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NOMD vs. ELPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOMD vs. ELPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomad Foods Limited (NOMD) and Companhia Paranaense de Energia (ELPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOMD achieves a -1.85% return, which is significantly lower than ELPC's 33.94% return.


NOMD

1D
-4.11%
1M
4.20%
6M
-3.32%
YTD
-1.85%
1Y
-25.84%
3Y*
-9.31%
5Y*
-12.68%
10Y*
4.24%
ALL TIME*
0.83%

ELPC

1D
-0.68%
1M
1.03%
6M
17.42%
YTD
33.94%
1Y
59.92%
3Y*
5Y*
10Y*
ALL TIME*
26.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.77M$4.64M$4.18M
$19.32M$16.84M$16.30M

NOMD vs. ELPC - Yearly Performance Comparison


2026 (YTD)202520242023
NOMD
Nomad Foods Limited
-1.85%-22.15%2.39%-0.18%
ELPC
Companhia Paranaense de Energia
33.94%89.60%-30.59%3.55%

Correlation

The correlation between NOMD and ELPC is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2023

0.12

Fundamentals

Market Cap

NOMD:

$1.66B

ELPC:

$2.18B

EPS

NOMD:

€0.92

ELPC:

R$14.65

PE Ratio

NOMD:

11.21

ELPC:

4.05

PEG Ratio

NOMD:

18.10

ELPC:

0.03

PS Ratio

NOMD:

0.50

ELPC:

0.40

PB Ratio

NOMD:

0.59

ELPC:

0.47

Total Revenue (TTM)

NOMD:

€3.00B

ELPC:

R$27.27B

Gross Profit (TTM)

NOMD:

€798.02M

ELPC:

R$6.94B

EBITDA (TTM)

NOMD:

€343.69M

ELPC:

R$6.34B

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Return for Risk

NOMD vs. ELPC — Risk / Return Rank

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

NOMD
NOMD Risk / Return Rank: 1717
Overall Rank
NOMD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NOMD Sortino Ratio Rank: 1313
Sortino Ratio Rank
NOMD Omega Ratio Rank: 1212
Omega Ratio Rank
NOMD Calmar Ratio Rank: 2323
Calmar Ratio Rank
NOMD Martin Ratio Rank: 2828
Martin Ratio Rank

ELPC
ELPC Risk / Return Rank: 8686
Overall Rank
ELPC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ELPC Sortino Ratio Rank: 8383
Sortino Ratio Rank
ELPC Omega Ratio Rank: 8181
Omega Ratio Rank
ELPC Calmar Ratio Rank: 9090
Calmar Ratio Rank
ELPC Martin Ratio Rank: 8888
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.

NOMD vs. ELPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nomad Foods Limited (NOMD) and Companhia Paranaense de Energia (ELPC). 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.


NOMDELPCDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.87

1.28

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.58

3.63

-4.20

Martin ratioReturn relative to average drawdown

-0.84

8.67

-9.50

NOMD vs. ELPC - Sharpe Ratio Comparison

The current NOMD Sharpe Ratio is -0.78, which is lower than the ELPC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of NOMD and ELPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOMD vs. ELPC - Drawdown Comparison

The maximum NOMD drawdown since its inception was -67.99%, which is greater than ELPC's maximum drawdown of -31.85%. Use the drawdown chart below to compare losses from any high point for NOMD and ELPC.


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Drawdown Indicators


NOMDELPCDifference

Max Drawdown

Largest peak-to-trough decline

-67.99%

-31.85%

-36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-43.85%

-17.54%

-26.31%

Max Drawdown (3Y)

Largest decline over 3 years

-52.77%

Max Drawdown (5Y)

Largest decline over 5 years

-64.82%

Max Drawdown (10Y)

Largest decline over 10 years

-67.99%

Current Drawdown

Current decline from peak

-58.09%

-12.39%

-45.70%

Average Drawdown

Average peak-to-trough decline

-25.76%

-11.26%

-14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.24%

7.33%

+22.91%

Volatility

NOMD vs. ELPC - Volatility Comparison

Nomad Foods Limited (NOMD) and Companhia Paranaense de Energia (ELPC) have volatilities of 8.61% and 8.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOMDELPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

8.83%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

26.11%

26.06%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

32.67%

37.66%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.65%

37.51%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.36%

37.51%

-9.15%

Dividends

NOMD vs. ELPC - Dividend Comparison

NOMD's dividend yield for the trailing twelve months is around 5.71%, less than ELPC's 6.82% yield.


PositionTTM20252024
ELPC
Companhia Paranaense de Energia
6.82%2.86%5.24%
NOMD
Nomad Foods Limited
5.71%5.44%3.58%

Financials

NOMD vs. ELPC - Financials Comparison

This section allows you to compare key financial metrics between Nomad Foods Limited and Companhia Paranaense de Energia. 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

NOMD vs. ELPC - Profitability Comparison

The chart below illustrates the profitability comparison between Nomad Foods Limited and Companhia Paranaense de Energia over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

NOMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Nomad Foods Limited reported a gross profit of 186.62M and revenue of 726.96M. Therefore, the gross margin over that period was 25.7%.

ELPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Companhia Paranaense de Energia reported a gross profit of 1.73B and revenue of 6.94B. Therefore, the gross margin over that period was 24.9%.

NOMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Nomad Foods Limited reported an operating income of 67.70M and revenue of 726.96M, resulting in an operating margin of 9.3%.

ELPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Companhia Paranaense de Energia reported an operating income of 1.44B and revenue of 6.94B, resulting in an operating margin of 20.7%.

NOMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Nomad Foods Limited reported a net income of 29.38M and revenue of 726.96M, resulting in a net margin of 4.0%.

ELPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Companhia Paranaense de Energia reported a net income of 679.09M and revenue of 6.94B, resulting in a net margin of 9.8%.


Frequently Asked Questions


NOMD and ELPC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELPC has higher volatility (8.83%) compared to NOMD (8.61%). In terms of maximum drawdown, NOMD dropped -67.99% vs ELPC's -31.85%.

ELPC currently has the higher Sharpe Ratio (1.69 vs -0.78), 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

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