HVRRY vs. ELEZY
HVRRY (Hannover Re) and ELEZY (Endesa SA ADR) are both stocks. HVRRY operates in Insurance - Reinsurance (Financial Services), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, HVRRY returned 12.50%/yr vs 17.48%/yr for ELEZY. At a 0.17 correlation, their price movements are largely independent.
Performance
HVRRY vs. ELEZY - Performance Comparison
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Returns By Period
In the year-to-date period, HVRRY achieves a -12.88% return, which is significantly lower than ELEZY's 18.03% return.
HVRRY
- 1D
- -0.32%
- 1M
- -9.40%
- YTD
- -12.88%
- 6M
- -6.28%
- 1Y
- -15.96%
- 3Y*
- 12.41%
- 5Y*
- 12.50%
- 10Y*
- 12.58%
ELEZY
- 1D
- -1.70%
- 1M
- -1.90%
- YTD
- 18.03%
- 6M
- 18.29%
- 1Y
- 41.21%
- 3Y*
- 31.00%
- 5Y*
- 17.48%
- 10Y*
- —
HVRRY vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HVRRY Hannover Re | -12.88% | 29.30% | 7.59% | 24.53% | 11.05% | 20.35% | -16.15% | 48.63% | 10.97% | 4.00% |
ELEZY Endesa SA ADR | 18.03% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
Correlation
The correlation between HVRRY and ELEZY is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.17 |
The correlation between HVRRY and ELEZY shifts across timeframes, from 0.10 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HVRRY:
$31.24B
ELEZY:
$43.21B
HVRRY:
$4.06
ELEZY:
$1.11
HVRRY:
10.63
ELEZY:
18.75
HVRRY:
0.32
ELEZY:
0.44
HVRRY:
1.20
ELEZY:
2.06
HVRRY:
2.25
ELEZY:
5.04
HVRRY:
$25.44B
ELEZY:
$21.28B
HVRRY:
$23.95B
ELEZY:
$1.31B
HVRRY:
$9.81B
ELEZY:
$1.08B
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Return for Risk
HVRRY vs. ELEZY — Risk / Return Rank
HVRRY
ELEZY
HVRRY vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hannover Re (HVRRY) and Endesa SA ADR (ELEZY). 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.
| HVRRY | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 3.80 | -4.71 |
| Martin ratioReturn relative to average drawdown | -1.87 | 10.32 | -12.19 |
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
| HVRRY | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | 1.55 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.56 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Drawdowns
HVRRY vs. ELEZY - Drawdown Comparison
The maximum HVRRY drawdown since its inception was -62.80%, which is greater than ELEZY's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for HVRRY and ELEZY.
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Drawdown Indicators
| HVRRY | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.80% | -50.29% | -12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -10.89% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -20.80% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -43.16% | +11.50% |
Max Drawdown (10Y)Largest decline over 10 years | -44.24% | — | — |
Current DrawdownCurrent decline from peak | -17.62% | -8.43% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -15.75% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 4.00% | +4.56% |
Volatility
HVRRY vs. ELEZY - Volatility Comparison
The current volatility for Hannover Re (HVRRY) is 5.23%, while Endesa SA ADR (ELEZY) has a volatility of 8.06%. This indicates that HVRRY experiences smaller price fluctuations and is considered to be less risky than ELEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HVRRY | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 8.06% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 16.58% | 21.36% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.72% | 26.77% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.13% | 31.42% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.28% | 36.14% | -9.86% |
Dividends
HVRRY vs. ELEZY - Dividend Comparison
HVRRY's dividend yield for the trailing twelve months is around 5.64%, more than ELEZY's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.72% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
HVRRY Hannover Re | 5.64% | 3.19% | 3.10% | 2.75% | 3.15% | 2.92% | 2.75% | 2.19% | 3.27% | 4.55% | 8.64% | 1.19% |
Financials
HVRRY vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between Hannover Re and Endesa 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
HVRRY vs. ELEZY - Profitability Comparison
HVRRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a gross profit of 7.31B and revenue of 7.31B. Therefore, the gross margin over that period was 100.0%.
ELEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a gross profit of 2.11B and revenue of 5.73B. Therefore, the gross margin over that period was 36.8%.
HVRRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported an operating income of 965.32M and revenue of 7.31B, resulting in an operating margin of 13.2%.
ELEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.
HVRRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a net income of 722.29M and revenue of 7.31B, resulting in a net margin of 9.9%.
ELEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.
Frequently Asked Questions
HVRRY and ELEZY 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.
ELEZY has higher volatility (8.06%) compared to HVRRY (5.23%). In terms of maximum drawdown, HVRRY dropped -62.80% vs ELEZY's -50.29%.
ELEZY currently has the higher Sharpe Ratio (1.55 vs -0.74), 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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