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ZURVY vs. ENLAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZURVY vs. ENLAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zurich Insurance Group Ltd (ZURVY) and ENEL Societa per Azioni (ENLAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZURVY achieves a -3.41% return, which is significantly lower than ENLAY's 10.06% return. Over the past 10 years, ZURVY has outperformed ENLAY with an annualized return of 18.00%, while ENLAY has yielded a comparatively lower 15.20% annualized return.


ZURVY

1D
0.66%
1M
0.75%
YTD
-3.41%
6M
2.84%
1Y
3.45%
3Y*
19.63%
5Y*
16.48%
10Y*
18.00%

ENLAY

1D
1.55%
1M
-1.59%
YTD
10.06%
6M
11.89%
1Y
28.96%
3Y*
28.27%
5Y*
9.40%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZURVY vs. ENLAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZURVY
Zurich Insurance Group Ltd
-3.41%34.63%20.17%15.48%13.77%9.57%9.42%45.86%4.06%22.48%
ENLAY
ENEL Societa per Azioni
10.06%56.31%2.11%47.93%-27.98%-18.92%34.75%38.89%-2.41%46.09%

Correlation

The correlation between ZURVY and ENLAY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

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

0.49

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

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2008

0.50

Fundamentals

Market Cap

ZURVY:

$100.52B

ENLAY:

$115.17B

EPS

ZURVY:

$3.32

ENLAY:

$0.42

PE Ratio

ZURVY:

10.50

ENLAY:

26.44

PEG Ratio

ZURVY:

0.24

ENLAY:

1.15

PS Ratio

ZURVY:

0.98

ENLAY:

1.49

PB Ratio

ZURVY:

3.53

ENLAY:

3.25

Total Revenue (TTM)

ZURVY:

$102.66B

ENLAY:

$72.93B

Gross Profit (TTM)

ZURVY:

$102.66B

ENLAY:

$24.84B

EBITDA (TTM)

ZURVY:

$15.13B

ENLAY:

$23.83B

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Return for Risk

ZURVY vs. ENLAY — Risk / Return Rank

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

ZURVY
ZURVY Risk / Return Rank: 4545
Overall Rank
ZURVY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZURVY Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZURVY Omega Ratio Rank: 3939
Omega Ratio Rank
ZURVY Calmar Ratio Rank: 4949
Calmar Ratio Rank
ZURVY Martin Ratio Rank: 5050
Martin Ratio Rank

ENLAY
ENLAY Risk / Return Rank: 7777
Overall Rank
ENLAY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENLAY Sortino Ratio Rank: 7474
Sortino Ratio Rank
ENLAY Omega Ratio Rank: 7373
Omega Ratio Rank
ENLAY Calmar Ratio Rank: 7777
Calmar Ratio Rank
ENLAY Martin Ratio Rank: 8181
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.

ZURVY vs. ENLAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group Ltd (ZURVY) and ENEL Societa per Azioni (ENLAY). 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.


ZURVYENLAYDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratioReturn relative to maximum drawdown

0.30

2.28

-1.97

Martin ratioReturn relative to average drawdown

0.75

6.83

-6.07

ZURVY vs. ENLAY - Sharpe Ratio Comparison

The current ZURVY Sharpe Ratio is 0.19, which is lower than the ENLAY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ZURVY and ENLAY, 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


ZURVYENLAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

1.35

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.38

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.58

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.30

+0.02

Drawdowns

ZURVY vs. ENLAY - Drawdown Comparison

The maximum ZURVY drawdown since its inception was -66.03%, roughly equal to the maximum ENLAY drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for ZURVY and ENLAY.


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Drawdown Indicators


ZURVYENLAYDifference

Max Drawdown

Largest peak-to-trough decline

-66.03%

-63.03%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-12.76%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-11.36%

-17.48%

+6.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-57.68%

+37.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.18%

-61.26%

+22.08%

Current Drawdown

Current decline from peak

-5.56%

-7.09%

+1.53%

Average Drawdown

Average peak-to-trough decline

-9.98%

-20.62%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

4.25%

+0.36%

Volatility

ZURVY vs. ENLAY - Volatility Comparison

The current volatility for Zurich Insurance Group Ltd (ZURVY) is 6.54%, while ENEL Societa per Azioni (ENLAY) has a volatility of 7.64%. This indicates that ZURVY experiences smaller price fluctuations and is considered to be less risky than ENLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZURVYENLAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

7.64%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

18.45%

-3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

21.53%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

24.79%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

26.30%

-5.33%

Dividends

ZURVY vs. ENLAY - Dividend Comparison

ZURVY's dividend yield for the trailing twelve months is around 5.47%, more than ENLAY's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
ENLAY
ENEL Societa per Azioni
5.03%5.04%6.53%5.76%7.96%4.25%3.62%2.25%2.69%3.29%6.03%2.07%
ZURVY
Zurich Insurance Group Ltd
5.47%4.47%4.79%5.12%4.52%4.90%4.83%4.62%6.33%9.41%6.24%0.00%

Financials

ZURVY vs. ENLAY - Financials Comparison

This section allows you to compare key financial metrics between Zurich Insurance Group Ltd and ENEL Societa per Azioni. 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


10.00B20.00B30.00B40.00B50.00B20222023202420252026
50.63B
20.93B
(ZURVY) Total Revenue
(ENLAY) Total Revenue
Values in USD except per share items

ZURVY vs. ENLAY - Profitability Comparison

The chart below illustrates the profitability comparison between Zurich Insurance Group Ltd and ENEL Societa per Azioni 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%100.0%20222023202420252026
100.0%
19.4%
Portfolio components
ZURVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported a gross profit of 50.63B and revenue of 50.63B. Therefore, the gross margin over that period was 100.0%.

ENLAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported a gross profit of 4.05B and revenue of 20.93B. Therefore, the gross margin over that period was 19.4%.

ZURVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported an operating income of 5.51B and revenue of 50.63B, resulting in an operating margin of 10.9%.

ENLAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported an operating income of 4.05B and revenue of 20.93B, resulting in an operating margin of 19.4%.

ZURVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zurich Insurance Group Ltd reported a net income of 3.73B and revenue of 50.63B, resulting in a net margin of 7.4%.

ENLAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ENEL Societa per Azioni reported a net income of 1.89B and revenue of 20.93B, resulting in a net margin of 9.0%.


Frequently Asked Questions


ZURVY and ENLAY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENLAY has higher volatility (7.64%) compared to ZURVY (6.54%). In terms of maximum drawdown, ZURVY dropped -66.03% vs ENLAY's -63.03%.

ENLAY currently has the higher Sharpe Ratio (1.35 vs 0.19), 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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