Enagás (ENG.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Enagás, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $16.92 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +10.94% |
| Total return over period | +37.06% |
| Annualized volatility | 21.11% |
| Sharpe ratio | 0.34 |
| Sortino ratio | 0.54 |
| Max drawdown | -24.55% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.63% |
| Correlation with the S&P 500 | -0.09 |
| Period range | $10.92 – $17.58 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Enagás (ENG.MC) has posted an annualized return of +10.94% with annual volatility of 21.11%, a Sharpe ratio of 0.34. Its worst stretch (max drawdown from a peak) was -24.55%. Its correlation with the S&P 500 is -0.09, 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 ENG.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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