TRN.MI vs. ENEL.MI
Compare and contrast key facts about Terna Rete Elettrica Nazionale SpA (TRN.MI) and Enel SpA (ENEL.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRN.MI or ENEL.MI.
Key characteristics
| TRN.MI | ENEL.MI | |
|---|---|---|
| YTD Return | 6.10% | 7.13% |
| 1Y Return | 10.86% | 17.64% |
| 3Y Return (Ann) | 9.65% | 5.08% |
| 5Y Return (Ann) | 9.78% | 5.25% |
| 10Y Return (Ann) | 12.15% | 10.97% |
| Sharpe Ratio | 0.54 | 0.95 |
| Sortino Ratio | 0.88 | 1.40 |
| Omega Ratio | 1.10 | 1.17 |
| Calmar Ratio | 1.13 | 0.70 |
| Martin Ratio | 2.68 | 2.90 |
| Ulcer Index | 3.29% | 5.15% |
| Daily Std Dev | 16.36% | 15.77% |
| Max Drawdown | -30.56% | -58.83% |
| Current Drawdown | -5.33% | -7.93% |
Fundamentals
| TRN.MI | ENEL.MI | |
|---|---|---|
| Market Cap | €15.60B | €68.60B |
| EPS | €0.52 | €0.52 |
| PE Ratio | 14.96 | 12.99 |
| PEG Ratio | 2.09 | 0.72 |
| Total Revenue (TTM) | €4.36B | €62.52B |
| Gross Profit (TTM) | €2.92B | €21.29B |
| EBITDA (TTM) | €1.17B | €4.37B |
Correlation
The correlation between TRN.MI and ENEL.MI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRN.MI vs. ENEL.MI - Performance Comparison
In the year-to-date period, TRN.MI achieves a 6.10% return, which is significantly lower than ENEL.MI's 7.13% return. Over the past 10 years, TRN.MI has outperformed ENEL.MI with an annualized return of 12.15%, while ENEL.MI has yielded a comparatively lower 10.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRN.MI vs. ENEL.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terna Rete Elettrica Nazionale SpA (TRN.MI) and Enel SpA (ENEL.MI). 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.
Dividends
TRN.MI vs. ENEL.MI - Dividend Comparison
TRN.MI's dividend yield for the trailing twelve months is around 4.37%, less than ENEL.MI's 6.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRN.MI Terna Rete Elettrica Nazionale SpA | 4.37% | 4.27% | 4.33% | 3.89% | 4.10% | 4.01% | 4.53% | 4.30% | 4.64% | 4.21% | 5.32% | 5.51% |
ENEL.MI Enel SpA | 6.37% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 4.42% | 3.12% | 1.91% | 1.28% | 3.52% | 4.73% |
Drawdowns
TRN.MI vs. ENEL.MI - Drawdown Comparison
The maximum TRN.MI drawdown since its inception was -30.56%, smaller than the maximum ENEL.MI drawdown of -58.83%. Use the drawdown chart below to compare losses from any high point for TRN.MI and ENEL.MI. For additional features, visit the drawdowns tool.
Volatility
TRN.MI vs. ENEL.MI - Volatility Comparison
The current volatility for Terna Rete Elettrica Nazionale SpA (TRN.MI) is 4.81%, while Enel SpA (ENEL.MI) has a volatility of 5.94%. This indicates that TRN.MI experiences smaller price fluctuations and is considered to be less risky than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TRN.MI vs. ENEL.MI - Financials Comparison
This section allows you to compare key financial metrics between Terna Rete Elettrica Nazionale SpA and Enel SpA. 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