ENPH vs. VOO
Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or VOO.
Key characteristics
| ENPH | VOO | |
|---|---|---|
| YTD Return | -54.65% | 13.10% |
| 1Y Return | -56.76% | 19.77% |
| 5Y Return (Ann) | 90.21% | 9.91% |
| 10Y Return (Ann) | 30.66% | 11.81% |
| Sharpe Ratio | -1.05 | 1.01 |
| Daily Std Dev | 56.17% | 17.10% |
| Max Drawdown | -95.97% | -33.99% |
Correlation
The correlation between ENPH and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
ENPH vs. VOO - Performance Comparison
In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than VOO's 13.10% return. Over the past 10 years, ENPH has outperformed VOO with an annualized return of 30.66%, while VOO has yielded a comparatively lower 11.81% 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. VOO - Dividend Comparison
ENPH has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.59%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENPH Enphase Energy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
ENPH vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and Vanguard S&P 500 ETF (VOO). 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 | ||||
VOO Vanguard S&P 500 ETF | 1.01 |
ENPH vs. VOO - Drawdown Comparison
The maximum ENPH drawdown for the period was -65.13%, lower than the maximum VOO drawdown of -13.67%. The drawdown chart below compares losses from any high point along the way for ENPH and VOO
ENPH vs. VOO - Volatility Comparison
Enphase Energy, Inc. (ENPH) has a higher volatility of 9.85% compared to Vanguard S&P 500 ETF (VOO) at 3.18%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.