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RWE.DE vs. EONGY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RWE.DE vs. EONGY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in RWE AG (RWE.DE) and E.ON SE ADR (EONGY). The values are adjusted to include any dividend payments, if applicable.

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RWE.DE vs. EONGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWE.DE
RWE AG
29.74%62.21%-27.81%1.17%19.08%6.06%33.85%48.83%19.98%43.88%
EONGY
E.ON SE ADR
19.93%48.75%-3.87%37.71%-20.70%39.90%-1.58%14.41%-2.68%42.82%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, RWE.DE achieves a 29.74% return, which is significantly higher than EONGY's 19.93% return. Over the past 10 years, RWE.DE has outperformed EONGY with an annualized return of 21.53%, while EONGY has yielded a comparatively lower 15.45% annualized return.


RWE.DE

1D
1.80%
1M
6.96%
YTD
29.74%
6M
50.29%
1Y
80.84%
3Y*
17.27%
5Y*
14.37%
10Y*
21.53%

EONGY

1D
0.93%
1M
-0.50%
YTD
19.93%
6M
19.35%
1Y
42.53%
3Y*
23.82%
5Y*
18.76%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RWE.DE vs. EONGY — Risk / Return Rank

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

RWE.DE
RWE.DE Risk / Return Rank: 9797
Overall Rank
RWE.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RWE.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
RWE.DE Omega Ratio Rank: 9696
Omega Ratio Rank
RWE.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
RWE.DE Martin Ratio Rank: 9797
Martin Ratio Rank

EONGY
EONGY Risk / Return Rank: 9090
Overall Rank
EONGY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EONGY Sortino Ratio Rank: 8787
Sortino Ratio Rank
EONGY Omega Ratio Rank: 8888
Omega Ratio Rank
EONGY Calmar Ratio Rank: 9393
Calmar Ratio Rank
EONGY Martin Ratio Rank: 9292
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.

RWE.DE vs. EONGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG (RWE.DE) and E.ON SE ADR (EONGY). 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.


RWE.DEEONGYDifference

Sharpe ratio

Return per unit of total volatility

3.36

1.84

+1.52

Sortino ratio

Return per unit of downside risk

4.26

2.41

+1.85

Omega ratio

Gain probability vs. loss probability

1.56

1.33

+0.23

Calmar ratio

Return relative to maximum drawdown

7.99

4.00

+3.99

Martin ratio

Return relative to average drawdown

20.57

10.58

+9.99

RWE.DE vs. EONGY - Sharpe Ratio Comparison

The current RWE.DE Sharpe Ratio is 3.36, which is higher than the EONGY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of RWE.DE and EONGY, 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


RWE.DEEONGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

1.84

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.85

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.65

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.04

+0.17

Correlation

The correlation between RWE.DE and EONGY is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RWE.DE vs. EONGY - Dividend Comparison

RWE.DE's dividend yield for the trailing twelve months is around 1.87%, less than EONGY's 2.77% yield.


TTM20252024202320222021202020192018201720162015
RWE.DE
RWE AG
1.87%2.43%3.47%2.19%2.16%2.38%4.63%2.56%7.91%0.00%1.10%8.54%
EONGY
E.ON SE ADR
2.77%3.27%4.98%4.06%5.22%2.91%3.33%3.39%2.77%4.35%29.92%5.47%

Drawdowns

RWE.DE vs. EONGY - Drawdown Comparison

The maximum RWE.DE drawdown since its inception was -85.39%, which is greater than EONGY's maximum drawdown of -80.36%. Use the drawdown chart below to compare losses from any high point for RWE.DE and EONGY.


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Drawdown Indicators


RWE.DEEONGYDifference

Max Drawdown

Largest peak-to-trough decline

-85.39%

-85.09%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-10.93%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-32.19%

-46.78%

+14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-39.02%

-46.78%

+7.76%

Current Drawdown

Current decline from peak

0.00%

-23.89%

+23.89%

Average Drawdown

Average peak-to-trough decline

-33.40%

-61.42%

+28.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

4.19%

-0.32%

Volatility

RWE.DE vs. EONGY - Volatility Comparison

RWE AG (RWE.DE) and E.ON SE ADR (EONGY) have volatilities of 9.19% and 9.25%, 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


RWE.DEEONGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

9.25%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.41%

15.54%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

24.00%

23.24%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

22.06%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

24.01%

+4.80%

Financials

RWE.DE vs. EONGY - Financials Comparison

This section allows you to compare key financial metrics between RWE AG and E.ON SE 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. RWE.DE values in EUR, EONGY values in USD