ENPH vs. FSLR
Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and First Solar, Inc. (FSLR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or FSLR.
Key characteristics
| ENPH | FSLR | |
|---|---|---|
| YTD Return | -54.65% | 7.88% |
| 1Y Return | -56.76% | 23.42% |
| 5Y Return (Ann) | 90.21% | 27.35% |
| 10Y Return (Ann) | 30.66% | 14.42% |
| Sharpe Ratio | -1.05 | 0.42 |
| Daily Std Dev | 56.17% | 53.14% |
| Max Drawdown | -95.97% | -96.22% |
Fundamentals
| ENPH | FSLR | |
|---|---|---|
| Market Cap | $16.38B | $17.26B |
| EPS | $3.79 | $1.45 |
| PE Ratio | 31.70 | 111.44 |
| PEG Ratio | 2.20 | 1.58 |
| Revenue (TTM) | $2.80B | $2.99B |
| Gross Profit (TTM) | $974.60M | $127.66M |
| EBITDA (TTM) | $691.99M | $380.03M |
Correlation
The correlation between ENPH and FSLR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
ENPH vs. FSLR - Performance Comparison
In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than FSLR's 7.88% return. Over the past 10 years, ENPH has outperformed FSLR with an annualized return of 30.66%, while FSLR has yielded a comparatively lower 14.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
ENPH vs. FSLR - Dividend Comparison
Neither ENPH nor FSLR has paid dividends to shareholders.
ENPH vs. FSLR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and First Solar, Inc. (FSLR). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ENPH Enphase Energy, Inc. | -1.05 | ||||
FSLR First Solar, Inc. | 0.42 |
ENPH vs. FSLR - Drawdown Comparison
The maximum ENPH drawdown for the period was -65.13%, lower than the maximum FSLR drawdown of -31.54%. The drawdown chart below compares losses from any high point along the way for ENPH and FSLR
ENPH vs. FSLR - Volatility Comparison
Enphase Energy, Inc. (ENPH) and First Solar, Inc. (FSLR) have volatilities of 9.85% and 9.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.