FCC.MC vs. NTGY.MC
FCC.MC (Fomento de Construcciones y Contratas, S.A.) and NTGY.MC (Naturgy Energy Group SA) are both stocks. FCC.MC operates in Waste Management (Industrials), while NTGY.MC operates in Utilities - Regulated Gas (Utilities). Over the past 10 years, FCC.MC returned 10.50%/yr vs 10.48%/yr for NTGY.MC. At a 0.35 correlation, their price movements are largely independent.
Performance
FCC.MC vs. NTGY.MC - Performance Comparison
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Returns By Period
In the year-to-date period, FCC.MC achieves a 5.63% return, which is significantly lower than NTGY.MC's 12.44% return. Both investments have delivered pretty close results over the past 10 years, with FCC.MC having a 10.50% annualized return and NTGY.MC not far behind at 10.48%.
FCC.MC
- 1D
- -0.68%
- 1M
- 3.74%
- YTD
- 5.63%
- 6M
- 1.75%
- 1Y
- -2.29%
- 3Y*
- 24.49%
- 5Y*
- 12.87%
- 10Y*
- 10.50%
NTGY.MC
- 1D
- -1.45%
- 1M
- 7.84%
- YTD
- 12.44%
- 6M
- 8.99%
- 1Y
- 15.99%
- 3Y*
- 7.68%
- 5Y*
- 11.08%
- 10Y*
- 10.48%
FCC.MC vs. NTGY.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCC.MC Fomento de Construcciones y Contratas, S.A. | 5.63% | 28.19% | -11.26% | 70.94% | -17.74% | 30.10% | -16.61% | -3.98% | 35.64% | 14.24% |
NTGY.MC Naturgy Energy Group SA | 12.44% | 17.24% | -8.44% | 16.15% | -11.87% | 58.67% | -9.43% | 5.28% | 21.60% | 11.78% |
Correlation
The correlation between FCC.MC and NTGY.MC is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 1993 | 0.35 |
Over the past year, the correlation between FCC.MC and NTGY.MC has dropped to 0.01 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
FCC.MC vs. NTGY.MC — Risk / Return Rank
FCC.MC
NTGY.MC
FCC.MC vs. NTGY.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fomento de Construcciones y Contratas, S.A. (FCC.MC) and Naturgy Energy Group SA (NTGY.MC). 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.
| FCC.MC | NTGY.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.46 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.13 | 3.41 | -3.53 |
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
| FCC.MC | NTGY.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.80 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.49 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.44 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.38 | -0.19 |
Drawdowns
FCC.MC vs. NTGY.MC - Drawdown Comparison
The maximum FCC.MC drawdown since its inception was -87.82%, which is greater than NTGY.MC's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for FCC.MC and NTGY.MC.
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Drawdown Indicators
| FCC.MC | NTGY.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.82% | -76.92% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -18.24% | -11.33% | -6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -30.51% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -30.51% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -44.95% | -45.22% | +0.27% |
Current DrawdownCurrent decline from peak | -47.45% | -4.41% | -43.04% |
Average DrawdownAverage peak-to-trough decline | -48.20% | -24.88% | -23.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.78% | 4.90% | +6.88% |
Volatility
FCC.MC vs. NTGY.MC - Volatility Comparison
The current volatility for Fomento de Construcciones y Contratas, S.A. (FCC.MC) is 3.78%, while Naturgy Energy Group SA (NTGY.MC) has a volatility of 7.04%. This indicates that FCC.MC experiences smaller price fluctuations and is considered to be less risky than NTGY.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCC.MC | NTGY.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 7.04% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 16.59% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 20.69% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.19% | 22.35% | +3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 23.46% | +4.55% |
Dividends
FCC.MC vs. NTGY.MC - Dividend Comparison
FCC.MC's dividend yield for the trailing twelve months is around 3.48%, less than NTGY.MC's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCC.MC Fomento de Construcciones y Contratas, S.A. | 3.48% | 3.68% | 4.23% | 2.78% | 3.67% | 2.92% | 3.68% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% |
NTGY.MC Naturgy Energy Group SA | 5.01% | 5.62% | 5.18% | 4.50% | 4.00% | 3.76% | 6.04% | 4.83% | 5.09% | 4.21% | 6.02% | 3.86% |
Financials
FCC.MC vs. NTGY.MC - Financials Comparison
This section allows you to compare key financial metrics between Fomento de Construcciones y Contratas, S.A. and Naturgy Energy Group SA. 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
Frequently Asked Questions
FCC.MC and NTGY.MC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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