ESLT vs. ENGIY
ESLT (Elbit Systems Ltd) and ENGIY (Engie SA ADR) are both stocks. ESLT operates in Aerospace & Defense (Industrials), while ENGIY operates in Utilities - Diversified (Utilities). Over the past 10 years, ESLT returned 25.96%/yr vs 13.87%/yr for ENGIY. At a 0.26 correlation, their price movements are largely independent.
Performance
ESLT vs. ENGIY - Performance Comparison
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Returns By Period
In the year-to-date period, ESLT achieves a 43.85% return, which is significantly higher than ENGIY's 21.91% return. Over the past 10 years, ESLT has outperformed ENGIY with an annualized return of 25.96%, while ENGIY has yielded a comparatively lower 13.87% annualized return.
ESLT
- 1D
- 0.83%
- 1M
- 6.13%
- YTD
- 43.85%
- 6M
- 71.50%
- 1Y
- 98.59%
- 3Y*
- 60.25%
- 5Y*
- 45.92%
- 10Y*
- 25.96%
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
ESLT vs. ENGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLT Elbit Systems Ltd | 43.85% | 125.14% | 22.17% | 31.30% | -4.82% | 34.77% | -14.56% | 37.62% | -13.22% | 32.65% |
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
Correlation
The correlation between ESLT and ENGIY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.26 |
The correlation between ESLT and ENGIY shifts across timeframes, from 0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ESLT:
$39.95B
ENGIY:
$91.66B
ESLT:
$12.36
ENGIY:
$2.94
ESLT:
67.15
ENGIY:
10.52
ESLT:
3.18
ENGIY:
0.03
ESLT:
4.80
ENGIY:
0.57
ESLT:
9.38
ENGIY:
2.78
ESLT:
$8.23B
ENGIY:
$145.51B
ESLT:
$2.03B
ENGIY:
$40.55B
ESLT:
$861.06M
ENGIY:
$29.92B
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Return for Risk
ESLT vs. ENGIY — Risk / Return Rank
ESLT
ENGIY
ESLT vs. ENGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elbit Systems Ltd (ESLT) 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.
| ESLT | ENGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | 3.22 | +0.60 |
| Martin ratioReturn relative to average drawdown | 10.82 | 8.40 | +2.42 |
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
| ESLT | ENGIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 2.17 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 0.98 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.53 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.16 | +0.45 |
Drawdowns
ESLT vs. ENGIY - Drawdown Comparison
The maximum ESLT drawdown since its inception was -53.79%, smaller than the maximum ENGIY drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for ESLT and ENGIY.
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Drawdown Indicators
| ESLT | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -64.15% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -25.98% | -14.49% | -11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.98% | -18.38% | -7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -34.50% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.89% | -48.73% | +15.84% |
Current DrawdownCurrent decline from peak | -18.07% | -7.68% | -10.39% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -35.46% | +21.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.14% | 5.55% | +3.59% |
Volatility
ESLT vs. ENGIY - Volatility Comparison
Elbit Systems Ltd (ESLT) has a higher volatility of 15.36% compared to Engie SA ADR (ENGIY) at 5.08%. This indicates that ESLT'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.
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Volatility by Period
| ESLT | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.36% | 5.08% | +10.28% |
Volatility (6M)Calculated over the trailing 6-month period | 33.61% | 17.34% | +16.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.26% | 21.57% | +20.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.13% | 24.13% | +9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 26.35% | +2.78% |
Dividends
ESLT vs. ENGIY - Dividend Comparison
ESLT's dividend yield for the trailing twelve months is around 0.37%, less than ENGIY's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
ESLT Elbit Systems Ltd | 0.37% | 0.47% | 0.77% | 0.94% | 1.22% | 1.03% | 1.28% | 1.14% | 1.54% | 1.32% | 1.57% | 1.63% |
Financials
ESLT vs. ENGIY - Financials Comparison
This section allows you to compare key financial metrics between Elbit Systems Ltd 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
ESLT vs. ENGIY - Profitability Comparison
ESLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a gross profit of 552.06M and revenue of 2.19B. Therefore, the gross margin over that period was 25.2%.
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%.
ESLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported an operating income of 205.13M and revenue of 2.19B, resulting in an operating margin of 9.4%.
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%.
ESLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a net income of 160.79M and revenue of 2.19B, resulting in a net margin of 7.4%.
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
ESLT and ENGIY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESLT has higher volatility (15.36%) compared to ENGIY (5.08%). In terms of maximum drawdown, ESLT dropped -53.79% vs ENGIY's -64.15%.
ESLT currently has the higher Sharpe Ratio (2.35 vs 2.17), 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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