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

Key characteristics


ENPHRUN
YTD Return-18.07%-13.35%
1Y Return-5.22%59.57%
3Y Return (Ann)-11.37%-27.51%
5Y Return (Ann)35.92%0.96%
Sharpe Ratio-0.110.57
Daily Std Dev64.28%89.53%
Max Drawdown-95.97%-90.84%
Current Drawdown-67.78%-82.37%

Fundamentals


ENPHRUN
Market Cap$14.66B$3.80B
EPS$0.93-$6.32
PEG Ratio1.200.45
Total Revenue (TTM)$869.37M$1.50B
Gross Profit (TTM)$392.42M$125.18M
EBITDA (TTM)$66.55M-$186.02M

Correlation

-0.50.00.51.00.6

The correlation between ENPH and RUN is 0.56, 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.

Performance

ENPH vs. RUN - Performance Comparison

In the year-to-date period, ENPH achieves a -18.07% return, which is significantly lower than RUN's -13.35% 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%0.00%20.00%40.00%60.00%80.00%MayJuneJulyAugustSeptemberOctober
-8.72%
37.07%
ENPH
RUN

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Risk-Adjusted Performance

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.


ENPH
Sharpe ratio
The chart of Sharpe ratio for ENPH, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11
Sortino ratio
The chart of Sortino ratio for ENPH, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30
Omega ratio
The chart of Omega ratio for ENPH, currently valued at 1.03, compared to the broader market0.501.001.501.03
Calmar ratio
The chart of Calmar ratio for ENPH, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for ENPH, currently valued at -0.39, compared to the broader market-10.000.0010.0020.00-0.39
RUN
Sharpe ratio
The chart of Sharpe ratio for RUN, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57
Sortino ratio
The chart of Sortino ratio for RUN, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.47
Omega ratio
The chart of Omega ratio for RUN, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for RUN, currently valued at 0.57, compared to the broader market0.002.004.006.000.57
Martin ratio
The chart of Martin ratio for RUN, currently valued at 1.80, compared to the broader market-10.000.0010.0020.001.80

ENPH vs. RUN - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -0.11, which is lower than the RUN Sharpe Ratio of 0.57. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and RUN.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50MayJuneJulyAugustSeptemberOctober
-0.11
0.57
ENPH
RUN

Dividends

ENPH vs. RUN - Dividend Comparison

Neither ENPH nor RUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENPH vs. RUN - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, which is greater than RUN's maximum drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for ENPH and RUN. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%MayJuneJulyAugustSeptemberOctober
-67.78%
-82.37%
ENPH
RUN

Volatility

ENPH vs. RUN - Volatility Comparison

The current volatility for Enphase Energy, Inc. (ENPH) is 13.76%, while Sunrun Inc. (RUN) has a volatility of 18.24%. 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.


15.00%20.00%25.00%30.00%MayJuneJulyAugustSeptemberOctober
13.76%
18.24%
ENPH
RUN

Financials

ENPH vs. RUN - Financials Comparison

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