IGM.TO vs. ELEZY
IGM.TO (IGM Financial Inc.) and ELEZY (Endesa SA ADR) are both stocks. IGM.TO operates in Asset Management (Financial Services), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, IGM.TO returned 19.16%/yr vs 20.84%/yr for ELEZY. At a 0.11 correlation, their price movements are largely independent.
Performance
IGM.TO vs. ELEZY - Performance Comparison
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Different Trading Currencies
IGM.TO is traded in CAD, while ELEZY is traded in USD. To make them comparable, the ELEZY values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGM.TO achieves a 32.86% return, which is significantly higher than ELEZY's 20.18% return.
IGM.TO
- 1D
- 1.09%
- 1M
- 5.42%
- YTD
- 32.86%
- 6M
- 40.45%
- 1Y
- 92.94%
- 3Y*
- 33.72%
- 5Y*
- 19.16%
- 10Y*
- 14.85%
ELEZY
- 1D
- -1.43%
- 1M
- 0.13%
- YTD
- 20.18%
- 6M
- 17.66%
- 1Y
- 44.20%
- 3Y*
- 32.88%
- 5Y*
- 20.84%
- 10Y*
- —
IGM.TO vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGM.TO IGM Financial Inc. | 32.86% | 40.97% | 38.86% | -1.67% | -12.00% | 39.16% | -0.02% | 27.73% | -25.10% | 5.64% |
ELEZY Endesa SA ADR | 20.18% | 67.78% | 19.08% | 16.62% | -9.22% | -12.91% | 3.86% | 19.88% | 3.63% | -1.82% |
Correlation
The correlation between IGM.TO and ELEZY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.11 |
Fundamentals
IGM.TO:
CA$19.18B
ELEZY:
$43.21B
IGM.TO:
CA$4.86
ELEZY:
$1.11
IGM.TO:
16.73
ELEZY:
18.75
IGM.TO:
3.13
ELEZY:
0.44
IGM.TO:
5.01
ELEZY:
2.06
IGM.TO:
2.14
ELEZY:
5.04
IGM.TO:
CA$3.84B
ELEZY:
$21.28B
IGM.TO:
CA$1.57B
ELEZY:
$1.31B
IGM.TO:
CA$1.66B
ELEZY:
$1.08B
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Return for Risk
IGM.TO vs. ELEZY — Risk / Return Rank
IGM.TO
ELEZY
IGM.TO vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IGM Financial Inc. (IGM.TO) 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.
| IGM.TO | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.28 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 8.69 | 4.44 | +4.25 |
| Martin ratioReturn relative to average drawdown | 38.48 | 10.87 | +27.61 |
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
| IGM.TO | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.15 | 1.66 | +2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.67 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.13 |
Drawdowns
IGM.TO vs. ELEZY - Drawdown Comparison
The maximum IGM.TO drawdown since its inception was -51.72%, which is greater than ELEZY's maximum drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for IGM.TO and ELEZY.
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Drawdown Indicators
| IGM.TO | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.72% | -45.68% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -9.96% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -25.61% | -19.51% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -37.22% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -47.65% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.80% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -13.76% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 4.06% | -1.61% |
Volatility
IGM.TO vs. ELEZY - Volatility Comparison
The current volatility for IGM Financial Inc. (IGM.TO) is 5.60%, while Endesa SA ADR (ELEZY) has a volatility of 8.05%. This indicates that IGM.TO 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
| IGM.TO | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 8.05% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 20.93% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 26.81% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 31.48% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 36.09% | -13.64% |
Dividends
IGM.TO vs. ELEZY - Dividend Comparison
IGM.TO's dividend yield for the trailing twelve months is around 2.84%, less 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% |
IGM.TO IGM Financial Inc. | 2.84% | 3.64% | 4.90% | 6.43% | 5.96% | 4.93% | 6.52% | 6.04% | 7.25% | 5.14% | 5.91% | 8.07% |
Financials
IGM.TO vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between IGM Financial Inc. 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
IGM.TO vs. ELEZY - Profitability Comparison
IGM.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a gross profit of 509.55M and revenue of 925.05M. Therefore, the gross margin over that period was 55.1%.
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%.
IGM.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported an operating income of 330.21M and revenue of 925.05M, resulting in an operating margin of 35.7%.
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%.
IGM.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a net income of 283.82M and revenue of 925.05M, resulting in a net margin of 30.7%.
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
IGM.TO and ELEZY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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