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GASNY vs. ELEC.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GASNY vs. ELEC.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Naturgy Energy Group SA ADR (GASNY) and Électricite de Strasbourg Société Anonyme (ELEC.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GASNY is traded in USD, while ELEC.PA is traded in EUR. To make them comparable, the ELEC.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GASNY achieves a 13.63% return, which is significantly higher than ELEC.PA's -8.03% return. Over the past 10 years, GASNY has underperformed ELEC.PA with an annualized return of 11.72%, while ELEC.PA has yielded a comparatively higher 12.37% annualized return.


GASNY

1D
-3.59%
1M
7.01%
6M
10.16%
YTD
13.63%
1Y
16.84%
3Y*
10.84%
5Y*
12.30%
10Y*
11.72%
ALL TIME*
9.63%

ELEC.PA

1D
-16.73%
1M
-21.38%
6M
-22.64%
YTD
-8.03%
1Y
12.00%
3Y*
31.42%
5Y*
13.78%
10Y*
12.37%
ALL TIME*
4.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$541.12K$513.89K$602.37K
$214.98K$435.70K$666.95K

GASNY vs. ELEC.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GASNY
Naturgy Energy Group SA ADR
13.63%37.70%-14.79%24.22%-16.25%46.05%1.09%4.48%16.50%26.40%
ELEC.PA
Électricite de Strasbourg Société Anonyme
-8.03%93.06%19.27%5.84%-11.72%-7.49%14.53%24.12%-22.30%44.81%

Correlation

The correlation between GASNY and ELEC.PA is 0.10, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2009

0.09

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Return for Risk

GASNY vs. ELEC.PA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GASNY
GASNY Risk / Return Rank: 6868
Overall Rank
GASNY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GASNY Sortino Ratio Rank: 6262
Sortino Ratio Rank
GASNY Omega Ratio Rank: 6262
Omega Ratio Rank
GASNY Calmar Ratio Rank: 7474
Calmar Ratio Rank
GASNY Martin Ratio Rank: 7474
Martin Ratio Rank

ELEC.PA
ELEC.PA Risk / Return Rank: 6161
Overall Rank
ELEC.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ELEC.PA Sortino Ratio Rank: 5656
Sortino Ratio Rank
ELEC.PA Omega Ratio Rank: 6060
Omega Ratio Rank
ELEC.PA Calmar Ratio Rank: 5959
Calmar Ratio Rank
ELEC.PA Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GASNY vs. ELEC.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Naturgy Energy Group SA ADR (GASNY) and Électricite de Strasbourg Société Anonyme (ELEC.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.

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.


GASNYELEC.PADifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.57

0.59

+0.98

Martin ratioReturn relative to average drawdown

3.58

2.54

+1.05

GASNY vs. ELEC.PA - Sharpe Ratio Comparison

The current GASNY Sharpe Ratio is 0.72, which is comparable to the ELEC.PA Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GASNY and ELEC.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.


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Drawdowns

GASNY vs. ELEC.PA - Drawdown Comparison

The maximum GASNY drawdown since its inception was -49.07%, smaller than the maximum ELEC.PA drawdown of -54.73%. Use the drawdown chart below to compare losses from any high point for GASNY and ELEC.PA.


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Drawdown Indicators


GASNYELEC.PADifference

Max Drawdown

Largest peak-to-trough decline

-49.07%

-54.73%

+5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-31.27%

+20.37%

Max Drawdown (3Y)

Largest decline over 3 years

-32.08%

-31.27%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-33.99%

-33.31%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-44.23%

-35.54%

-8.69%

Current Drawdown

Current decline from peak

-3.59%

-31.27%

+27.68%

Average Drawdown

Average peak-to-trough decline

-15.09%

-17.54%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

7.32%

-2.55%

Volatility

GASNY vs. ELEC.PA - Volatility Comparison

The current volatility for Naturgy Energy Group SA ADR (GASNY) is 7.64%, while Électricite de Strasbourg Société Anonyme (ELEC.PA) has a volatility of 19.11%. This indicates that GASNY experiences smaller price fluctuations and is considered to be less risky than ELEC.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GASNYELEC.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

19.11%

-11.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

26.01%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

30.91%

-7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.05%

22.48%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.09%

21.45%

+6.64%

Dividends

GASNY vs. ELEC.PA - Dividend Comparison

GASNY's dividend yield for the trailing twelve months is around 6.08%, less than ELEC.PA's 8.40% yield.


PositionTTM20252024202320222021202020192018201720162015
ELEC.PA
Électricite de Strasbourg Société Anonyme
8.40%5.95%7.35%2.67%5.81%4.18%4.58%4.24%6.56%4.77%5.06%5.63%
GASNY
Naturgy Energy Group SA ADR
6.08%6.78%6.39%7.28%4.95%4.22%6.93%7.18%4.51%3.58%7.73%3.55%

Financials

GASNY vs. ELEC.PA - Financials Comparison

This section allows you to compare key financial metrics between Naturgy Energy Group SA ADR and Électricite de Strasbourg Société Anonyme. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. GASNY values in USD, ELEC.PA values in EUR

Frequently Asked Questions


GASNY and ELEC.PA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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