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TEVA vs. EONGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEVA vs. EONGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teva Pharmaceutical Industries Limited (TEVA) and E.ON SE ADR (EONGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEVA achieves a 6.57% return, which is significantly lower than EONGY's 13.49% return. Over the past 10 years, TEVA has underperformed EONGY with an annualized return of -4.15%, while EONGY has yielded a comparatively higher 14.02% annualized return.


TEVA

1D
-2.72%
1M
-6.91%
YTD
6.57%
6M
17.40%
1Y
87.17%
3Y*
65.55%
5Y*
25.39%
10Y*
-4.15%

EONGY

1D
-0.86%
1M
-1.37%
YTD
13.49%
6M
19.62%
1Y
22.20%
3Y*
23.81%
5Y*
15.63%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEVA vs. EONGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEVA
Teva Pharmaceutical Industries Limited
6.57%41.61%111.11%14.47%13.86%-16.99%-1.53%-36.45%-18.63%-46.18%
EONGY
E.ON SE ADR
13.49%68.77%-9.82%41.96%-25.33%30.17%7.27%11.88%-7.04%62.83%

Correlation

The correlation between TEVA and EONGY 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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2007

0.18

The correlation between TEVA and EONGY shifts across timeframes, from 0.05 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TEVA:

$39.21B

EONGY:

$54.53B

EPS

TEVA:

$1.34

EONGY:

$1.33

PE Ratio

TEVA:

24.87

EONGY:

15.74

PEG Ratio

TEVA:

0.19

EONGY:

0.09

PS Ratio

TEVA:

2.24

EONGY:

0.72

PB Ratio

TEVA:

4.76

EONGY:

2.49

Total Revenue (TTM)

TEVA:

$17.35B

EONGY:

$75.47B

Gross Profit (TTM)

TEVA:

$9.03B

EONGY:

$15.73B

EBITDA (TTM)

TEVA:

$3.05B

EONGY:

$9.86B

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Return for Risk

TEVA vs. EONGY — Risk / Return Rank

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

TEVA
TEVA Risk / Return Rank: 9090
Overall Rank
TEVA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TEVA Sortino Ratio Rank: 9292
Sortino Ratio Rank
TEVA Omega Ratio Rank: 9191
Omega Ratio Rank
TEVA Calmar Ratio Rank: 8989
Calmar Ratio Rank
TEVA Martin Ratio Rank: 8989
Martin Ratio Rank

EONGY
EONGY Risk / Return Rank: 7171
Overall Rank
EONGY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EONGY Sortino Ratio Rank: 6565
Sortino Ratio Rank
EONGY Omega Ratio Rank: 6464
Omega Ratio Rank
EONGY Calmar Ratio Rank: 7676
Calmar Ratio Rank
EONGY Martin Ratio Rank: 7676
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.

TEVA vs. EONGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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.


TEVAEONGYDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.43

1.18

+0.26

Calmar ratioReturn relative to maximum drawdown

4.02

2.04

+1.98

Martin ratioReturn relative to average drawdown

10.94

4.80

+6.14

TEVA vs. EONGY - Sharpe Ratio Comparison

The current TEVA Sharpe Ratio is 2.25, which is higher than the EONGY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TEVA and EONGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TEVAEONGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

0.97

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.64

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.56

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.00

+0.31

Drawdowns

TEVA vs. EONGY - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.89%, which is greater than EONGY's maximum drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for TEVA and EONGY.


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Drawdown Indicators


TEVAEONGYDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-85.09%

-5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-10.93%

-10.86%

Max Drawdown (3Y)

Largest decline over 3 years

-43.70%

-29.37%

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-46.78%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-88.41%

-46.78%

-41.63%

Current Drawdown

Current decline from peak

-50.84%

-26.87%

-23.97%

Average Drawdown

Average peak-to-trough decline

-32.00%

-61.06%

+29.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.00%

4.64%

+3.36%

Volatility

TEVA vs. EONGY - Volatility Comparison

Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 9.18% compared to E.ON SE ADR (EONGY) at 7.77%. This indicates that TEVA's price experiences larger fluctuations and is considered to be riskier than EONGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEVAEONGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

7.77%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

18.04%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

38.97%

23.04%

+15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.94%

24.56%

+18.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.34%

25.16%

+22.18%

Dividends

TEVA vs. EONGY - Dividend Comparison

TEVA has not paid dividends to shareholders, while EONGY's dividend yield for the trailing twelve months is around 3.19%.


PositionTTM20252024202320222021202020192018201720162015
EONGY
E.ON SE ADR
3.19%3.27%4.98%4.06%5.22%2.91%3.33%3.39%2.77%4.35%29.92%5.47%
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.88%3.19%1.77%

Financials

TEVA vs. EONGY - Financials Comparison

This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20222023202420252026
3.98B
22.18B
(TEVA) Total Revenue
(EONGY) Total Revenue
Values in USD except per share items

TEVA vs. EONGY - Profitability Comparison

The chart below illustrates the profitability comparison between Teva Pharmaceutical Industries Limited and E.ON SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
49.5%
12.5%
Portfolio components
TEVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.

EONGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.

TEVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.

EONGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.

TEVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.

EONGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.


Frequently Asked Questions


TEVA and EONGY 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.

TEVA has higher volatility (9.18%) compared to EONGY (7.77%). In terms of maximum drawdown, TEVA dropped -90.89% vs EONGY's -85.09%.

TEVA currently has the higher Sharpe Ratio (2.25 vs 0.97), 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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