Endesa (ELE.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Endesa, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $41.70 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +37.39% |
| Total return over period | +162.32% |
| Annualized volatility | 20.81% |
| Sharpe ratio | 1.62 |
| Sortino ratio | 2.33 |
| Max drawdown | -20.01% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.02% |
| Correlation with the S&P 500 | -0.00 |
| Period range | $14.10 – $41.70 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Endesa (ELE.MC) has posted an annualized return of +37.39% with annual volatility of 20.81%, a Sharpe ratio of 1.62. Its worst stretch (max drawdown from a peak) was -20.01%. Its correlation with the S&P 500 is -0.00, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ELE.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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