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

Key characteristics


ENPHLLY
YTD Return-21.17%57.51%
1Y Return-13.01%60.88%
3Y Return (Ann)-12.33%59.43%
5Y Return (Ann)33.66%55.93%
10Y Return (Ann)25.80%33.10%
Sharpe Ratio-0.202.10
Sortino Ratio0.162.85
Omega Ratio1.021.38
Calmar Ratio-0.163.34
Martin Ratio-0.6612.09
Ulcer Index19.20%5.19%
Daily Std Dev64.18%29.92%
Max Drawdown-95.97%-68.27%
Current Drawdown-69.00%-4.82%

Fundamentals


ENPHLLY
Market Cap$14.11B$822.74B
EPS$0.93$8.09
PE Ratio112.01112.94
PEG Ratio1.130.84
Total Revenue (TTM)$869.37M$29.42B
Gross Profit (TTM)$392.42M$24.06B
EBITDA (TTM)$66.55M$11.53B

Correlation

-0.50.00.51.00.1

The correlation between ENPH and LLY is 0.13, 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. LLY - Performance Comparison

In the year-to-date period, ENPH achieves a -21.17% return, which is significantly lower than LLY's 57.51% return. Over the past 10 years, ENPH has underperformed LLY with an annualized return of 25.80%, while LLY has yielded a comparatively higher 33.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
-12.90%
20.29%
ENPH
LLY

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Risk-Adjusted Performance

ENPH vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and Eli Lilly and Company (LLY). 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.


ENPH
Sharpe ratio
The chart of Sharpe ratio for ENPH, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.20
Sortino ratio
The chart of Sortino ratio for ENPH, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.16
Omega ratio
The chart of Omega ratio for ENPH, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for ENPH, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for ENPH, currently valued at -0.66, compared to the broader market-10.000.0010.0020.00-0.66
LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 2.10, compared to the broader market-4.00-2.000.002.002.10
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 3.34, compared to the broader market0.002.004.006.003.34
Martin ratio
The chart of Martin ratio for LLY, currently valued at 12.09, compared to the broader market-10.000.0010.0020.0012.09

ENPH vs. LLY - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -0.20, which is lower than the LLY Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ENPH and LLY, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
-0.20
2.10
ENPH
LLY

Dividends

ENPH vs. LLY - Dividend Comparison

ENPH has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.55%.


TTM20232022202120202019201820172016201520142013
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%
LLY
Eli Lilly and Company
0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Drawdowns

ENPH vs. LLY - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ENPH and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-69.00%
-4.82%
ENPH
LLY

Volatility

ENPH vs. LLY - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 12.52% compared to Eli Lilly and Company (LLY) at 6.18%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
12.52%
6.18%
ENPH
LLY

Financials

ENPH vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Enphase Energy, Inc. and Eli Lilly and Company. 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