BIST 100 performance analysis of stocks in the energy sector

Performance analyses of energy stocks traded on the BIST 100 index of the Istanbul Stock Exchange were conducted using the Sharpe Ratio, Treynor Ratio, and Sortino Ratio for the five-year period covering 2020-2024. Energy stocks were chosen for this study because they are popular among investors. The results showed that all three techniques yielded similar results, with the ranking remaining the same across all techniques in some years and changing in others. According to the Sharpe Ratio, between 2020 and 2024, the best-performing stocks were, in order, ODAS, AKSEN, CANTE, AHGAZ, and MAGEN, while the worst-performing stocks were, in order, ZOREN, ODAS, MAGEN, CANTE, and CWENE. According to the Treynor Ratio, the best-performing stocks were, in order, ENJSA, AKSEN, According to the Treynor Ratio, the best performance was shown by ENJSA, AKSEN, CANTE, AHGAZ, and MAGEN, while the worst performance was shown by ZOREN, ODAS, ENJSA, CANTE, and CWENE stocks. According to the Sortino Ratio, the best performance was shown by ENJSA, AKSEN, CANTE, AHGAZ, and MAGEN, while the worst performance was shown by ZOREN, ODAS, MAGEN, CANTE, and SMRTG. Keywords: Borsa Istanbul, Energy, Stocks, Performance,