RWEOY vs. ELEZY

Last updated Apr 2, 2026

Compare and contrast key facts about RWE AG PK (RWEOY) and Endesa SA ADR (ELEZY).

Performance

RWEOY vs. ELEZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RWE AG PK (RWEOY) and Endesa SA ADR (ELEZY). The values are adjusted to include any dividend payments, if applicable.

RWEOY vs. ELEZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RWEOY RWE AG PK	27.07%	86.95%	-33.35%	4.97%	11.02%	-1.31%	41.02%	43.23%	13.79%	-11.94%
ELEZY Endesa SA ADR	22.50%	75.81%	9.78%	19.46%	-14.63%	-12.87%	6.49%	22.67%	-0.34%	-4.48%

Fundamentals

Market Cap RWEOY : $50.39B ELEZY : $45.84B
EPS RWEOY : $4.27 ELEZY : $1.04
PE Ratio RWEOY : 15.87 ELEZY : 20.80
PEG Ratio RWEOY : 0.15 ELEZY : 0.48
PS Ratio RWEOY : 2.82 ELEZY : 2.14
PB Ratio RWEOY : 1.47 ELEZY : 5.38
Total Revenue (TTM) RWEOY : $17.59B ELEZY : $21.36B
Gross Profit (TTM) RWEOY : $3.73B ELEZY : $1.10B
EBITDA (TTM) RWEOY : $8.49B ELEZY : $824.69M

Returns By Period

In the year-to-date period, RWEOY achieves a 27.07% return, which is significantly higher than ELEZY's 22.50% return.

RWEOY

• 1D: 0.65%
• 1M: 5.46%
• YTD: 27.07%
• 6M: 47.52%
• 1Y: 92.73%
• 3Y*: 19.63%
• 5Y*: 13.67%
• 10Y*: 20.76%

ELEZY

• 1D: 3.34%
• 1M: 6.49%
• YTD: 22.50%
• 6M: 36.14%
• 1Y: 70.83%
• 3Y*: 34.86%
• 5Y*: 13.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RWEOY vs. ELEZY — Risk / Return Rank

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

RWEOY

RWEOY Risk / Return Rank: 97
RWEOY Sharpe Ratio Rank: 98
RWEOY Sortino Ratio Rank: 97
RWEOY Omega Ratio Rank: 96
RWEOY Calmar Ratio Rank: 98
RWEOY Martin Ratio Rank: 97

ELEZY

ELEZY Risk / Return Rank: 93
ELEZY Sharpe Ratio Rank: 93
ELEZY Sortino Ratio Rank: 90
ELEZY Omega Ratio Rank: 89
ELEZY Calmar Ratio Rank: 96
ELEZY Martin Ratio Rank: 96

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.

RWEOY vs. ELEZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RWE AG PK (RWEOY) and Endesa SA ADR (ELEZY). 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.

	RWEOY	ELEZY	Difference
Sharpe ratio Return per unit of total volatility	3.52	2.41	+1.11
Sortino ratio Return per unit of downside risk	4.30	2.96	+1.34
Omega ratio Gain probability vs. loss probability	1.58	1.39	+0.19
Calmar ratio Return relative to maximum drawdown	8.64	6.72	+1.92
Martin ratio Return relative to average drawdown	23.83	18.79	+5.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RWEOY vs. ELEZY - Sharpe Ratio Comparison

The current RWEOY Sharpe Ratio is 3.52, which is higher than the ELEZY Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of RWEOY and ELEZY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RWEOY	ELEZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.52	2.41	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.40	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.48	-0.47

Correlation

The correlation between RWEOY and ELEZY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

RWEOY vs. ELEZY - Dividend Comparison

RWEOY's dividend yield for the trailing twelve months is around 1.84%, less than ELEZY's 3.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RWEOY RWE AG PK	1.84%	2.34%	3.68%	2.08%	2.13%	2.47%	1.52%	1.83%	6.13%	0.00%	0.00%	8.71%
ELEZY Endesa SA ADR	3.58%	4.12%	2.49%	11.14%	5.31%	9.35%	2.10%	2.80%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RWEOY vs. ELEZY - Drawdown Comparison

The maximum RWEOY drawdown since its inception was -90.01%, which is greater than ELEZY's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for RWEOY and ELEZY.

Drawdown Indicators

	RWEOY	ELEZY	Difference
Max Drawdown Largest peak-to-trough decline	-90.01%	-50.29%	-39.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	-10.31%	-0.71%
Max Drawdown (5Y) Largest decline over 5 years	-35.66%	-50.29%	+14.63%
Max Drawdown (10Y) Largest decline over 10 years	-42.67%	—	—
Current Drawdown Current decline from peak	-18.43%	0.00%	-18.43%
Average Drawdown Average peak-to-trough decline	-58.78%	-16.10%	-42.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	3.69%	+0.31%

Volatility

RWEOY vs. ELEZY - Volatility Comparison

RWE AG PK (RWEOY) has a higher volatility of 10.42% compared to Endesa SA ADR (ELEZY) at 8.08%. This indicates that RWEOY's price experiences larger fluctuations and is considered to be riskier than ELEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWEOY	ELEZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.42%	8.08%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	20.45%	20.85%	-0.40%
Volatility (1Y) Calculated over the trailing 1-year period	26.49%	29.58%	-3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.91%	34.58%	-6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.97%	36.42%	-5.45%

Financials

RWEOY vs. ELEZY - Profitability Comparison

The chart below illustrates the profitability comparison between RWE AG PK and Endesa SA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

RWEOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported a gross profit of 693.44M and revenue of 4.32B. Therefore, the gross margin over that period was 16.0%.

ELEZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported a gross profit of -3.64B and revenue of 5.68B. Therefore, the gross margin over that period was -64.1%.

RWEOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported an operating income of 693.44M and revenue of 4.32B, resulting in an operating margin of 16.0%.

ELEZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported an operating income of -4.05B and revenue of 5.68B, resulting in an operating margin of -71.3%.

RWEOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, RWE AG PK reported a net income of 823.21M and revenue of 4.32B, resulting in a net margin of 19.1%.

ELEZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Endesa SA ADR reported a net income of 482.43M and revenue of 5.68B, resulting in a net margin of 8.5%.