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

Correlation

The correlation between ENPH and SEDG is 0.60, 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.


-0.50.00.51.00.6

Performance

ENPH vs. SEDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enphase Energy, Inc. (ENPH) and SolarEdge Technologies, Inc. (SEDG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-28.33%
-43.64%
ENPH
SEDG

Key characteristics

Sharpe Ratio

ENPH:

-0.72

SEDG:

-0.94

Sortino Ratio

ENPH:

-0.90

SEDG:

-2.17

Omega Ratio

ENPH:

0.90

SEDG:

0.76

Calmar Ratio

ENPH:

-0.55

SEDG:

-0.87

Martin Ratio

ENPH:

-1.77

SEDG:

-1.37

Ulcer Index

ENPH:

25.71%

SEDG:

61.86%

Daily Std Dev

ENPH:

63.54%

SEDG:

90.04%

Max Drawdown

ENPH:

-95.97%

SEDG:

-97.16%

Current Drawdown

ENPH:

-78.27%

SEDG:

-95.96%

Fundamentals

Market Cap

ENPH:

$9.92B

SEDG:

$832.74M

EPS

ENPH:

$0.46

SEDG:

-$29.10

PEG Ratio

ENPH:

1.34

SEDG:

4.61

Total Revenue (TTM)

ENPH:

$1.25B

SEDG:

$1.05B

Gross Profit (TTM)

ENPH:

$570.59M

SEDG:

-$786.88M

EBITDA (TTM)

ENPH:

$142.71M

SEDG:

-$1.58B

Returns By Period

In the year-to-date period, ENPH achieves a -44.76% return, which is significantly higher than SEDG's -84.10% return.


ENPH

YTD

-44.76%

1M

10.12%

6M

-32.42%

1Y

-45.52%

5Y*

22.05%

10Y*

17.33%

SEDG

YTD

-84.10%

1M

25.25%

6M

-55.25%

1Y

-84.50%

5Y*

-31.07%

10Y*

N/A

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Risk-Adjusted Performance

ENPH vs. SEDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and SolarEdge Technologies, Inc. (SEDG). 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
The chart of Sharpe ratio for ENPH, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.72-0.94
The chart of Sortino ratio for ENPH, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.90-2.17
The chart of Omega ratio for ENPH, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.76
The chart of Calmar ratio for ENPH, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.87
The chart of Martin ratio for ENPH, currently valued at -1.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.77-1.37
ENPH
SEDG

The current ENPH Sharpe Ratio is -0.72, which is comparable to the SEDG Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ENPH and SEDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
-0.94
ENPH
SEDG

Dividends

ENPH vs. SEDG - Dividend Comparison

Neither ENPH nor SEDG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENPH vs. SEDG - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, roughly equal to the maximum SEDG drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for ENPH and SEDG. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-78.27%
-95.96%
ENPH
SEDG

Volatility

ENPH vs. SEDG - Volatility Comparison

The current volatility for Enphase Energy, Inc. (ENPH) is 18.93%, while SolarEdge Technologies, Inc. (SEDG) has a volatility of 36.48%. This indicates that ENPH experiences smaller price fluctuations and is considered to be less risky than SEDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
18.93%
36.48%
ENPH
SEDG

Financials

ENPH vs. SEDG - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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