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RDEIY vs. GIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RDEIY vs. GIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Red Electrica Corporacion SA ADR (RDEIY) and Gildan Activewear Inc. (GIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDEIY achieves a -0.08% return, which is significantly higher than GIL's -16.53% return. Over the past 10 years, RDEIY has underperformed GIL with an annualized return of 2.91%, while GIL has yielded a comparatively higher 6.84% annualized return.


RDEIY

1D
0.00%
1M
4.27%
6M
3.38%
YTD
-0.08%
1Y
-9.03%
3Y*
6.99%
5Y*
4.33%
10Y*
2.91%

GIL

1D
-1.56%
1M
-14.97%
6M
-16.30%
YTD
-16.53%
1Y
2.97%
3Y*
20.68%
5Y*
10.48%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDEIY vs. GIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDEIY
Red Electrica Corporacion SA ADR
-0.08%14.04%9.95%1.07%-15.41%9.39%8.06%-6.12%2.84%28.56%
GIL
Gildan Activewear Inc.
-16.53%35.08%45.31%23.58%-33.93%54.00%-4.46%-1.17%-4.58%29.00%

Correlation

The correlation between RDEIY and GIL is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2008

0.18

Fundamentals

Market Cap

RDEIY:

$9.44B

GIL:

$7.91B

EPS

RDEIY:

€0.87

GIL:

$1.51

PE Ratio

RDEIY:

8.87

GIL:

34.29

PS Ratio

RDEIY:

2.64

GIL:

2.09

PB Ratio

RDEIY:

1.51

GIL:

2.81

Total Revenue (TTM)

RDEIY:

€2.10B

GIL:

$4.09B

Gross Profit (TTM)

RDEIY:

€1.80B

GIL:

$1.18B

EBITDA (TTM)

RDEIY:

€1.17B

GIL:

$631.40M

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Return for Risk

RDEIY vs. GIL — Risk / Return Rank

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

RDEIY
RDEIY Risk / Return Rank: 2727
Overall Rank
RDEIY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RDEIY Sortino Ratio Rank: 2222
Sortino Ratio Rank
RDEIY Omega Ratio Rank: 2222
Omega Ratio Rank
RDEIY Calmar Ratio Rank: 3131
Calmar Ratio Rank
RDEIY Martin Ratio Rank: 3333
Martin Ratio Rank

GIL
GIL Risk / Return Rank: 4747
Overall Rank
GIL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GIL Sortino Ratio Rank: 4444
Sortino Ratio Rank
GIL Omega Ratio Rank: 4545
Omega Ratio Rank
GIL Calmar Ratio Rank: 4848
Calmar Ratio Rank
GIL Martin Ratio Rank: 4848
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.

RDEIY vs. GIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Red Electrica Corporacion SA ADR (RDEIY) and Gildan Activewear Inc. (GIL). 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.


RDEIYGILDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

0.94

1.05

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.41

0.10

-0.51

Martin ratioReturn relative to average drawdown

-0.63

0.23

-0.86

RDEIY vs. GIL - Sharpe Ratio Comparison

The current RDEIY Sharpe Ratio is -0.46, which is lower than the GIL Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of RDEIY and GIL, 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

RDEIY vs. GIL - Drawdown Comparison

The maximum RDEIY drawdown since its inception was -40.85%, smaller than the maximum GIL drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for RDEIY and GIL.


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Drawdown Indicators


RDEIYGILDifference

Max Drawdown

Largest peak-to-trough decline

-40.85%

-87.23%

+46.38%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-30.03%

+7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-25.03%

-31.28%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.75%

-37.97%

+7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-74.44%

+40.07%

Current Drawdown

Current decline from peak

-15.45%

-28.16%

+12.71%

Average Drawdown

Average peak-to-trough decline

-10.86%

-19.16%

+8.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.41%

13.03%

+1.38%

Volatility

RDEIY vs. GIL - Volatility Comparison

The current volatility for Red Electrica Corporacion SA ADR (RDEIY) is 6.69%, while Gildan Activewear Inc. (GIL) has a volatility of 23.43%. This indicates that RDEIY experiences smaller price fluctuations and is considered to be less risky than GIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDEIYGILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

23.43%

-16.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

33.29%

-18.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

39.83%

-20.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

33.19%

-11.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

35.14%

-12.79%

Dividends

RDEIY vs. GIL - Dividend Comparison

RDEIY's dividend yield for the trailing twelve months is around 5.30%, more than GIL's 1.84% yield.


PositionTTM20252024202320222021202020192018201720162015
GIL
Gildan Activewear Inc.
1.84%1.45%1.74%2.25%2.47%1.53%0.55%1.82%1.48%1.16%1.23%0.91%
RDEIY
Red Electrica Corporacion SA ADR
5.30%4.93%6.30%6.54%6.21%4.42%4.50%3.92%3.48%6.36%4.63%2.84%

Financials

RDEIY vs. GIL - Financials Comparison

This section allows you to compare key financial metrics between Red Electrica Corporacion SA ADR and Gildan Activewear 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


200.00M400.00M600.00M800.00M1.00B1.20BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
429.80M
1.17B
(RDEIY) Total Revenue
(GIL) Total Revenue
Please note, different currencies. RDEIY values in EUR, GIL values in USD

Frequently Asked Questions


RDEIY and GIL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GIL has higher volatility (23.43%) compared to RDEIY (6.69%). In terms of maximum drawdown, RDEIY dropped -40.85% vs GIL's -87.23%.

GIL currently has the higher Sharpe Ratio (0.07 vs -0.46), 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 RDEIY and GIL

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

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