ITX.MC vs. ENEL.MI
ITX.MC (Industria de Diseno Textil SA) and ENEL.MI (Enel SpA) are both stocks. ITX.MC operates in Apparel Retail (Consumer Cyclical), while ENEL.MI operates in Utilities - Diversified (Utilities). Over the past 10 years, ITX.MC returned 9.78%/yr vs 15.79%/yr for ENEL.MI. At a 0.42 correlation, their price movements are largely independent.
Performance
ITX.MC vs. ENEL.MI - Performance Comparison
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Returns By Period
In the year-to-date period, ITX.MC achieves a 0.99% return, which is significantly lower than ENEL.MI's 13.01% return. Over the past 10 years, ITX.MC has underperformed ENEL.MI with an annualized return of 9.78%, while ENEL.MI has yielded a comparatively higher 15.79% annualized return.
ITX.MC
- 1D
- 1.12%
- 1M
- 14.05%
- YTD
- 0.99%
- 6M
- 2.04%
- 1Y
- 25.19%
- 3Y*
- 21.60%
- 5Y*
- 15.76%
- 10Y*
- 9.78%
ENEL.MI
- 1D
- 1.35%
- 1M
- 0.51%
- YTD
- 13.01%
- 6M
- 15.09%
- 1Y
- 29.13%
- 3Y*
- 24.05%
- 5Y*
- 10.38%
- 10Y*
- 15.79%
ITX.MC vs. ENEL.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITX.MC Industria de Diseno Textil SA | 0.99% | 17.50% | 29.15% | 63.56% | -9.81% | 11.63% | -16.11% | 44.41% | -21.19% | -8.93% |
ENEL.MI Enel SpA | 13.01% | 36.75% | 8.35% | 42.63% | -23.74% | -11.11% | 22.02% | 47.36% | 2.97% | 27.49% |
Correlation
The correlation between ITX.MC and ENEL.MI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.42 |
Over the past year, the correlation between ITX.MC and ENEL.MI has dropped to 0.17 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
ITX.MC vs. ENEL.MI — Risk / Return Rank
ITX.MC
ENEL.MI
ITX.MC vs. ENEL.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industria de Diseno Textil SA (ITX.MC) and Enel SpA (ENEL.MI). 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.
| ITX.MC | ENEL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.65 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.88 | 7.83 | -3.94 |
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Drawdowns
ITX.MC vs. ENEL.MI - Drawdown Comparison
The maximum ITX.MC drawdown since its inception was -55.49%, roughly equal to the maximum ENEL.MI drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for ITX.MC and ENEL.MI.
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Drawdown Indicators
| ITX.MC | ENEL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -56.40% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -10.99% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -25.24% | -13.88% | -11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -38.85% | -47.08% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -50.13% | +8.45% |
Current DrawdownCurrent decline from peak | -1.76% | -3.93% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -14.49% | -15.15% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 3.72% | +2.25% |
Volatility
ITX.MC vs. ENEL.MI - Volatility Comparison
Industria de Diseno Textil SA (ITX.MC) has a higher volatility of 5.68% compared to Enel SpA (ENEL.MI) at 5.33%. This indicates that ITX.MC's price experiences larger fluctuations and is considered to be riskier than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITX.MC | ENEL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 5.33% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 17.70% | 17.28% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 19.27% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 21.09% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 22.78% | +3.01% |
Dividends
ITX.MC vs. ENEL.MI - Dividend Comparison
ITX.MC's dividend yield for the trailing twelve months is around 3.07%, less than ENEL.MI's 4.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 4.95% | 4.98% | 5.44% | 5.56% | 7.55% | 5.08% | 3.96% | 3.96% | 4.70% | 3.51% | 3.82% | 3.60% |
ITX.MC Industria de Diseno Textil SA | 3.07% | 2.98% | 2.51% | 2.47% | 3.03% | 1.99% | 1.09% | 2.27% | 2.72% | 1.90% | 0.00% | 0.00% |
Financials
ITX.MC vs. ENEL.MI - Financials Comparison
This section allows you to compare key financial metrics between Industria de Diseno Textil SA and Enel SpA. 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
Frequently Asked Questions
ITX.MC and ENEL.MI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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