RYAAY vs. ELEZY
RYAAY (Ryanair Holdings plc) and ELEZY (Endesa SA ADR) are both stocks. RYAAY operates in Airlines (Industrials), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, RYAAY returned 6.25%/yr vs 17.48%/yr for ELEZY. At a 0.11 correlation, their price movements are largely independent.
Performance
RYAAY vs. ELEZY - Performance Comparison
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Returns By Period
In the year-to-date period, RYAAY achieves a -19.12% return, which is significantly lower than ELEZY's 18.03% return.
RYAAY
- 1D
- 2.96%
- 1M
- -0.12%
- YTD
- -19.12%
- 6M
- -11.79%
- 1Y
- 2.28%
- 3Y*
- 12.47%
- 5Y*
- 6.25%
- 10Y*
- 6.25%
ELEZY
- 1D
- -1.70%
- 1M
- -1.90%
- YTD
- 18.03%
- 6M
- 18.29%
- 1Y
- 41.21%
- 3Y*
- 31.00%
- 5Y*
- 17.48%
- 10Y*
- —
RYAAY vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYAAY Ryanair Holdings plc | -19.12% | 69.01% | -16.14% | 78.38% | -26.94% | -6.96% | 25.53% | 22.81% | -31.53% | -2.25% |
ELEZY Endesa SA ADR | 18.03% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
Correlation
The correlation between RYAAY and ELEZY 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.11 |
Fundamentals
RYAAY:
$30.27B
ELEZY:
$43.21B
RYAAY:
$4.08
ELEZY:
$1.11
RYAAY:
14.22
ELEZY:
18.75
RYAAY:
0.19
ELEZY:
0.44
RYAAY:
1.98
ELEZY:
2.06
RYAAY:
2.99
ELEZY:
5.04
RYAAY:
$15.59B
ELEZY:
$21.28B
RYAAY:
$3.93B
ELEZY:
$1.31B
RYAAY:
$3.84B
ELEZY:
$1.08B
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Return for Risk
RYAAY vs. ELEZY — Risk / Return Rank
RYAAY
ELEZY
RYAAY vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) 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.
| RYAAY | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.80 | -3.72 |
| Martin ratioReturn relative to average drawdown | 0.19 | 10.32 | -10.13 |
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
| RYAAY | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.55 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.56 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.05 |
Drawdowns
RYAAY vs. ELEZY - Drawdown Comparison
The maximum RYAAY drawdown since its inception was -67.68%, which is greater than ELEZY's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for RYAAY and ELEZY.
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Drawdown Indicators
| RYAAY | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -50.29% | -17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -27.40% | -10.89% | -16.51% |
Max Drawdown (3Y)Largest decline over 3 years | -36.05% | -20.80% | -15.25% |
Max Drawdown (5Y)Largest decline over 5 years | -54.89% | -43.16% | -11.73% |
Max Drawdown (10Y)Largest decline over 10 years | -62.50% | — | — |
Current DrawdownCurrent decline from peak | -20.91% | -8.43% | -12.48% |
Average DrawdownAverage peak-to-trough decline | -19.84% | -15.75% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.78% | 4.00% | +7.78% |
Volatility
RYAAY vs. ELEZY - Volatility Comparison
Ryanair Holdings plc (RYAAY) has a higher volatility of 11.62% compared to Endesa SA ADR (ELEZY) at 8.06%. This indicates that RYAAY'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.
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Volatility by Period
| RYAAY | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 8.06% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 28.46% | 21.36% | +7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.71% | 26.77% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.38% | 31.42% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.50% | 36.14% | +0.36% |
Dividends
RYAAY vs. ELEZY - Dividend Comparison
RYAAY's dividend yield for the trailing twelve months is around 1.70%, less than ELEZY's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.72% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
RYAAY Ryanair Holdings plc | 1.70% | 1.39% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.27% |
Financials
RYAAY vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between Ryanair Holdings plc and Endesa SA 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
RYAAY vs. ELEZY - Profitability Comparison
RYAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a gross profit of -318.76M and revenue of 2.55B. Therefore, the gross margin over that period was -12.5%.
ELEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a gross profit of 2.11B and revenue of 5.73B. Therefore, the gross margin over that period was 36.8%.
RYAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported an operating income of -512.80M and revenue of 2.55B, resulting in an operating margin of -20.1%.
ELEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported an operating income of 1.15B and revenue of 5.73B, resulting in an operating margin of 20.1%.
RYAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a net income of -402.00M and revenue of 2.55B, resulting in a net margin of -15.7%.
ELEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Endesa SA ADR reported a net income of 725.00M and revenue of 5.73B, resulting in a net margin of 12.7%.
Frequently Asked Questions
RYAAY and ELEZY 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.
RYAAY has higher volatility (11.62%) compared to ELEZY (8.06%). In terms of maximum drawdown, RYAAY dropped -67.68% vs ELEZY's -50.29%.
ELEZY currently has the higher Sharpe Ratio (1.55 vs 0.07), 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.
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