ENPH vs. RUN
Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and Sunrun Inc. (RUN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or RUN.
Key characteristics
| ENPH | RUN | |
|---|---|---|
| YTD Return | -54.65% | -47.71% |
| 1Y Return | -56.76% | -54.36% |
| 5Y Return (Ann) | 90.21% | 0.19% |
| 10Y Return (Ann) | 30.66% | -1.32% |
| Sharpe Ratio | -1.05 | -0.75 |
| Daily Std Dev | 56.17% | 77.63% |
| Max Drawdown | -95.97% | -87.25% |
Fundamentals
| ENPH | RUN | |
|---|---|---|
| Market Cap | $16.38B | $2.73B |
| EPS | $3.79 | $0.42 |
| PE Ratio | 31.70 | 29.90 |
| PEG Ratio | 2.20 | 0.45 |
| Revenue (TTM) | $2.80B | $2.42B |
| Gross Profit (TTM) | $974.60M | $298.71M |
| EBITDA (TTM) | $691.99M | -$232.67M |
Correlation
The correlation between ENPH and RUN is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
ENPH vs. RUN - Performance Comparison
In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than RUN's -47.71% return. Over the past 10 years, ENPH has outperformed RUN with an annualized return of 30.66%, while RUN has yielded a comparatively lower -1.32% 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. RUN - Dividend Comparison
Neither ENPH nor RUN has paid dividends to shareholders.
ENPH vs. RUN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and Sunrun Inc. (RUN). 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 | ||||
RUN Sunrun Inc. | -0.75 |
ENPH vs. RUN - Drawdown Comparison
The maximum ENPH drawdown for the period was -65.13%, roughly equal to the maximum RUN drawdown of -87.25%. The drawdown chart below compares losses from any high point along the way for ENPH and RUN
ENPH vs. RUN - Volatility Comparison
The current volatility for Enphase Energy, Inc. (ENPH) is 9.85%, while Sunrun Inc. (RUN) has a volatility of 17.39%. This indicates that ENPH experiences smaller price fluctuations and is considered to be less risky than RUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.