WPM vs. ENGIY
WPM (Wheaton Precious Metals Corp.) and ENGIY (Engie SA ADR) are both stocks. WPM operates in Gold (Basic Materials), while ENGIY operates in Utilities - Diversified (Utilities). Over the past 10 years, WPM returned 19.95%/yr vs 13.87%/yr for ENGIY. At a 0.21 correlation, their price movements are largely independent.
Performance
WPM vs. ENGIY - Performance Comparison
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Returns By Period
In the year-to-date period, WPM achieves a -1.95% return, which is significantly lower than ENGIY's 21.91% return. Over the past 10 years, WPM has outperformed ENGIY with an annualized return of 19.95%, while ENGIY has yielded a comparatively lower 13.87% annualized return.
WPM
- 1D
- -1.17%
- 1M
- -17.15%
- YTD
- -1.95%
- 6M
- 9.78%
- 1Y
- 30.34%
- 3Y*
- 38.10%
- 5Y*
- 20.76%
- 10Y*
- 19.95%
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
WPM vs. ENGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPM Wheaton Precious Metals Corp. | -1.95% | 110.52% | 15.24% | 27.91% | -7.53% | 4.22% | 41.82% | 54.62% | -10.04% | 16.41% |
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
Correlation
The correlation between WPM and ENGIY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.21 |
The correlation between WPM and ENGIY shifts across timeframes, from 0.21 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
WPM:
$52.26B
ENGIY:
$91.66B
WPM:
$3.96
ENGIY:
$2.94
WPM:
29.02
ENGIY:
10.52
WPM:
0.78
ENGIY:
0.03
WPM:
19.02
ENGIY:
0.57
WPM:
5.64
ENGIY:
2.78
WPM:
$2.75B
ENGIY:
$145.51B
WPM:
$2.12B
ENGIY:
$40.55B
WPM:
$2.38B
ENGIY:
$29.92B
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Return for Risk
WPM vs. ENGIY — Risk / Return Rank
WPM
ENGIY
WPM vs. ENGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) and Engie SA ADR (ENGIY). 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.
| WPM | ENGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.22 | -2.23 |
| Martin ratioReturn relative to average drawdown | 2.64 | 8.40 | -5.76 |
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
| WPM | ENGIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.17 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.98 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.53 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.16 | +0.51 |
Drawdowns
WPM vs. ENGIY - Drawdown Comparison
The maximum WPM drawdown since its inception was -48.64%, smaller than the maximum ENGIY drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for WPM and ENGIY.
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Drawdown Indicators
| WPM | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.64% | -64.15% | +15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -30.84% | -14.49% | -16.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.84% | -18.38% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -43.29% | -34.50% | -8.79% |
Max Drawdown (10Y)Largest decline over 10 years | -48.64% | -48.73% | +0.09% |
Current DrawdownCurrent decline from peak | -30.47% | -7.68% | -22.79% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -35.46% | +16.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.53% | 5.55% | +5.98% |
Volatility
WPM vs. ENGIY - Volatility Comparison
Wheaton Precious Metals Corp. (WPM) has a higher volatility of 16.65% compared to Engie SA ADR (ENGIY) at 5.08%. This indicates that WPM's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPM | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.65% | 5.08% | +11.57% |
Volatility (6M)Calculated over the trailing 6-month period | 38.92% | 17.34% | +21.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.46% | 21.57% | +23.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.33% | 24.13% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.72% | 26.35% | +10.37% |
Dividends
WPM vs. ENGIY - Dividend Comparison
WPM's dividend yield for the trailing twelve months is around 0.63%, less than ENGIY's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
WPM Wheaton Precious Metals Corp. | 0.63% | 0.56% | 1.10% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 0.00% |
Financials
WPM vs. ENGIY - Financials Comparison
This section allows you to compare key financial metrics between Wheaton Precious Metals Corp. and Engie 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
WPM vs. ENGIY - Profitability Comparison
WPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a gross profit of 689.26M and revenue of 888.98M. Therefore, the gross margin over that period was 77.5%.
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
WPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported an operating income of 666.92M and revenue of 888.98M, resulting in an operating margin of 75.0%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
WPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wheaton Precious Metals Corp. reported a net income of 573.98M and revenue of 888.98M, resulting in a net margin of 64.6%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
Frequently Asked Questions
WPM and ENGIY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPM has higher volatility (16.65%) compared to ENGIY (5.08%). In terms of maximum drawdown, WPM dropped -48.64% vs ENGIY's -64.15%.
ENGIY currently has the higher Sharpe Ratio (2.17 vs 0.67), 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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