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ENPH vs. FSLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ENPH vs. FSLR - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-47.04%
-32.77%
ENPH
FSLR

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

YTD

-49.83%

1M

-15.52%

6M

-47.04%

1Y

-33.84%

5Y (annualized)

27.95%

10Y (annualized)

19.24%

FSLR

YTD

7.99%

1M

-3.31%

6M

-32.77%

1Y

16.49%

5Y (annualized)

27.94%

10Y (annualized)

13.84%

Fundamentals


ENPHFSLR
Market Cap$8.56B$19.79B
EPS$0.46$11.61
PE Ratio137.7815.92
PEG Ratio1.210.27
Total Revenue (TTM)$1.25B$3.85B
Gross Profit (TTM)$570.59M$1.79B
EBITDA (TTM)$142.71M$1.74B

Key characteristics


ENPHFSLR
Sharpe Ratio-0.530.31
Sortino Ratio-0.470.87
Omega Ratio0.951.10
Calmar Ratio-0.410.30
Martin Ratio-1.540.85
Ulcer Index21.99%19.48%
Daily Std Dev64.08%53.64%
Max Drawdown-95.97%-96.22%
Current Drawdown-80.27%-40.20%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for ENPH, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.530.31
The chart of Sortino ratio for ENPH, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.470.87
The chart of Omega ratio for ENPH, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.10
The chart of Calmar ratio for ENPH, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.42
The chart of Martin ratio for ENPH, currently valued at -1.54, compared to the broader market0.0010.0020.0030.00-1.540.85
ENPH
FSLR

The current ENPH Sharpe Ratio is -0.53, which is lower than the FSLR Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ENPH and FSLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.53
0.31
ENPH
FSLR

Dividends

ENPH vs. FSLR - Dividend Comparison

Neither ENPH nor FSLR has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-80.27%
-38.13%
ENPH
FSLR

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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.35%
17.99%
ENPH
FSLR

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.


Quarterly
Annual

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


Values in USD except per share items