ENPH vs. ICLN

In the year-to-date period, ENPH achieves a -26.07% return, which is significantly lower than ICLN's 7.03% return. Over the past 10 years, ENPH has outperformed ICLN with an annualized return of 17.91%, while ICLN has yielded a comparatively lower 1.37% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and iShares Global Clean Energy ETF (ICLN). 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 -0.84, which is lower than the ICLN Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of ENPH and ICLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ENPH has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.72%.

The maximum ENPH drawdown since its inception was -95.97%, which is greater than ICLN's maximum drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for ENPH and ICLN. For additional features, visit the drawdowns tool.

Enphase Energy, Inc. (ENPH) has a higher volatility of 26.33% compared to iShares Global Clean Energy ETF (ICLN) at 6.23%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.