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SPXCY vs. ENX.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SPXCY vs. ENX.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Exchange Ltd ADR (SPXCY) and Euronext N.V. (ENX.PA). The values are adjusted to include any dividend payments, if applicable.

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SPXCY vs. ENX.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXCY
Singapore Exchange Ltd ADR
19.43%44.72%31.77%13.47%-1.07%2.94%10.33%30.40%-1.39%15.08%
ENX.PA
Euronext N.V.
8.28%36.77%32.84%21.31%-26.98%5.13%37.70%45.10%-4.53%55.50%
Different Trading Currencies

SPXCY is traded in USD, while ENX.PA is traded in EUR. To make them comparable, the ENX.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPXCY achieves a 19.43% return, which is significantly higher than ENX.PA's 8.28% return. Over the past 10 years, SPXCY has underperformed ENX.PA with an annualized return of 14.53%, while ENX.PA has yielded a comparatively higher 18.63% annualized return.


SPXCY

1D
2.30%
1M
9.94%
YTD
19.43%
6M
21.82%
1Y
63.60%
3Y*
34.13%
5Y*
19.74%
10Y*
14.53%

ENX.PA

1D
1.74%
1M
-0.60%
YTD
8.28%
6M
9.88%
1Y
12.98%
3Y*
32.15%
5Y*
14.59%
10Y*
18.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SPXCY vs. ENX.PA — Risk / Return Rank

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

SPXCY
SPXCY Risk / Return Rank: 9595
Overall Rank
SPXCY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SPXCY Sortino Ratio Rank: 9595
Sortino Ratio Rank
SPXCY Omega Ratio Rank: 9595
Omega Ratio Rank
SPXCY Calmar Ratio Rank: 9595
Calmar Ratio Rank
SPXCY Martin Ratio Rank: 9696
Martin Ratio Rank

ENX.PA
ENX.PA Risk / Return Rank: 4545
Overall Rank
ENX.PA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ENX.PA Sortino Ratio Rank: 4141
Sortino Ratio Rank
ENX.PA Omega Ratio Rank: 4040
Omega Ratio Rank
ENX.PA Calmar Ratio Rank: 4848
Calmar Ratio Rank
ENX.PA Martin Ratio Rank: 4747
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.

SPXCY vs. ENX.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Exchange Ltd ADR (SPXCY) and Euronext N.V. (ENX.PA). 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.


SPXCYENX.PADifference

Sharpe ratio

Return per unit of total volatility

2.74

0.53

+2.20

Sortino ratio

Return per unit of downside risk

3.69

0.90

+2.79

Omega ratio

Gain probability vs. loss probability

1.49

1.11

+0.38

Calmar ratio

Return relative to maximum drawdown

6.33

0.57

+5.77

Martin ratio

Return relative to average drawdown

17.91

1.09

+16.82

SPXCY vs. ENX.PA - Sharpe Ratio Comparison

The current SPXCY Sharpe Ratio is 2.74, which is higher than the ENX.PA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SPXCY and ENX.PA, 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


SPXCYENX.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

0.53

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.61

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.71

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.74

-0.15

Correlation

The correlation between SPXCY and ENX.PA is 0.16, 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

SPXCY vs. ENX.PA - Dividend Comparison

SPXCY's dividend yield for the trailing twelve months is around 2.04%, less than ENX.PA's 2.07% yield.


TTM20252024202320222021202020192018201720162015
SPXCY
Singapore Exchange Ltd ADR
2.04%2.26%2.83%3.34%3.47%3.38%3.92%3.17%4.30%4.69%7.69%3.59%
ENX.PA
Euronext N.V.
2.07%2.27%2.29%2.82%2.79%1.61%1.76%2.12%3.44%2.74%3.16%1.78%

Drawdowns

SPXCY vs. ENX.PA - Drawdown Comparison

The maximum SPXCY drawdown since its inception was -31.90%, smaller than the maximum ENX.PA drawdown of -50.60%. Use the drawdown chart below to compare losses from any high point for SPXCY and ENX.PA.


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Drawdown Indicators


SPXCYENX.PADifference

Max Drawdown

Largest peak-to-trough decline

-31.90%

-40.09%

+8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-25.70%

+16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-31.90%

-40.09%

+8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.90%

-40.09%

+8.19%

Current Drawdown

Current decline from peak

0.00%

-8.41%

+8.41%

Average Drawdown

Average peak-to-trough decline

-9.45%

-11.57%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

13.09%

-9.66%

Volatility

SPXCY vs. ENX.PA - Volatility Comparison

The current volatility for Singapore Exchange Ltd ADR (SPXCY) is 7.13%, while Euronext N.V. (ENX.PA) has a volatility of 7.80%. This indicates that SPXCY experiences smaller price fluctuations and is considered to be less risky than ENX.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXCYENX.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

7.80%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

16.78%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

24.04%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

23.65%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

25.80%

-2.69%

Financials

SPXCY vs. ENX.PA - Financials Comparison

This section allows you to compare key financial metrics between Singapore Exchange Ltd ADR and Euronext N.V.. 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. SPXCY values in USD, ENX.PA values in EUR