% | -7.04% | 62.83% |
LITE Lumentum Holdings Inc. | 142.93% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
Correlation
The correlation between EONGY and LITE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2015 | 0.15 |
The correlation between EONGY and LITE shifts across timeframes, from 0.05 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EONGY:
$54.53B
LITE:
$86.14B
EONGY:
$1.33
LITE:
$5.26
EONGY:
15.74
LITE:
170.11
EONGY:
0.72
LITE:
30.07
EONGY:
2.49
LITE:
28.97
EONGY:
$75.47B
LITE:
$2.49B
EONGY:
$15.73B
LITE:
$938.50M
EONGY:
$9.86B
LITE:
$470.10M
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Return for Risk
EONGY vs. LITE — Risk / Return Rank
EONGY
LITE
EONGY vs. LITE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) and Lumentum Holdings Inc. (LITE). 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.
| EONGY | LITE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.79 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.73 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 35.18 | -33.14 |
| Martin ratioReturn relative to average drawdown | 4.80 | 134.51 | -129.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EONGY | LITE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 11.76 | -10.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.04 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.75 | -0.75 |
Drawdowns
EONGY vs. LITE - Drawdown Comparison
The maximum EONGY drawdown since its inception was -85.09%, which is greater than LITE's maximum drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for EONGY and LITE.
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Drawdown Indicators
| EONGY | LITE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.09% | -66.89% | -18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -28.70% | +17.77% |
Max Drawdown (3Y)Largest decline over 3 years | -29.37% | -50.63% | +21.26% |
Max Drawdown (5Y)Largest decline over 5 years | -46.78% | -66.48% | +19.70% |
Max Drawdown (10Y)Largest decline over 10 years | -46.78% | -66.89% | +20.11% |
Current DrawdownCurrent decline from peak | -26.87% | -14.97% | -11.90% |
Average DrawdownAverage peak-to-trough decline | -61.06% | -23.16% | -37.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 7.49% | -2.85% |
Volatility
EONGY vs. LITE - Volatility Comparison
The current volatility for E.ON SE ADR (EONGY) is 7.77%, while Lumentum Holdings Inc. (LITE) has a volatility of 31.18%. This indicates that EONGY experiences smaller price fluctuations and is considered to be less risky than LITE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EONGY | LITE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 31.18% | -23.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 69.07% | -51.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 86.01% | -62.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 59.79% | -35.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 56.55% | -31.39% |
Dividends
EONGY vs. LITE - Dividend Comparison
EONGY's dividend yield for the trailing twelve months is around 3.19%, while LITE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 3.19% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
LITE Lumentum Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EONGY vs. LITE - Financials Comparison
This section allows you to compare key financial metrics between E.ON SE ADR and Lumentum Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
EONGY vs. LITE - Profitability Comparison
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%.
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a gross profit of 357.00M and revenue of 808.40M. Therefore, the gross margin over that period was 44.2%.
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%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported an operating income of 174.50M and revenue of 808.40M, resulting in an operating margin of 21.6%.
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%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lumentum Holdings Inc. reported a net income of 144.20M and revenue of 808.40M, resulting in a net margin of 17.8%.
Frequently Asked Questions
EONGY and LITE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITE has higher volatility (31.18%) compared to EONGY (7.77%). In terms of maximum drawdown, EONGY dropped -85.09% vs LITE's -66.89%.
LITE currently has the higher Sharpe Ratio (11.76 vs 0.97), 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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