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ENPH vs. LLY

Last updated Sep 30, 2023

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


ENPHLLY
YTD Return-54.65%48.00%
1Y Return-56.76%64.50%
5Y Return (Ann)90.21%40.40%
10Y Return (Ann)30.66%29.55%
Sharpe Ratio-1.052.32
Daily Std Dev56.17%26.92%
Max Drawdown-95.97%-68.27%

Fundamentals


ENPHLLY
Market Cap$16.38B$509.89B
EPS$3.79$7.20
PE Ratio31.7074.60
PEG Ratio2.202.18
Revenue (TTM)$2.80B$29.52B
Gross Profit (TTM)$974.60M$21.91B
EBITDA (TTM)$691.99M$9.77B

Correlation

0.14
-1.001.00

The correlation between ENPH and LLY is 0.14, 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. LLY - Performance Comparison

In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than LLY's 48.00% return. Both investments have delivered pretty close results over the past 10 years, with ENPH having a 30.66% annualized return and LLY not far behind at 29.55%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%MayJuneJulyAugustSeptember
-40.70%
53.87%
ENPH
LLY

Compare stocks, funds, or ETFs


Enphase Energy, Inc.

Eli Lilly and Company

ENPH vs. LLY - Dividend Comparison

ENPH has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.81%.


TTM20222021202020192018201720162015201420132012
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
0.81%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ENPH
Enphase Energy, Inc.
-1.05
LLY
Eli Lilly and Company
2.32

ENPH vs. LLY - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -1.05, which is lower than the LLY Sharpe Ratio of 2.32. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and LLY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptember
-1.05
2.32
ENPH
LLY

ENPH vs. LLY - Drawdown Comparison

The maximum ENPH drawdown for the period was -65.13%, lower than the maximum LLY drawdown of -10.37%. The drawdown chart below compares losses from any high point along the way for ENPH and LLY


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-64.24%
-10.37%
ENPH
LLY

ENPH vs. LLY - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 9.85% compared to Eli Lilly and Company (LLY) at 6.60%. 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.


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptember
9.85%
6.60%
ENPH
LLY