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ENPH vs. VT

Last updated Sep 30, 2023

Compare and contrast key facts about Enphase Energy, Inc. (ENPH) and Vanguard Total World Stock ETF (VT).

VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENPH or VT.

Key characteristics


ENPHVT
YTD Return-54.65%9.66%
1Y Return-56.76%19.44%
5Y Return (Ann)90.21%6.47%
10Y Return (Ann)30.66%7.62%
Sharpe Ratio-1.051.06
Daily Std Dev56.17%16.28%
Max Drawdown-95.97%-50.27%

Correlation

0.38
-1.001.00

The correlation between ENPH and VT is 0.38, 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. VT - Performance Comparison

In the year-to-date period, ENPH achieves a -54.65% return, which is significantly lower than VT's 9.66% return. Over the past 10 years, ENPH has outperformed VT with an annualized return of 30.66%, while VT has yielded a comparatively lower 7.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%MayJuneJulyAugustSeptember
-40.70%
1.82%
ENPH
VT

Compare stocks, funds, or ETFs


Enphase Energy, Inc.

Vanguard Total World Stock ETF

ENPH vs. VT - Dividend Comparison

ENPH has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 2.12%.


TTM20222021202020192018201720162015201420132012
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%
VT
Vanguard Total World Stock ETF
2.12%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%

ENPH vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enphase Energy, Inc. (ENPH) and Vanguard Total World Stock ETF (VT). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ENPH
Enphase Energy, Inc.
-1.05
VT
Vanguard Total World Stock ETF
1.06

ENPH vs. VT - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -1.05, which is lower than the VT Sharpe Ratio of 1.06. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and VT.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.05
1.06
ENPH
VT

ENPH vs. VT - Drawdown Comparison

The maximum ENPH drawdown for the period was -65.13%, lower than the maximum VT drawdown of -13.63%. The drawdown chart below compares losses from any high point along the way for ENPH and VT


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-64.24%
-10.91%
ENPH
VT

ENPH vs. VT - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 9.85% compared to Vanguard Total World Stock ETF (VT) at 3.06%. This indicates that ENPH's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%MayJuneJulyAugustSeptember
9.85%
3.06%
ENPH
VT