ENPH vs. LLY
Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or LLY.
Key characteristics
| ENPH | LLY | |
|---|---|---|
| YTD Return | -16.37% | 25.68% |
| 1Y Return | -50.58% | 91.43% |
| 3Y Return (Ann) | -12.90% | 59.25% |
| 5Y Return (Ann) | 62.43% | 46.39% |
| 10Y Return (Ann) | 30.69% | 31.54% |
| Sharpe Ratio | -0.80 | 3.25 |
| Daily Std Dev | 63.38% | 29.69% |
| Max Drawdown | -95.97% | -68.27% |
| Current Drawdown | -67.11% | -7.69% |
Fundamentals
| ENPH | LLY | |
|---|---|---|
| Market Cap | $14.48B | $690.55B |
| EPS | $3.08 | $5.81 |
| PE Ratio | 34.57 | 125.01 |
| PEG Ratio | 1.75 | 1.43 |
| Revenue (TTM) | $2.29B | $34.12B |
| Gross Profit (TTM) | $974.60M | $21.91B |
| EBITDA (TTM) | $526.30M | $12.31B |
Correlation
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 -16.37% return, which is significantly lower than LLY's 25.68% return. Both investments have delivered pretty close results over the past 10 years, with ENPH having a 30.69% annualized return and LLY not far ahead at 31.54%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 0.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.64% | 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.
Volatility
ENPH vs. LLY - Volatility Comparison
Enphase Energy, Inc. (ENPH) has a higher volatility of 17.83% compared to Eli Lilly and Company (LLY) at 5.61%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities