PortfoliosLab logoPortfoliosLab logo
IBDRY vs. ENLAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IBDRY vs. ENLAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iberdrola SA (IBDRY) and ENEL Societa per Azioni (ENLAY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IBDRY having a 15.88% return and ENLAY slightly lower at 15.58%. Over the past 10 years, IBDRY has outperformed ENLAY with an annualized return of 18.98%, while ENLAY has yielded a comparatively lower 15.31% annualized return.


IBDRY

1D
-0.70%
1M
0.44%
6M
10.01%
YTD
15.88%
1Y
41.81%
3Y*
32.91%
5Y*
20.07%
10Y*
18.98%
ALL TIME*
8.23%

ENLAY

1D
1.33%
1M
1.34%
6M
6.55%
YTD
15.58%
1Y
35.41%
3Y*
28.37%
5Y*
11.47%
10Y*
15.31%
ALL TIME*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.17M$3.42M$4.32M
$5.95M$6.32M$8.51M

IBDRY vs. ENLAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDRY
Iberdrola SA
15.88%65.75%10.02%17.36%3.59%-15.13%44.34%33.28%7.72%27.83%
ENLAY
ENEL Societa per Azioni
15.58%56.31%2.11%47.93%-27.98%-18.92%34.75%38.89%-2.41%46.09%

Correlation

The correlation between IBDRY and ENLAY is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.62

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

0.68

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

0.69

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

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.66

The correlation between IBDRY and ENLAY has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

Fundamentals

Market Cap

IBDRY:

$153.93B

ENLAY:

$113.16B

EPS

IBDRY:

€4.30

ENLAY:

€0.47

PE Ratio

IBDRY:

19.09

ENLAY:

21.23

PEG Ratio

IBDRY:

1.57

ENLAY:

0.92

PS Ratio

IBDRY:

2.98

ENLAY:

1.32

PB Ratio

IBDRY:

2.29

ENLAY:

2.97

Total Revenue (TTM)

IBDRY:

€45.14B

ENLAY:

€73.24B

Gross Profit (TTM)

IBDRY:

€17.31B

ENLAY:

€23.05B

EBITDA (TTM)

IBDRY:

€18.21B

ENLAY:

€27.20B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBDRY vs. ENLAY — Risk / Return Rank

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

IBDRY
IBDRY Risk / Return Rank: 9494
Overall Rank
IBDRY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBDRY Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBDRY Omega Ratio Rank: 9393
Omega Ratio Rank
IBDRY Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBDRY Martin Ratio Rank: 9494
Martin Ratio Rank

ENLAY
ENLAY Risk / Return Rank: 8585
Overall Rank
ENLAY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENLAY Sortino Ratio Rank: 8282
Sortino Ratio Rank
ENLAY Omega Ratio Rank: 8383
Omega Ratio Rank
ENLAY Calmar Ratio Rank: 8585
Calmar Ratio Rank
ENLAY Martin Ratio Rank: 8787
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.

IBDRY vs. ENLAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola SA (IBDRY) and ENEL Societa per Azioni (ENLAY). 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.


IBDRYENLAYDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

4.58

2.79

+1.79

Martin ratioReturn relative to average drawdown

12.88

8.04

+4.84

IBDRY vs. ENLAY - Sharpe Ratio Comparison

The current IBDRY Sharpe Ratio is 2.44, which is higher than the ENLAY Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IBDRY and ENLAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBDRY vs. ENLAY - Drawdown Comparison

The maximum IBDRY drawdown since its inception was -77.08%, which is greater than ENLAY's maximum drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for IBDRY and ENLAY.


Loading charts...

Drawdown Indicators


IBDRYENLAYDifference

Max Drawdown

Largest peak-to-trough decline

-77.08%

-63.03%

-14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-12.76%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.65%

-15.51%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

-55.91%

+29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-37.43%

-61.26%

+23.83%

Current Drawdown

Current decline from peak

-2.76%

-2.43%

-0.33%

Average Drawdown

Average peak-to-trough decline

-29.25%

-20.47%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

4.42%

-1.16%

Volatility

IBDRY vs. ENLAY - Volatility Comparison

The current volatility for Iberdrola SA (IBDRY) is 4.44%, while ENEL Societa per Azioni (ENLAY) has a volatility of 5.52%. This indicates that IBDRY experiences smaller price fluctuations and is considered to be less risky than ENLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBDRYENLAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

5.52%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

18.75%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

21.66%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

24.68%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

25.89%

-3.02%

Dividends

IBDRY vs. ENLAY - Dividend Comparison

IBDRY's dividend yield for the trailing twelve months is around 3.31%, less than ENLAY's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
ENLAY
ENEL Societa per Azioni
4.96%5.04%6.53%5.76%7.96%4.25%3.62%2.25%2.69%3.29%6.03%2.07%
IBDRY
Iberdrola SA
3.31%4.18%4.38%4.11%4.14%3.77%2.83%3.01%3.76%7.28%10.00%1.71%

Financials

IBDRY vs. ENLAY - Financials Comparison

This section allows you to compare key financial metrics between Iberdrola SA and ENEL Societa per Azioni. 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


Values in USD except per share items

IBDRY vs. ENLAY - Profitability Comparison

The chart below illustrates the profitability comparison between Iberdrola SA and ENEL Societa per Azioni over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

IBDRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Iberdrola SA reported a gross profit of 5.83B and revenue of 10.45B. Therefore, the gross margin over that period was 55.8%.

ENLAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ENEL Societa per Azioni reported a gross profit of 3.81B and revenue of 20.33B. Therefore, the gross margin over that period was 18.7%.

IBDRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Iberdrola SA reported an operating income of 2.63B and revenue of 10.45B, resulting in an operating margin of 25.2%.

ENLAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ENEL Societa per Azioni reported an operating income of 3.76B and revenue of 20.33B, resulting in an operating margin of 18.5%.

IBDRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Iberdrola SA reported a net income of 2.63B and revenue of 10.45B, resulting in a net margin of 25.1%.

ENLAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ENEL Societa per Azioni reported a net income of 1.88B and revenue of 20.33B, resulting in a net margin of 9.3%.


Frequently Asked Questions


IBDRY and ENLAY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENLAY has higher volatility (5.52%) compared to IBDRY (4.44%). In terms of maximum drawdown, IBDRY dropped -77.08% vs ENLAY's -63.03%.

IBDRY currently has the higher Sharpe Ratio (2.44 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for IBDRY and ENLAY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer