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 | -18.90% | -48.96% |
| 1Y Return | -51.42% | -53.02% |
| 3Y Return (Ann) | -13.76% | -43.59% |
| 5Y Return (Ann) | 59.53% | -10.16% |
| Sharpe Ratio | -0.82 | -0.63 |
| Daily Std Dev | 63.54% | 85.75% |
| Max Drawdown | -95.97% | -90.84% |
| Current Drawdown | -68.10% | -89.62% |
Fundamentals
| ENPH | RUN | |
|---|---|---|
| Market Cap | $14.48B | $2.25B |
| EPS | $3.08 | -$7.41 |
| PE Ratio | 34.57 | 7.65 |
| PEG Ratio | 1.75 | 0.45 |
| Revenue (TTM) | $2.29B | $2.26B |
| Gross Profit (TTM) | $974.60M | $298.71M |
| EBITDA (TTM) | $526.30M | -$288.97M |
Correlation
The correlation between ENPH and RUN is 0.55, 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 -18.90% return, which is significantly higher than RUN's -48.96% 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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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.
Dividends
ENPH vs. RUN - Dividend Comparison
Neither ENPH nor RUN has paid dividends to shareholders.
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.
Volatility
ENPH vs. RUN - Volatility Comparison
The current volatility for Enphase Energy, Inc. (ENPH) is 18.68%, while Sunrun Inc. (RUN) has a volatility of 26.45%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities