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

Correlation

The correlation between ENPH and HES 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.


Performance

ENPH vs. HES - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ENPH:

-0.87

HES:

-0.43

Sortino Ratio

ENPH:

-1.28

HES:

-0.45

Omega Ratio

ENPH:

0.85

HES:

0.93

Calmar Ratio

ENPH:

-0.65

HES:

-0.59

Martin Ratio

ENPH:

-1.37

HES:

-1.18

Ulcer Index

ENPH:

41.65%

HES:

11.57%

Daily Std Dev

ENPH:

65.44%

HES:

28.83%

Max Drawdown

ENPH:

-95.97%

HES:

-74.83%

Current Drawdown

ENPH:

-85.00%

HES:

-17.12%

Fundamentals

Market Cap

ENPH:

$6.52B

HES:

$41.77B

EPS

ENPH:

$1.09

HES:

$7.21

PE Ratio

ENPH:

45.62

HES:

18.73

PEG Ratio

ENPH:

0.60

HES:

3.37

PS Ratio

ENPH:

4.58

HES:

3.40

PB Ratio

ENPH:

7.81

HES:

3.62

Total Revenue (TTM)

ENPH:

$1.42B

HES:

$12.47B

Gross Profit (TTM)

ENPH:

$678.42M

HES:

$7.43B

EBITDA (TTM)

ENPH:

$258.01M

HES:

$6.66B

Returns By Period

In the year-to-date period, ENPH achieves a -26.62% return, which is significantly lower than HES's 1.79% return. Over the past 10 years, ENPH has outperformed HES with an annualized return of 17.17%, while HES has yielded a comparatively lower 8.96% annualized return.


ENPH

YTD

-26.62%

1M

-2.61%

6M

-15.32%

1Y

-56.87%

5Y*

-2.90%

10Y*

17.17%

HES

YTD

1.79%

1M

5.46%

6M

-6.71%

1Y

-12.47%

5Y*

26.92%

10Y*

8.96%

*Annualized

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Risk-Adjusted Performance

ENPH vs. HES — Risk-Adjusted Performance Rank

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

ENPH
The Risk-Adjusted Performance Rank of ENPH is 99
Overall Rank
The Sharpe Ratio Rank of ENPH is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 88
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 1010
Martin Ratio Rank

HES
The Risk-Adjusted Performance Rank of HES is 2121
Overall Rank
The Sharpe Ratio Rank of HES is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of HES is 2323
Sortino Ratio Rank
The Omega Ratio Rank of HES is 2121
Omega Ratio Rank
The Calmar Ratio Rank of HES is 1414
Calmar Ratio Rank
The Martin Ratio Rank of HES is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ENPH Sharpe Ratio is -0.87, which is lower than the HES Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ENPH and HES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ENPH vs. HES - Dividend Comparison

ENPH has not paid dividends to shareholders, while HES's dividend yield for the trailing twelve months is around 1.44%.


TTM20242023202220212020201920182017201620152014
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
1.44%1.41%1.22%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%1.35%

Drawdowns

ENPH vs. HES - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, which is greater than HES's maximum drawdown of -74.83%. Use the drawdown chart below to compare losses from any high point for ENPH and HES. For additional features, visit the drawdowns tool.


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Volatility

ENPH vs. HES - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 25.60% compared to Hess Corporation (HES) at 7.70%. 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.


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Financials

ENPH vs. HES - Financials Comparison

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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
356.08M
2.94B
(ENPH) Total Revenue
(HES) Total Revenue
Values in USD except per share items

ENPH vs. HES - Profitability Comparison

The chart below illustrates the profitability comparison between Enphase Energy, Inc. and Hess Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
47.3%
41.5%
(ENPH) Gross Margin
(HES) Gross Margin
ENPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported a gross profit of 168.24M and revenue of 356.08M. Therefore, the gross margin over that period was 47.3%.

HES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hess Corporation reported a gross profit of 1.22B and revenue of 2.94B. Therefore, the gross margin over that period was 41.5%.

ENPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported an operating income of 31.92M and revenue of 356.08M, resulting in an operating margin of 9.0%.

HES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hess Corporation reported an operating income of 781.00M and revenue of 2.94B, resulting in an operating margin of 26.6%.

ENPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported a net income of 29.73M and revenue of 356.08M, resulting in a net margin of 8.4%.

HES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hess Corporation reported a net income of 430.00M and revenue of 2.94B, resulting in a net margin of 14.6%.