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AI vs. ENPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AI vs. ENPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C3.ai, Inc. (AI) and Enphase Energy, Inc. (ENPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AI achieves a -20.55% return, which is significantly lower than ENPH's 115.35% return.


AI

1D
-4.20%
1M
16.16%
YTD
-20.55%
6M
-28.65%
1Y
-58.28%
3Y*
-30.76%
5Y*
-30.15%
10Y*

ENPH

1D
-4.58%
1M
112.11%
YTD
115.35%
6M
134.84%
1Y
57.76%
3Y*
-27.60%
5Y*
-12.52%
10Y*
42.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AI vs. ENPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AI
C3.ai, Inc.
-20.55%-60.85%19.92%156.57%-64.19%-77.48%50.02%
ENPH
Enphase Energy, Inc.
115.35%-53.33%-48.02%-50.13%44.83%4.26%37.88%

Correlation

The correlation between AI and ENPH is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.41

Fundamentals

Market Cap

AI:

$1.49B

ENPH:

$9.06B

EPS

AI:

-$3.16

ENPH:

$0.92

PS Ratio

AI:

4.79

ENPH:

6.57

PB Ratio

AI:

2.06

ENPH:

8.22

Total Revenue (TTM)

AI:

$307.39M

ENPH:

$1.40B

Gross Profit (TTM)

AI:

$133.57M

ENPH:

$619.16M

EBITDA (TTM)

AI:

-$439.66M

ENPH:

$189.48M

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Return for Risk

AI vs. ENPH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AI
AI Risk / Return Rank: 1010
Overall Rank
AI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
AI Sortino Ratio Rank: 77
Sortino Ratio Rank
AI Omega Ratio Rank: 88
Omega Ratio Rank
AI Calmar Ratio Rank: 1111
Calmar Ratio Rank
AI Martin Ratio Rank: 1616
Martin Ratio Rank

ENPH
ENPH Risk / Return Rank: 6565
Overall Rank
ENPH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ENPH Sortino Ratio Rank: 6767
Sortino Ratio Rank
ENPH Omega Ratio Rank: 6666
Omega Ratio Rank
ENPH Calmar Ratio Rank: 6666
Calmar Ratio Rank
ENPH Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AI vs. ENPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and Enphase Energy, Inc. (ENPH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AIENPHDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

0.83

1.20

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.80

1.35

-2.14

Martin ratioReturn relative to average drawdown

-1.15

2.43

-3.58

AI vs. ENPH - Sharpe Ratio Comparison

The current AI Sharpe Ratio is -0.90, which is lower than the ENPH Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AI and ENPH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIENPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

0.69

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

-0.18

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.21

-0.61

Drawdowns

AI vs. ENPH - Drawdown Comparison

The maximum AI drawdown since its inception was -95.63%, roughly equal to the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for AI and ENPH.


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Drawdown Indicators


AIENPHDifference

Max Drawdown

Largest peak-to-trough decline

-95.63%

-95.97%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-43.13%

-30.26%

Max Drawdown (3Y)

Largest decline over 3 years

-83.27%

-86.23%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-88.32%

-92.23%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-92.23%

Current Drawdown

Current decline from peak

-93.97%

-79.46%

-14.51%

Average Drawdown

Average peak-to-trough decline

-81.92%

-50.52%

-31.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.91%

23.79%

+27.12%

Volatility

AI vs. ENPH - Volatility Comparison

The current volatility for C3.ai, Inc. (AI) is 19.00%, while Enphase Energy, Inc. (ENPH) has a volatility of 32.97%. This indicates that AI experiences smaller price fluctuations and is considered to be less risky than ENPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIENPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.00%

32.97%

-13.97%

Volatility (6M)

Calculated over the trailing 6-month period

48.04%

62.13%

-14.09%

Volatility (1Y)

Calculated over the trailing 1-year period

65.25%

84.59%

-19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.77%

69.64%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.20%

78.14%

+4.06%

Dividends

AI vs. ENPH - Dividend Comparison

Neither AI nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AI vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between C3.ai, Inc. and Enphase Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00M600.00M700.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
53.26M
282.90M
(AI) Total Revenue
(ENPH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AI and ENPH have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENPH has higher volatility (32.97%) compared to AI (19.00%). In terms of maximum drawdown, AI dropped -95.63% vs ENPH's -95.97%.

ENPH currently has the higher Sharpe Ratio (0.69 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AI and ENPH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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