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ENPH vs. HES

Last updated Sep 30, 2023

Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and Hess Corporation (HES).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or HES.

Key characteristics


ENPHHES
YTD Return-54.65%8.87%
1Y Return-56.76%41.87%
5Y Return (Ann)90.21%18.30%
10Y Return (Ann)30.66%8.67%
Sharpe Ratio-1.051.21
Daily Std Dev56.17%35.54%
Max Drawdown-95.97%-74.83%

Fundamentals


ENPHHES
Market Cap$16.38B$46.98B
EPS$3.79$4.68
PE Ratio31.7032.69
PEG Ratio2.200.36
Revenue (TTM)$2.80B$10.54B
Gross Profit (TTM)$974.60M$7.74B
EBITDA (TTM)$691.99M$5.07B

Correlation

0.22
-1.001.00

The correlation between ENPH and HES is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

ENPH vs. HES - Performance Comparison

In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than HES's 8.87% return. Over the past 10 years, ENPH has outperformed HES with an annualized return of 30.66%, while HES has yielded a comparatively lower 8.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptember
-40.70%
7.24%
ENPH
HES

Compare stocks, funds, or ETFs


Enphase Energy, Inc.

Hess Corporation

ENPH vs. HES - Dividend Comparison

ENPH has not paid dividends to shareholders, while HES's dividend yield for the trailing twelve months is around 1.10%.


TTM20222021202020192018201720162015201420132012
ENPH
Enphase Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HES
Hess Corporation
1.10%1.07%1.38%1.96%1.59%2.66%2.31%1.80%2.36%1.57%0.99%0.90%

ENPH vs. HES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and Hess Corporation (HES). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ENPH
Enphase Energy, Inc.
-1.05
HES
Hess Corporation
1.21

ENPH vs. HES - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -1.05, which is lower than the HES Sharpe Ratio of 1.21. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and HES.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50MayJuneJulyAugustSeptember
-1.05
1.21
ENPH
HES

ENPH vs. HES - Drawdown Comparison

The maximum ENPH drawdown for the period was -65.13%, lower than the maximum HES drawdown of -20.79%. The drawdown chart below compares losses from any high point along the way for ENPH and HES


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-64.24%
-6.96%
ENPH
HES

ENPH vs. HES - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 9.85% compared to Hess Corporation (HES) at 8.87%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than HES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptember
9.85%
8.87%
ENPH
HES