PortfoliosLab logo
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.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
368.27%
-28.94%
ENPH
SEDG

Key characteristics

Sharpe Ratio

ENPH:

-0.85

SEDG:

-0.83

Sortino Ratio

ENPH:

-1.21

SEDG:

-1.56

Omega Ratio

ENPH:

0.86

SEDG:

0.82

Calmar Ratio

ENPH:

-0.61

SEDG:

-0.81

Martin Ratio

ENPH:

-1.45

SEDG:

-1.17

Ulcer Index

ENPH:

35.73%

SEDG:

67.20%

Daily Std Dev

ENPH:

60.69%

SEDG:

94.02%

Max Drawdown

ENPH:

-95.97%

SEDG:

-97.16%

Current Drawdown

ENPH:

-82.96%

SEDG:

-96.01%

Fundamentals

Market Cap

ENPH:

$7.59B

SEDG:

$864.69M

EPS

ENPH:

$0.75

SEDG:

-$31.64

PEG Ratio

ENPH:

0.41

SEDG:

4.61

Total Revenue (TTM)

ENPH:

$1.07B

SEDG:

$722.52M

Gross Profit (TTM)

ENPH:

$510.18M

SEDG:

-$821.81M

EBITDA (TTM)

ENPH:

$189.15M

SEDG:

-$1.49B

Returns By Period

In the year-to-date period, ENPH achieves a -16.61% return, which is significantly lower than SEDG's 8.16% return. Over the past 10 years, ENPH has outperformed SEDG with an annualized return of 15.78%, while SEDG has yielded a comparatively lower -4.47% annualized return.


ENPH

YTD

-16.61%

1M

-2.35%

6M

-45.95%

1Y

-52.58%

5Y*

14.86%

10Y*

15.78%

SEDG

YTD

8.16%

1M

-5.64%

6M

-26.92%

1Y

-78.61%

5Y*

-27.76%

10Y*

-4.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ENPH vs. SEDG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENPH
The Risk-Adjusted Performance Rank of ENPH is 1414
Overall Rank
The Sharpe Ratio Rank of ENPH is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 1414
Martin Ratio Rank

SEDG
The Risk-Adjusted Performance Rank of SEDG is 1313
Overall Rank
The Sharpe Ratio Rank of SEDG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 77
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 77
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ENPH, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.00
ENPH: -0.85
SEDG: -0.83
The chart of Sortino ratio for ENPH, currently valued at -1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
ENPH: -1.21
SEDG: -1.56
The chart of Omega ratio for ENPH, currently valued at 0.86, compared to the broader market0.501.001.502.00
ENPH: 0.86
SEDG: 0.82
The chart of Calmar ratio for ENPH, currently valued at -0.61, compared to the broader market0.001.002.003.004.00
ENPH: -0.61
SEDG: -0.81
The chart of Martin ratio for ENPH, currently valued at -1.45, compared to the broader market-10.000.0010.0020.00
ENPH: -1.45
SEDG: -1.17

The current ENPH Sharpe Ratio is -0.85, which is comparable to the SEDG Sharpe Ratio of -0.83. 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-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.85
-0.83
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.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-82.96%
-96.01%
ENPH
SEDG

Volatility

ENPH vs. SEDG - Volatility Comparison

The current volatility for Enphase Energy, Inc. (ENPH) is 15.77%, while SolarEdge Technologies, Inc. (SEDG) has a volatility of 18.92%. 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%NovemberDecember2025FebruaryMarchApril
15.77%
18.92%
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