SSEZY vs. ELEZY
SSEZY (SSE PLC ADR) and ELEZY (Endesa SA ADR) are both stocks. Both are in the Utilities sector — SSEZY in Utilities - Diversified, ELEZY in Utilities - Regulated Electric. Over the past 5 years, SSEZY returned 13.12%/yr vs 16.58%/yr for ELEZY. At a 0.28 correlation, their price movements are largely independent.
Performance
SSEZY vs. ELEZY - Performance Comparison
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Returns By Period
In the year-to-date period, SSEZY achieves a 9.26% return, which is significantly lower than ELEZY's 20.52% return.
SSEZY
- 1D
- 2.78%
- 1M
- -7.71%
- YTD
- 9.26%
- 6M
- 9.26%
- 1Y
- 39.07%
- 3Y*
- 16.25%
- 5Y*
- 13.12%
- 10Y*
- 10.54%
ELEZY
- 1D
- 2.11%
- 1M
- -3.51%
- YTD
- 20.52%
- 6M
- 22.01%
- 1Y
- 45.41%
- 3Y*
- 31.97%
- 5Y*
- 16.58%
- 10Y*
- —
SSEZY vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 9.26% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | -6.30% |
ELEZY Endesa SA ADR | 20.52% | 75.81% | 9.78% | 19.46% | -14.63% | -12.87% | 6.49% | 22.67% | -0.34% | -4.48% |
Correlation
The correlation between SSEZY and ELEZY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.28 |
The correlation between SSEZY and ELEZY shifts across timeframes, from 0.28 (all time) to 0.40 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SSEZY:
$39.07B
ELEZY:
$44.12B
SSEZY:
$2.08
ELEZY:
$1.11
SSEZY:
15.55
ELEZY:
19.14
SSEZY:
1.84
ELEZY:
2.10
SSEZY:
2.50
ELEZY:
5.15
SSEZY:
$20.39B
ELEZY:
$21.28B
SSEZY:
$7.78B
ELEZY:
$1.31B
SSEZY:
$6.60B
ELEZY:
$1.08B
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Return for Risk
SSEZY vs. ELEZY — Risk / Return Rank
SSEZY
ELEZY
SSEZY vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) 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.
| SSEZY | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 4.19 | -2.01 |
| Martin ratioReturn relative to average drawdown | 5.48 | 11.53 | -6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSEZY | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.70 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.46 | -0.24 |
Drawdowns
SSEZY vs. ELEZY - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.69%, which is greater than ELEZY's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for SSEZY and ELEZY.
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Drawdown Indicators
| SSEZY | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -50.29% | -4.40% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -10.89% | -7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -20.80% | -8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -43.16% | +11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.77% | — | — |
Current DrawdownCurrent decline from peak | -13.12% | -6.50% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -15.76% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 3.95% | +3.19% |
Volatility
SSEZY vs. ELEZY - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 11.40% compared to Endesa SA ADR (ELEZY) at 8.51%. This indicates that SSEZY'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
| SSEZY | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.40% | 8.51% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 20.60% | 21.32% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.77% | 26.77% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 31.41% | -5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.33% | 36.15% | -7.82% |
Dividends
SSEZY vs. ELEZY - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.65%, less than ELEZY's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.64% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
SSEZY SSE PLC ADR | 2.65% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Financials
SSEZY vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between SSE PLC ADR 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
SSEZY vs. ELEZY - Profitability Comparison
SSEZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a gross profit of 2.31B and revenue of 5.64B. Therefore, the gross margin over that period was 41.0%.
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%.
SSEZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported an operating income of 1.52B and revenue of 5.64B, resulting in an operating margin of 27.0%.
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%.
SSEZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SSE PLC ADR reported a net income of 930.37M and revenue of 5.64B, resulting in a net margin of 16.5%.
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
SSEZY and ELEZY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSEZY has higher volatility (11.40%) compared to ELEZY (8.51%). In terms of maximum drawdown, SSEZY dropped -54.69% vs ELEZY's -50.29%.
ELEZY currently has the higher Sharpe Ratio (1.70 vs 1.28), 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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