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

Performance

FSLR vs. ENPH - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-26.58%
-47.72%
FSLR
ENPH

Returns By Period

In the year-to-date period, FSLR achieves a 7.29% return, which is significantly higher than ENPH's -52.04% return. Over the past 10 years, FSLR has underperformed ENPH with an annualized return of 14.05%, while ENPH has yielded a comparatively higher 18.67% annualized return.


FSLR

YTD

7.29%

1M

-5.81%

6M

-26.58%

1Y

16.54%

5Y (annualized)

27.82%

10Y (annualized)

14.05%

ENPH

YTD

-52.04%

1M

-29.90%

6M

-47.72%

1Y

-35.54%

5Y (annualized)

26.85%

10Y (annualized)

18.67%

Fundamentals


FSLRENPH
Market Cap$19.79B$8.56B
EPS$11.61$0.46
PE Ratio15.92137.78
PEG Ratio0.271.21
Total Revenue (TTM)$3.85B$1.25B
Gross Profit (TTM)$1.79B$570.59M
EBITDA (TTM)$1.74B$142.71M

Key characteristics


FSLRENPH
Sharpe Ratio0.30-0.56
Sortino Ratio0.86-0.53
Omega Ratio1.100.94
Calmar Ratio0.29-0.43
Martin Ratio0.84-1.66
Ulcer Index19.17%21.49%
Daily Std Dev53.58%63.96%
Max Drawdown-96.22%-95.97%
Current Drawdown-40.59%-81.14%

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Correlation

-0.50.00.51.00.5

The correlation between FSLR and ENPH is 0.47, 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.

Risk-Adjusted Performance

FSLR vs. ENPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar, Inc. (FSLR) and Enphase Energy, Inc. (ENPH). 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 FSLR, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30-0.56
The chart of Sortino ratio for FSLR, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86-0.53
The chart of Omega ratio for FSLR, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.94
The chart of Calmar ratio for FSLR, currently valued at 0.40, compared to the broader market0.002.004.006.000.40-0.43
The chart of Martin ratio for FSLR, currently valued at 0.84, compared to the broader market-10.000.0010.0020.0030.000.84-1.66
FSLR
ENPH

The current FSLR Sharpe Ratio is 0.30, which is higher than the ENPH Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FSLR and ENPH, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.30
-0.56
FSLR
ENPH

Dividends

FSLR vs. ENPH - Dividend Comparison

Neither FSLR nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSLR vs. ENPH - Drawdown Comparison

The maximum FSLR drawdown since its inception was -96.22%, roughly equal to the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for FSLR and ENPH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.53%
-81.14%
FSLR
ENPH

Volatility

FSLR vs. ENPH - Volatility Comparison

The current volatility for First Solar, Inc. (FSLR) is 18.41%, while Enphase Energy, Inc. (ENPH) has a volatility of 29.32%. This indicates that FSLR experiences smaller price fluctuations and is considered to be less risky than ENPH 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%JuneJulyAugustSeptemberOctoberNovember
18.41%
29.32%
FSLR
ENPH

Financials

FSLR vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between First Solar, Inc. and Enphase Energy, 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