Enagas (XMAD:ENG) 10-Year Sharpe Ratio: -0.20 (As of Sep. 20, 2026)

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XMAD:ENG Enagas SA XMAD:ENG
40 GF Score
Price €16.80
! 9 Warning Signs
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What is Enagas 10-Year Sharpe Ratio?

Enagas XMAD:ENG -0.12% 40 10-Year Sharpe Ratio is -0.20 as of Sep. 20, 2026. GuruFocus rates XMAD:ENG with a GF Score™ of 40/100. The stock has 9 warning signs investors should review.

The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2026-09-20), Enagas's 10-Year Sharpe Ratio is -0.20.

Enagas  (XMAD:ENG) 10-Year Sharpe Ratio Explanation

The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

Enagas 10-Year Sharpe Ratio Related Terms

XMAD:ENG vs ATO, NI, UGI: 10-Year Sharpe Ratio Comparison

For the Utilities - Regulated Gas subindustry, Enagas's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Enagas 10-Year Sharpe Ratio vs Utilities - Regulated Industry

For the Utilities - Regulated industry and Utilities sector, Enagas's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Enagas's 10-Year Sharpe Ratio falls into.


XMAD:ENG
40GF Score
Enagas SA XMAD:ENG
10-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Enagas 10-Year Sharpe Ratio Calculation

The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.

Frequently Asked Questions Learn more about 10-Year Sharpe Ratio →
What does a 10-Year Sharpe Ratio of -0.20 mean?
Enagas (XMAD:ENG) has a 10-Year Sharpe Ratio of -0.20 as of Sep. 20, 2026. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for Enagas and its competitors.
Is Enagas' 10-Year Sharpe Ratio too high?
Enagas' current 10-Year Sharpe Ratio is -0.20. Overall, Enagas has a GF Score™ of 40/100, reflecting its overall financial health beyond just this single metric.
How does Enagas' 10-Year Sharpe Ratio compare to ATO and NI?
Enagas' 10-Year Sharpe Ratio of -0.20 can be compared against companies in the Utilities - Regulated industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sharpe Ratio for an Utilities - Regulated company?
A good 10-Year Sharpe Ratio depends on the Utilities - Regulated industry context. However, 10-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 10-Year Sharpe Ratio mean?
A high 10-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. View historical data for Enagas and its competitors. Enagas's current 10-Year Sharpe Ratio is -0.20. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Enagas stock overvalued right now?
Enagas (XMAD:ENG) has a current 10-Year Sharpe Ratio of -0.20. The current 10-Year Sharpe Ratio is -0.20. Enagas' overall GF Score™ is 40/100 with 9 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sharpe Ratio calculated?
10-Year Sharpe Ratio is calculated from a company's financial statements. For Enagas (XMAD:ENG), the current 10-Year Sharpe Ratio is -0.20 as of Sep. 20, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Enagas Business Description

Address Paseo De Los Olmos, 19, Madrid, ESP, 28005
Enagas SA is a Spanish utility company involved in the transport, storage, and regasification of natural gas. Its segment include operations into Regulated, Gas international, New businesses, Hydrogen, and Other areas. Geographically, the company operates in Europe, South America, and North America.
40GF Score

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10-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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