ENPH vs. HES
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
| ENPH | HES | |
|---|---|---|
| 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 | -1.05 | 1.21 |
| Daily Std Dev | 56.17% | 35.54% |
| Max Drawdown | -95.97% | -74.83% |
Fundamentals
| ENPH | HES | |
|---|---|---|
| Market Cap | $16.38B | $46.98B |
| EPS | $3.79 | $4.68 |
| PE Ratio | 31.70 | 32.69 |
| PEG Ratio | 2.20 | 0.36 |
| Revenue (TTM) | $2.80B | $10.54B |
| Gross Profit (TTM) | $974.60M | $7.74B |
| EBITDA (TTM) | $691.99M | $5.07B |
Correlation
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.
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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%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ENPH Enphase Energy, Inc. | -1.05 | ||||
HES Hess Corporation | 1.21 |
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
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.