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

Performance

ENPH vs. AI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ENPH achieves a 63.53% return, which is significantly higher than AI's -28.04% return.


ENPH

1D
0.25%
1M
-18.15%
YTD
63.53%
6M
56.45%
1Y
46.19%
3Y*
-30.88%
5Y*
-20.99%
10Y*
38.08%

AI

1D
-5.83%
1M
4.41%
YTD
-28.04%
6M
-33.65%
1Y
-58.90%
3Y*
-33.77%
5Y*
-30.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENPH vs. AI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ENPH
Enphase Energy, Inc.
63.53%-53.33%-48.02%-50.13%44.83%4.26%30.23%
AI
C3.ai, Inc.
-28.04%-60.85%19.92%156.57%-64.19%-77.48%38.75%

Correlation

The correlation between ENPH and AI 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 9, 2020

0.41

Fundamentals

Market Cap

ENPH:

$6.88B

AI:

$1.42B

EPS

ENPH:

$0.92

AI:

-$3.37

PS Ratio

ENPH:

4.99

AI:

5.42

PB Ratio

ENPH:

6.24

AI:

2.17

Total Revenue (TTM)

ENPH:

$1.40B

AI:

$250.27M

Gross Profit (TTM)

ENPH:

$619.16M

AI:

$77.38M

EBITDA (TTM)

ENPH:

$189.48M

AI:

-$461.00M

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Return for Risk

ENPH vs. AI — Risk / Return Rank

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

ENPH
ENPH Risk / Return Rank: 6464
Overall Rank
ENPH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ENPH Sortino Ratio Rank: 6666
Sortino Ratio Rank
ENPH Omega Ratio Rank: 6464
Omega Ratio Rank
ENPH Calmar Ratio Rank: 6565
Calmar Ratio Rank
ENPH Martin Ratio Rank: 6363
Martin Ratio Rank

AI
AI Risk / Return Rank: 1010
Overall Rank
AI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
AI Sortino Ratio Rank: 88
Sortino Ratio Rank
AI Omega Ratio Rank: 88
Omega Ratio Rank
AI Calmar Ratio Rank: 1111
Calmar Ratio Rank
AI Martin Ratio Rank: 1717
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.

ENPH vs. AI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and C3.ai, Inc. (AI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENPHAIDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.18

0.83

+0.34

Calmar ratioReturn relative to maximum drawdown

1.17

-0.80

+1.98

Martin ratioReturn relative to average drawdown

2.16

-1.12

+3.27

ENPH vs. AI - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is 0.55, which is higher than the AI Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ENPH and AI, 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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Drawdowns

ENPH vs. AI - Drawdown Comparison

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


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Drawdown Indicators


ENPHAIDifference

Max Drawdown

Largest peak-to-trough decline

-95.97%

-95.63%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-39.65%

-73.39%

+33.74%

Max Drawdown (3Y)

Largest decline over 3 years

-86.23%

-82.51%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-92.23%

-88.32%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-92.23%

Current Drawdown

Current decline from peak

-84.40%

-94.53%

+10.13%

Average Drawdown

Average peak-to-trough decline

-50.62%

-81.97%

+31.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.49%

52.73%

-31.24%

Volatility

ENPH vs. AI - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 35.73% compared to C3.ai, Inc. (AI) at 18.04%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than AI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENPHAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.73%

18.04%

+17.69%

Volatility (6M)

Calculated over the trailing 6-month period

67.25%

48.17%

+19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

84.30%

65.65%

+18.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.38%

77.68%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.34%

81.99%

-3.65%

Dividends

ENPH vs. AI - Dividend Comparison

Neither ENPH nor AI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ENPH vs. AI - Financials Comparison

This section allows you to compare key financial metrics between Enphase Energy, Inc. and C3.ai, 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


100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
282.90M
51.60M
(ENPH) Total Revenue
(AI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ENPH and AI 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 (35.73%) compared to AI (18.04%). In terms of maximum drawdown, ENPH dropped -95.97% vs AI's -95.63%.

ENPH currently has the higher Sharpe Ratio (0.55 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.

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