ERF.PA vs. ENGI.PA

Last updated Jun 4, 2026

ERF.PA (Eurofins Scientific SE) and ENGI.PA (ENGIE SA) are both stocks. ERF.PA operates in Diagnostics & Research (Healthcare), while ENGI.PA operates in Utilities - Diversified (Utilities). Over the past 10 years, ERF.PA returned 7.01%/yr vs 14.23%/yr for ENGI.PA. At a 0.21 correlation, their price movements are largely independent.

Performance

ERF.PA vs. ENGI.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurofins Scientific SE (ERF.PA) and ENGIE SA (ENGI.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ERF.PA achieves a 0.18% return, which is significantly lower than ENGI.PA's 25.81% return. Over the past 10 years, ERF.PA has underperformed ENGI.PA with an annualized return of 7.01%, while ENGI.PA has yielded a comparatively higher 14.23% annualized return.

ERF.PA

• 1D: 0.72%
• 1M: 6.77%
• YTD: 0.18%
• 6M: 6.71%
• 1Y: 8.23%
• 3Y*: 1.83%
• 5Y*: -4.66%
• 10Y*: 7.01%

ENGI.PA

• 1D: 0.86%
• 1M: -3.42%
• YTD: 25.81%
• 6M: 29.45%
• 1Y: 47.89%
• 3Y*: 33.51%
• 5Y*: 26.40%
• 10Y*: 14.23%

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

ERF.PA vs. ENGI.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ERF.PA Eurofins Scientific SE	0.18%	27.97%	-15.45%	-10.51%	-37.53%	59.66%	38.87%	52.70%	-35.46%	25.83%
ENGI.PA ENGIE SA	25.81%	58.95%	5.45%	30.78%	10.66%	8.31%	-13.06%	21.70%	-7.82%	25.74%

Correlation

The correlation between ERF.PA and ENGI.PA is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jul 11, 2005	0.21

The correlation between ERF.PA and ENGI.PA shifts across timeframes, from 0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ERF.PA vs. ENGI.PA — Risk / Return Rank

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

ERF.PA

ERF.PA Risk / Return Rank: 48
ERF.PA Sharpe Ratio Rank: 52
ERF.PA Sortino Ratio Rank: 45
ERF.PA Omega Ratio Rank: 45
ERF.PA Calmar Ratio Rank: 51
ERF.PA Martin Ratio Rank: 49

ENGI.PA

ENGI.PA Risk / Return Rank: 88
ENGI.PA Sharpe Ratio Rank: 90
ENGI.PA Sortino Ratio Rank: 89
ENGI.PA Omega Ratio Rank: 88
ENGI.PA Calmar Ratio Rank: 85
ENGI.PA Martin Ratio Rank: 86

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.

ERF.PA vs. ENGI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurofins Scientific SE (ERF.PA) and ENGIE SA (ENGI.PA). 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.

	ERF.PA	ENGI.PA	Difference
Sharpe ratio: Return per unit of total volatility	0.30	2.31	-2.01
Sortino ratio: Return per unit of downside risk	0.60	3.17	-2.57
Omega ratio: Gain probability vs. loss probability	1.08	1.41	-0.33
Calmar ratio: Return relative to maximum drawdown	0.40	3.55	-3.15
Martin ratio: Return relative to average drawdown	0.78	9.53	-8.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ERF.PA vs. ENGI.PA - Sharpe Ratio Comparison

The current ERF.PA Sharpe Ratio is 0.30, which is lower than the ENGI.PA Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ERF.PA and ENGI.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ERF.PA	ENGI.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	2.31	-2.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	1.22	-1.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.60	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.23	+0.27

Drawdowns

ERF.PA vs. ENGI.PA - Drawdown Comparison

The maximum ERF.PA drawdown since its inception was -86.35%, which is greater than ENGI.PA's maximum drawdown of -58.20%. Use the drawdown chart below to compare losses from any high point for ERF.PA and ENGI.PA.

Drawdown Indicators

	ERF.PA	ENGI.PA	Difference
Max Drawdown Largest peak-to-trough decline	-86.35%	-58.20%	-28.15%
Max Drawdown (1Y) Largest decline over 1 year	-20.38%	-13.31%	-7.07%
Max Drawdown (3Y) Largest decline over 3 years	-29.34%	-16.77%	-12.57%
Max Drawdown (5Y) Largest decline over 5 years	-63.93%	-30.67%	-33.26%
Max Drawdown (10Y) Largest decline over 10 years	-63.93%	-47.74%	-16.19%
Current Drawdown Current decline from peak	-47.86%	-4.52%	-43.34%
Average Drawdown Average peak-to-trough decline	-31.66%	-29.04%	-2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.48%	4.98%	+5.50%

Volatility

ERF.PA vs. ENGI.PA - Volatility Comparison

Eurofins Scientific SE (ERF.PA) and ENGIE SA (ENGI.PA) have volatilities of 5.37% and 5.60%, 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.

Volatility by Period

	ERF.PA	ENGI.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	5.60%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	22.19%	17.05%	+5.14%
Volatility (1Y) Calculated over the trailing 1-year period	26.87%	20.45%	+6.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.57%	21.29%	+10.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.81%	23.32%	+8.49%

Dividends

ERF.PA vs. ENGI.PA - Dividend Comparison

ERF.PA's dividend yield for the trailing twelve months is around 1.17%, less than ENGI.PA's 5.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENGI.PA ENGIE SA	5.03%	6.60%	9.34%	8.80%	6.35%	4.07%	0.00%	5.21%	5.75%	5.93%	8.25%	6.13%
ERF.PA Eurofins Scientific SE	1.17%	0.96%	1.01%	1.70%	1.49%	0.62%	0.00%	0.58%	0.74%	0.39%	0.36%	0.41%

Financials

Frequently Asked Questions

Can I hold both ERF.PA and ENGI.PA in my portfolio?

ERF.PA and ENGI.PA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.