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IBE1.DE vs. ENB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IBE1.DE vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Iberdrola S.A (IBE1.DE) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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IBE1.DE vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBE1.DE
Iberdrola S.A
12.21%44.98%16.80%13.43%10.01%-7.94%31.64%41.22%11.30%9.47%
ENB
Enbridge Inc.
16.81%5.33%34.69%-4.09%13.05%40.62%-20.72%39.12%-11.56%-14.68%
Different Trading Currencies

IBE1.DE is traded in EUR, while ENB is traded in USD. To make them comparable, the ENB values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBE1.DE achieves a 12.21% return, which is significantly lower than ENB's 16.81% return. Over the past 10 years, IBE1.DE has outperformed ENB with an annualized return of 18.17%, while ENB has yielded a comparatively lower 10.03% annualized return.


IBE1.DE

1D
0.99%
1M
6.24%
YTD
12.21%
6M
27.45%
1Y
40.56%
3Y*
27.09%
5Y*
17.91%
10Y*
18.17%

ENB

1D
1.39%
1M
0.32%
YTD
16.81%
6M
13.74%
1Y
19.18%
3Y*
16.86%
5Y*
15.74%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IBE1.DE vs. ENB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBE1.DE
IBE1.DE Risk / Return Rank: 8989
Overall Rank
IBE1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBE1.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBE1.DE Omega Ratio Rank: 8888
Omega Ratio Rank
IBE1.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBE1.DE Martin Ratio Rank: 8989
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8282
Overall Rank
ENB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 7979
Sortino Ratio Rank
ENB Omega Ratio Rank: 7878
Omega Ratio Rank
ENB Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENB Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBE1.DE vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola S.A (IBE1.DE) and Enbridge Inc. (ENB). 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.


IBE1.DEENBDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.12

+0.94

Sortino ratio

Return per unit of downside risk

2.61

1.58

+1.02

Omega ratio

Gain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratio

Return relative to maximum drawdown

4.56

1.96

+2.61

Martin ratio

Return relative to average drawdown

11.02

4.90

+6.12

IBE1.DE vs. ENB - Sharpe Ratio Comparison

The current IBE1.DE Sharpe Ratio is 2.06, which is higher than the ENB Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IBE1.DE and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBE1.DEENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.12

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.89

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.41

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Correlation

The correlation between IBE1.DE and ENB is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBE1.DE vs. ENB - Dividend Comparison

IBE1.DE's dividend yield for the trailing twelve months is around 3.28%, less than ENB's 5.07% yield.


TTM20252024202320222021202020192018201720162015
IBE1.DE
Iberdrola S.A
3.28%3.50%4.19%4.21%4.09%4.05%3.40%3.78%4.74%4.81%2.52%2.19%
ENB
Enbridge Inc.
5.07%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%

Drawdowns

IBE1.DE vs. ENB - Drawdown Comparison

The maximum IBE1.DE drawdown since its inception was -71.14%, which is greater than ENB's maximum drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for IBE1.DE and ENB.


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Drawdown Indicators


IBE1.DEENBDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-46.35%

-24.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-9.37%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-28.32%

+4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-44.07%

+15.67%

Current Drawdown

Current decline from peak

-0.34%

-0.79%

+0.45%

Average Drawdown

Average peak-to-trough decline

-19.96%

-10.87%

-9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.78%

-0.73%

Volatility

IBE1.DE vs. ENB - Volatility Comparison

Iberdrola S.A (IBE1.DE) has a higher volatility of 5.81% compared to Enbridge Inc. (ENB) at 3.66%. This indicates that IBE1.DE's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBE1.DEENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

3.66%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

11.93%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

17.20%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.02%

17.74%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

24.34%

+0.93%

Financials

IBE1.DE vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Iberdrola S.A and Enbridge Inc.. 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. IBE1.DE values in EUR, ENB values in USD