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

Key characteristics


ENPHJD
YTD Return-9.34%-5.75%
1Y Return-38.09%-33.51%
3Y Return (Ann)-7.65%-29.90%
5Y Return (Ann)67.18%-1.25%
Sharpe Ratio-0.61-0.63
Daily Std Dev63.19%48.34%
Max Drawdown-95.97%-79.14%
Current Drawdown-64.35%-73.51%

Fundamentals


ENPHJD
Market Cap$15.56B$41.70B
EPS$3.08$2.11
PE Ratio37.2112.56
PEG Ratio1.711.25
Revenue (TTM)$2.29B$1.08T
Gross Profit (TTM)$974.60M$84.06B
EBITDA (TTM)$526.30M$35.77B

Correlation

0.25
-1.001.00

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.

Performance

ENPH vs. JD - Performance Comparison

In the year-to-date period, ENPH achieves a -9.34% return, which is significantly lower than JD's -5.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,281.78%
35.46%
ENPH
JD

Compare stocks, funds, or ETFs


Enphase Energy, Inc.

JD.com, Inc.

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ENPH
Enphase Energy, Inc.
-0.61
JD
JD.com, Inc.
-0.63

ENPH vs. JD - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -0.61, which roughly equals the JD Sharpe Ratio of -0.63. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and JD.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60OctoberNovemberDecember2024FebruaryMarch
-0.61
-0.63
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 2.20%.


TTM20232022
ENPH
Enphase Energy, Inc.
0.00%0.00%0.00%
JD
JD.com, Inc.
2.20%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%. The drawdown chart below compares losses from any high point along the way for ENPH and JD


-80.00%-75.00%-70.00%-65.00%-60.00%OctoberNovemberDecember2024FebruaryMarch
-64.35%
-73.51%
ENPH
JD

Volatility

ENPH vs. JD - Volatility Comparison

The current volatility for Enphase Energy, Inc. (ENPH) is 17.94%, while JD.com, Inc. (JD) has a volatility of 20.88%. This indicates that ENPH experiences smaller price fluctuations and is considered to be less risky 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%OctoberNovemberDecember2024FebruaryMarch
17.94%
20.88%
ENPH
JD