ENPH vs. JD
Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and JD.com, Inc. (JD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or JD.
Key characteristics
| ENPH | JD | |
|---|---|---|
| YTD Return | -54.65% | -47.35% |
| 1Y Return | -56.76% | -42.33% |
| 5Y Return (Ann) | 90.21% | 3.03% |
| 10Y Return (Ann) | 30.66% | 4.05% |
| Sharpe Ratio | -1.05 | -0.80 |
| Daily Std Dev | 56.17% | 55.19% |
| Max Drawdown | -95.97% | -72.23% |
Fundamentals
| ENPH | JD | |
|---|---|---|
| Market Cap | $16.38B | $46.27B |
| EPS | $3.79 | $1.90 |
| PE Ratio | 31.70 | 15.33 |
| PEG Ratio | 2.20 | 0.71 |
| Revenue (TTM) | $2.80B | $1.07T |
| Gross Profit (TTM) | $974.60M | $84.06B |
| EBITDA (TTM) | $691.99M | $33.14B |
Correlation
The correlation between ENPH and JD is 0.25, 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. JD - Performance Comparison
In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than JD's -47.35% return. Over the past 10 years, ENPH has outperformed JD with an annualized return of 30.66%, while JD has yielded a comparatively lower 4.05% 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. JD - Dividend Comparison
ENPH has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 2.06%.
| TTM | 2022 | |
|---|---|---|
ENPH Enphase Energy, Inc. | 0.00% | 0.00% |
JD JD.com, Inc. | 2.06% | 2.24% |
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ENPH Enphase Energy, Inc. | -1.05 | ||||
JD JD.com, Inc. | -0.80 |
ENPH vs. JD - Drawdown Comparison
The maximum ENPH drawdown for the period was -65.13%, roughly equal to the maximum JD drawdown of -72.23%. The drawdown chart below compares losses from any high point along the way for ENPH and JD
ENPH vs. JD - Volatility Comparison
Enphase Energy, Inc. (ENPH) has a higher volatility of 9.85% compared to JD.com, Inc. (JD) at 7.59%. 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.