RWE.DE vs. EONGY
RWE.DE (RWE AG) and EONGY (E.ON SE ADR) are both stocks. Both operate in the Utilities - Diversified industry within the Utilities sector. Over the past 10 years, RWE.DE returned 19.74%/yr vs 14.36%/yr for EONGY. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
RWE.DE vs. EONGY - Performance Comparison
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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 25.72% return, which is significantly higher than EONGY's 16.05% return. Over the past 10 years, RWE.DE has outperformed EONGY with an annualized return of 19.74%, while EONGY has yielded a comparatively lower 14.36% annualized return.
RWE.DE
- 1D
- -2.35%
- 1M
- -7.40%
- YTD
- 25.72%
- 6M
- 30.54%
- 1Y
- 70.47%
- 3Y*
- 15.73%
- 5Y*
- 15.45%
- 10Y*
- 19.74%
EONGY
- 1D
- 0.53%
- 1M
- -1.66%
- YTD
- 16.05%
- 6M
- 20.46%
- 1Y
- 21.41%
- 3Y*
- 21.56%
- 5Y*
- 17.13%
- 10Y*
- 14.36%
RWE.DE vs. EONGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWE.DE RWE AG | 25.72% | 62.21% | -27.81% | 1.17% | 19.08% | 6.06% | 33.85% | 48.83% | 19.98% | 43.88% |
EONGY E.ON SE ADR | 16.05% | 48.75% | -3.87% | 37.71% | -20.70% | 39.90% | -1.58% | 14.41% | -2.68% | 42.82% |
Correlation
The correlation between RWE.DE and EONGY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2007 | 0.55 |
The correlation between RWE.DE and EONGY shifts across timeframes, from 0.41 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RWE.DE vs. EONGY — Risk / Return Rank
RWE.DE
EONGY
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.DE | EONGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.18 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 6.76 | 1.99 | +4.77 |
| Martin ratioReturn relative to average drawdown | 16.53 | 4.51 | +12.02 |
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
| RWE.DE | EONGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 1.00 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.77 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.03 | +0.17 |
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.DE | EONGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.39% | -80.36% | -5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -10.81% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -30.49% | -23.32% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -32.19% | -37.84% | +5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -39.02% | -37.84% | -1.18% |
Current DrawdownCurrent decline from peak | -8.19% | -8.26% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -33.25% | -53.34% | +20.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 4.76% | -0.51% |
Volatility
RWE.DE vs. EONGY - Volatility Comparison
RWE AG (RWE.DE) and E.ON SE ADR (EONGY) have volatilities of 7.84% and 7.82%, 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.DE | EONGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 7.82% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 17.57% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 21.47% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.60% | 22.38% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.40% | 23.89% | +4.51% |
Dividends
RWE.DE vs. EONGY - Dividend Comparison
RWE.DE's dividend yield for the trailing twelve months is around 2.15%, less than EONGY's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 3.16% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
RWE.DE RWE AG | 2.15% | 2.43% | 3.47% | 2.19% | 2.16% | 2.38% | 4.63% | 2.56% | 7.91% | 0.00% | 1.10% | 8.54% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RWE.DE and EONGY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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