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ENPH vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ENPHVT
YTD Return-8.45%7.82%
1Y Return-40.68%25.00%
3Y Return (Ann)-5.24%6.66%
5Y Return (Ann)67.44%10.97%
10Y Return (Ann)32.37%8.77%
Sharpe Ratio-0.592.31
Daily Std Dev63.19%11.47%
Max Drawdown-95.97%-50.27%
Current Drawdown-63.99%0.00%

Correlation

0.39
-1.001.00

The correlation between ENPH and VT is 0.39, 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.

Performance

ENPH vs. VT - Performance Comparison

In the year-to-date period, ENPH achieves a -8.45% return, which is significantly lower than VT's 7.82% return. Over the past 10 years, ENPH has outperformed VT with an annualized return of 32.37%, while VT has yielded a comparatively lower 8.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,548.23%
201.34%
ENPH
VT

Compare stocks, funds, or ETFs


Enphase Energy, Inc.

Vanguard Total World Stock ETF

Risk-Adjusted Performance

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.
-0.59
VT
Vanguard Total World Stock ETF
2.31

ENPH vs. VT - Sharpe Ratio Comparison

The current ENPH Sharpe Ratio is -0.59, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of ENPH and VT.


Rolling 12-month Sharpe Ratio-1.000.001.002.00OctoberNovemberDecember2024FebruaryMarch
-0.59
2.31
ENPH
VT

Dividends

ENPH vs. VT - Dividend Comparison

ENPH has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 2.06%.


TTM20232022202120202019201820172016201520142013
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
2.06%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

ENPH vs. VT - Drawdown Comparison

The maximum ENPH drawdown since its inception was -95.97%, which is greater than VT's maximum drawdown of -50.27%. The drawdown chart below compares losses from any high point along the way for ENPH and VT


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-63.99%
0
ENPH
VT

Volatility

ENPH vs. VT - Volatility Comparison

Enphase Energy, Inc. (ENPH) has a higher volatility of 17.89% compared to Vanguard Total World Stock ETF (VT) at 2.57%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
17.89%
2.57%
ENPH
VT