FSLR vs. ENPH
Compare and contrast key facts about First Solar, Inc. (FSLR) and Enphase Energy, Inc. (ENPH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSLR or ENPH.
Performance
FSLR vs. ENPH - Performance Comparison
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
7.29%
-5.81%
-26.58%
16.54%
27.82%
14.05%
ENPH
-52.04%
-29.90%
-47.72%
-35.54%
26.85%
18.67%
Fundamentals
FSLR | ENPH | |
---|---|---|
Market Cap | $19.79B | $8.56B |
EPS | $11.61 | $0.46 |
PE Ratio | 15.92 | 137.78 |
PEG Ratio | 0.27 | 1.21 |
Total Revenue (TTM) | $3.85B | $1.25B |
Gross Profit (TTM) | $1.79B | $570.59M |
EBITDA (TTM) | $1.74B | $142.71M |
Key characteristics
FSLR | ENPH | |
---|---|---|
Sharpe Ratio | 0.30 | -0.56 |
Sortino Ratio | 0.86 | -0.53 |
Omega Ratio | 1.10 | 0.94 |
Calmar Ratio | 0.29 | -0.43 |
Martin Ratio | 0.84 | -1.66 |
Ulcer Index | 19.17% | 21.49% |
Daily Std Dev | 53.58% | 63.96% |
Max Drawdown | -96.22% | -95.97% |
Current Drawdown | -40.59% | -81.14% |
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Correlation
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.
Dividends
FSLR vs. ENPH - Dividend Comparison
Neither FSLR nor ENPH has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities