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.
Performance
ENPH vs. FSLR - Performance Comparison
Returns By Period
In the year-to-date period, ENPH achieves a -49.83% return, which is significantly lower than FSLR's 7.99% return. Over the past 10 years, ENPH has outperformed FSLR with an annualized return of 19.24%, while FSLR has yielded a comparatively lower 13.84% annualized return.
ENPH
-49.83%
-15.52%
-47.04%
-33.84%
27.95%
19.24%
FSLR
7.99%
-3.31%
-32.77%
16.49%
27.94%
13.84%
Fundamentals
ENPH | FSLR | |
---|---|---|
Market Cap | $8.56B | $19.79B |
EPS | $0.46 | $11.61 |
PE Ratio | 137.78 | 15.92 |
PEG Ratio | 1.21 | 0.27 |
Total Revenue (TTM) | $1.25B | $3.85B |
Gross Profit (TTM) | $570.59M | $1.79B |
EBITDA (TTM) | $142.71M | $1.74B |
Key characteristics
ENPH | FSLR | |
---|---|---|
Sharpe Ratio | -0.53 | 0.31 |
Sortino Ratio | -0.47 | 0.87 |
Omega Ratio | 0.95 | 1.10 |
Calmar Ratio | -0.41 | 0.30 |
Martin Ratio | -1.54 | 0.85 |
Ulcer Index | 21.99% | 19.48% |
Daily Std Dev | 64.08% | 53.64% |
Max Drawdown | -95.97% | -96.22% |
Current Drawdown | -80.27% | -40.20% |
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Correlation
The correlation between ENPH and FSLR is 0.47, 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.
Risk-Adjusted Performance
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.
Dividends
ENPH vs. FSLR - Dividend Comparison
Neither ENPH nor FSLR has paid dividends to shareholders.
Drawdowns
ENPH vs. FSLR - Drawdown Comparison
The maximum ENPH drawdown since its inception was -95.97%, roughly equal to the maximum FSLR drawdown of -96.22%. Use the drawdown chart below to compare losses from any high point for ENPH and FSLR. For additional features, visit the drawdowns tool.
Volatility
ENPH vs. FSLR - Volatility Comparison
Enphase Energy, Inc. (ENPH) has a higher volatility of 25.35% compared to First Solar, Inc. (FSLR) at 17.99%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than FSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ENPH vs. FSLR - Financials Comparison
This section allows you to compare key financial metrics between Enphase Energy, Inc. and First Solar, 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.
Total Revenue: Total amount of money received from sales and other business activities