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

Correlation

The correlation between ENPH and JD is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ENPH vs. JD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
440.14%
71.15%
ENPH
JD

Key characteristics

Sharpe Ratio

ENPH:

-0.91

JD:

0.40

Sortino Ratio

ENPH:

-1.38

JD:

1.02

Omega Ratio

ENPH:

0.84

JD:

1.12

Calmar Ratio

ENPH:

-0.68

JD:

0.29

Martin Ratio

ENPH:

-1.53

JD:

1.13

Ulcer Index

ENPH:

38.50%

JD:

19.06%

Daily Std Dev

ENPH:

64.18%

JD:

54.09%

Max Drawdown

ENPH:

-95.97%

JD:

-79.14%

Current Drawdown

ENPH:

-86.06%

JD:

-66.53%

Fundamentals

Market Cap

ENPH:

$6.00B

JD:

$46.42B

EPS

ENPH:

$1.09

JD:

$3.67

PE Ratio

ENPH:

41.97

JD:

8.85

PEG Ratio

ENPH:

0.59

JD:

1.27

PS Ratio

ENPH:

4.22

JD:

0.04

PB Ratio

ENPH:

7.40

JD:

1.44

Total Revenue (TTM)

ENPH:

$1.42B

JD:

$1.25T

Gross Profit (TTM)

ENPH:

$678.42M

JD:

$140.27B

EBITDA (TTM)

ENPH:

$221.08M

JD:

$51.32B

Returns By Period

In the year-to-date period, ENPH achieves a -31.81% return, which is significantly lower than JD's -3.46% return. Over the past 10 years, ENPH has outperformed JD with an annualized return of 13.53%, while JD has yielded a comparatively lower 0.21% annualized return.


ENPH

YTD

-31.81%

1M

-22.14%

6M

-44.14%

1Y

-56.57%

5Y*

4.43%

10Y*

13.53%

JD

YTD

-3.46%

1M

-19.89%

6M

-16.12%

1Y

17.07%

5Y*

-4.52%

10Y*

0.21%

*Annualized

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Risk-Adjusted Performance

ENPH vs. JD — 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 88
Overall Rank
The Sharpe Ratio Rank of ENPH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 77
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 99
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 77
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 6666
Overall Rank
The Sharpe Ratio Rank of JD is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6666
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. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and JD.com, Inc. (JD). 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 chart of Sharpe ratio for ENPH, currently valued at -0.91, compared to the broader market-2.00-1.000.001.002.003.00
ENPH: -0.91
JD: 0.40
The chart of Sortino ratio for ENPH, currently valued at -1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
ENPH: -1.38
JD: 1.02
The chart of Omega ratio for ENPH, currently valued at 0.84, compared to the broader market0.501.001.502.00
ENPH: 0.84
JD: 1.12
The chart of Calmar ratio for ENPH, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00
ENPH: -0.68
JD: 0.29
The chart of Martin ratio for ENPH, currently valued at -1.53, compared to the broader market-5.000.005.0010.0015.0020.00
ENPH: -1.53
JD: 1.13

The current ENPH Sharpe Ratio is -0.91, which is lower than the JD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ENPH and JD, 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.91
0.40
ENPH
JD

Dividends

ENPH vs. JD - Dividend Comparison

ENPH has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 3.01%.


TTM202420232022
ENPH
Enphase Energy, Inc.
0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
3.01%2.13%2.08%2.21%

Drawdowns

ENPH vs. JD - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, which is greater than JD's maximum drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for ENPH and JD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-86.06%
-66.53%
ENPH
JD

Volatility

ENPH vs. JD - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 27.08% compared to JD.com, Inc. (JD) at 15.43%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than JD 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%NovemberDecember2025FebruaryMarchApril
27.08%
15.43%
ENPH
JD

Financials

ENPH vs. JD - Financials Comparison

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