TRN.MI vs. ENI.MI
Compare and contrast key facts about Terna Rete Elettrica Nazionale SpA (TRN.MI) and Eni S.p.A. (ENI.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRN.MI or ENI.MI.
Key characteristics
| TRN.MI | ENI.MI | |
|---|---|---|
| YTD Return | 6.10% | -4.04% |
| 1Y Return | 10.86% | -0.27% |
| 3Y Return (Ann) | 9.65% | 10.24% |
| 5Y Return (Ann) | 9.78% | 6.17% |
| 10Y Return (Ann) | 12.15% | 4.63% |
| Sharpe Ratio | 0.54 | -0.11 |
| Sortino Ratio | 0.88 | -0.03 |
| Omega Ratio | 1.10 | 1.00 |
| Calmar Ratio | 1.13 | -0.15 |
| Martin Ratio | 2.68 | -0.29 |
| Ulcer Index | 3.29% | 6.54% |
| Daily Std Dev | 16.36% | 17.58% |
| Max Drawdown | -30.56% | -59.77% |
| Current Drawdown | -5.33% | -7.92% |
Fundamentals
| TRN.MI | ENI.MI | |
|---|---|---|
| Market Cap | €15.60B | €43.78B |
| EPS | €0.52 | €0.77 |
| PE Ratio | 14.96 | 18.19 |
| PEG Ratio | 2.09 | 2.69 |
| Total Revenue (TTM) | €4.36B | €89.93B |
| Gross Profit (TTM) | €2.92B | €9.33B |
| EBITDA (TTM) | €1.17B | €8.85B |
Correlation
The correlation between TRN.MI and ENI.MI is 0.48, 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. ENI.MI - Performance Comparison
In the year-to-date period, TRN.MI achieves a 6.10% return, which is significantly higher than ENI.MI's -4.04% return. Over the past 10 years, TRN.MI has outperformed ENI.MI with an annualized return of 12.15%, while ENI.MI has yielded a comparatively lower 4.63% 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. ENI.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terna Rete Elettrica Nazionale SpA (TRN.MI) and Eni S.p.A. (ENI.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. ENI.MI - Dividend Comparison
TRN.MI's dividend yield for the trailing twelve months is around 4.37%, less than ENI.MI's 6.78% 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% |
ENI.MI Eni S.p.A. | 6.78% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% | 7.65% | 6.23% |
Drawdowns
TRN.MI vs. ENI.MI - Drawdown Comparison
The maximum TRN.MI drawdown since its inception was -30.56%, smaller than the maximum ENI.MI drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for TRN.MI and ENI.MI. For additional features, visit the drawdowns tool.
Volatility
TRN.MI vs. ENI.MI - Volatility Comparison
The current volatility for Terna Rete Elettrica Nazionale SpA (TRN.MI) is 4.81%, while Eni S.p.A. (ENI.MI) has a volatility of 5.45%. This indicates that TRN.MI experiences smaller price fluctuations and is considered to be less risky than ENI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TRN.MI vs. ENI.MI - Financials Comparison
This section allows you to compare key financial metrics between Terna Rete Elettrica Nazionale SpA and Eni S.p.A.. 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