Eni S.p.A.

10-Year Study

ENI.XETRA · Energy · DE · Common Stock

Executive Summary: Eni S.p.A. has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 98.7% and an annualized volatility of 577.6%.

1Y CAGR
+97.4%
3Y CAGR
+97.8%
5Y CAGR
+26.5%
10Y CAGR
+12.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
13.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
99.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
686.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1841.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -76.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261329.714.126.4-5.8————————1841.9%
202534.4849.9-89.912.3758.9-76.8395.7-87.0681.6-87.2-30.6-7.319.1%
2024-50.0521.1-64.2-12.6-4.3-19.2-6.8-7.5383.6-83.6-30.3-29.2-74.7%
202312.372.2-62.6-12.7-10.0-23.713.5-35.011.1561.3-0.2-69.7-29.0%
2022-14.2-12.10.4-24.3-5.4-39.374.8-22.0-38.2-5.9-7.3-2.9-76.5%
20218.119.95.72.8-90.3656.5-1.1-11.2-36.3-13.5-17.07.1-55.6%
202096.8-35.2-31.560.30.023.834.410.32.5-12.610.846.7274.2%
20198.12.53.8-3.335.0-18.489.03.715.3-37.30.5-4.267.0%
20184.5-5.54.213.3-1.92.93.2-2.95.1-4.1-9.1-3.93.7%
2017-7.52.15.6-4.3-1.2-7.52.2-1.69.5-1.3-0.00.6-4.7%
2016———8.0-1.24.5-5.40.4-3.33.30.216.423.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 577.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.6% of variance. Idiosyncratic stock-specific factors contribute 17.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110796.66257252975
2016-05-0110670.45021388336
2016-06-0111151.017181257323
2016-07-0110550.44964917482
2016-08-0110596.89692657377
2016-09-0110250.024705998614
2016-10-0110585.743932912623
2016-11-0110605.7910860757
2016-12-0112344.669857269915
2017-01-0111413.324297996696
2017-02-0111649.090113365239
2017-03-0112300.763768300085
2017-04-0111776.149534821341
2017-05-0111640.478308133215
2017-06-0110769.133031214264
2017-07-0111003.345898098341
2017-08-0110822.497988225825
2017-09-0111855.632261798879
2017-10-0111698.92564200302
2017-11-0111694.690327954482
2017-12-0111762.45535273107
2018-01-0112292.575494472914
2018-02-0111616.760549461409
2018-03-0112104.527550717885
2018-04-0113711.829232137563
2018-05-0113446.980926969067
2018-06-0113830.55920263154
2018-07-0114278.231897561871
2018-08-0113858.229921081982
2018-09-0114567.503847076925
2018-10-0113970.606920503154
2018-11-0112694.789151948951
2018-12-0112199.539762540056
2019-01-0113188.344415738424
2019-02-0113512.628294721388
2019-03-0114023.971877514718
2019-04-0113557.240269365973
2019-05-0118305.87497083396
2019-06-0114942.187446231363
2019-07-0128235.426990244658
2019-08-0129280.137465754895
2019-09-0133769.57078804222
2019-10-0121165.275544110325
2019-11-0121261.277116057063
2019-12-0120374.68434235072
2020-01-0140094.30578759938
2020-02-0125976.592292477053
2020-03-0117788.319542402165
2020-04-0128517.782337243167
2020-05-0128517.782337243167
2020-06-0135294.283737805825
2020-07-0147435.515189418904
2020-08-0152314.59878285456
2020-09-0153647.311281464856
2020-10-0146870.80988090219
2020-11-0151953.184584954106
2020-12-0176235.65287366058
2021-01-0182447.44896570653
2021-02-0198823.9944658563
2021-03-01104471.07986390524
2021-04-01107351.09470942547
2021-05-0110413.366651137181
2021-06-0178776.84022568654
2021-07-0177929.77957017132
2021-08-0169176.7961260994
2021-09-0144047.26718187772
2021-10-0138117.82643683029
2021-11-0131623.677690525987
2021-12-0133882.51238829359
2022-01-0129082.49033850003
2022-02-0125553.088892120977
2022-03-0125646.238852245333
2022-04-0119409.03271774243
2022-05-0118367.14558028297
2022-06-0111147.346446497064
2022-07-0119482.44489254283
2022-08-0115193.483381931217
2022-09-019393.926284994903
2022-10-018837.688971075397
2022-11-018188.274096444966
2022-12-017948.27285931828
2023-01-018922.395171263926
2023-02-0115363.742888201825
2023-03-015741.673954600204
2023-04-015014.611898093215
2023-05-014512.021373063584
2023-06-013441.8984989487612
2023-07-013907.7829365781918
2023-08-012541.1883618035154
2023-09-012823.542699024466
2023-10-0118672.9349314585
2023-11-0118635.80534496633
2023-12-015647.085398048932
2024-01-012823.542699024466
2024-02-0117536.3178179662
2024-03-016273.34741965594
2024-04-015485.2964816384865
2024-05-015247.554116907931
2024-06-014240.961061230763
2024-07-013952.9597113157483
2024-08-013656.4876740633763
2024-09-0117682.294975505767
2024-10-012896.954873824866
2024-11-012018.832955752139
2024-12-011428.7125558906869
2025-01-011920.009055532188
2025-02-0118238.815241483488
2025-03-011835.302687047399
2025-04-012061.1862241426634
2025-05-0117704.459785693107
2025-06-014102.6073989673205
2025-07-0120335.295695509154
2025-08-012640.012430319726
2025-09-0120634.4500444708
2025-10-012645.6594430137907
2025-11-011835.302687047399
2025-12-011701.1845367488943
2026-01-0124321.99680939675
2026-02-0127744.130560614405
2026-03-0135075.45917863143
2026-04-0133035.449578586245
Annual Return Matrix
YearAnnual Return
2017-0.047163230063700046
20180.0371592832195109
20190.6701190978460747
20202.741685102585738
2021-0.5555555555555556
2022-0.765416661898295
2023-0.28952044072965066
2024-0.7470000088214874
20250.19071154637424104
202618.41908644533047
Total Factor Risk
5.7756489849451516
VTI.US Exposure
0.0024806459997332828
VEA.US Exposure
0.018178013002230077
VWO.US Exposure
0.0025145714987362625
QQQ.US Exposure
0.0032949156958251226
VTV.US Exposure
0.010981656228612125
IJR.US Exposure
0.000012257077116761107
QUAL.US Exposure
0.007570578815871209
SHV.US Exposure
0.5757352833269902
TLT.US Exposure
0.04753958670571923
LQD.US Exposure
0.09852540659827222
HYG.US Exposure
0.0007267895633290194
GLD.US Exposure
0.005683253902080202
USO.US Exposure
0.0014269771812438238
VNQ.US Exposure
0.000010349223077256849
BTC-USD.CC Exposure
0.004934271270440474
CPER.US Exposure
0.011617988505746796
VIX.INDX Exposure
0.013105687288566082
UUP.US Exposure
0.020782598053750122
TIP.US Exposure
0.0021181304567196102
Idiosyncratic Exposure
0.1727610396059401
Value Score
38
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
577.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →29.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$68.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$367
Avg Yield on Cost
3.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$367.063.67%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+111.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Eni S.p.A. a high-risk investment?

Eni S.p.A. (ENI.XETRA) has an annualized volatility of 577.6% and experienced a maximum drawdown of 98.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ENI.XETRA?

Over the past 10 years, ENI.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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