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FSLR vs. SHOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSLR vs. SHOP - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSLR achieves a 2.33% return, which is significantly higher than SHOP's -32.76% return. Over the past 10 years, FSLR has underperformed SHOP with an annualized return of 18.76%, while SHOP has yielded a comparatively higher 43.59% annualized return.


FSLR

1D
-1.42%
1M
14.54%
YTD
2.33%
6M
4.91%
1Y
52.57%
3Y*
10.90%
5Y*
27.42%
10Y*
18.76%

SHOP

1D
-2.02%
1M
7.94%
YTD
-32.76%
6M
-34.08%
1Y
2.75%
3Y*
19.24%
5Y*
-2.79%
10Y*
43.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSLR vs. SHOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLR
First Solar, Inc.
2.33%48.22%2.30%15.01%71.86%-11.89%76.77%31.81%-37.12%110.41%
SHOP
Shopify Inc.
-32.76%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%

Correlation

The correlation between FSLR and SHOP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 21, 2015

0.31

Fundamentals

Market Cap

FSLR:

$28.77B

SHOP:

$141.08B

EPS

FSLR:

$15.48

SHOP:

$1.02

PE Ratio

FSLR:

17.27

SHOP:

106.25

PEG Ratio

FSLR:

0.41

SHOP:

0.20

PS Ratio

FSLR:

5.31

SHOP:

15.39

PB Ratio

FSLR:

2.91

SHOP:

11.29

Total Revenue (TTM)

FSLR:

$5.42B

SHOP:

$9.20B

Gross Profit (TTM)

FSLR:

$2.26B

SHOP:

$5.93B

EBITDA (TTM)

FSLR:

$2.15B

SHOP:

$1.60B

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Return for Risk

FSLR vs. SHOP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSLR
FSLR Risk / Return Rank: 7272
Overall Rank
FSLR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FSLR Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSLR Omega Ratio Rank: 7272
Omega Ratio Rank
FSLR Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSLR Martin Ratio Rank: 7171
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSLR vs. SHOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar, Inc. (FSLR) and Shopify Inc. (SHOP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSLRSHOPDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.22

1.05

+0.17

Calmar ratioReturn relative to maximum drawdown

1.70

-0.02

+1.72

Martin ratioReturn relative to average drawdown

3.57

-0.04

+3.61

FSLR vs. SHOP - Sharpe Ratio Comparison

The current FSLR Sharpe Ratio is 1.02, which is higher than the SHOP Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FSLR and SHOP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSLR vs. SHOP - Drawdown Comparison

The maximum FSLR drawdown since its inception was -96.22%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for FSLR and SHOP.


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Drawdown Indicators


FSLRSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-96.22%

-84.82%

-11.40%

Max Drawdown (1Y)

Largest decline over 1 year

-35.10%

-46.71%

+11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-59.97%

-46.71%

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-59.97%

-84.82%

+24.85%

Max Drawdown (10Y)

Largest decline over 10 years

-61.26%

-84.82%

+23.56%

Current Drawdown

Current decline from peak

-16.01%

-39.53%

+23.52%

Average Drawdown

Average peak-to-trough decline

-63.20%

-28.23%

-34.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.63%

22.27%

-5.64%

Volatility

FSLR vs. SHOP - Volatility Comparison

First Solar, Inc. (FSLR) has a higher volatility of 23.37% compared to Shopify Inc. (SHOP) at 15.38%. This indicates that FSLR's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLRSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.37%

15.38%

+7.99%

Volatility (6M)

Calculated over the trailing 6-month period

41.98%

43.41%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

58.23%

57.03%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.07%

65.55%

-11.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.84%

59.07%

-8.23%

Dividends

FSLR vs. SHOP - Dividend Comparison

Neither FSLR nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FSLR vs. SHOP - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20222023202420252026
1.04B
0
(FSLR) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FSLR and SHOP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSLR has higher volatility (23.37%) compared to SHOP (15.38%). In terms of maximum drawdown, FSLR dropped -96.22% vs SHOP's -84.82%.

FSLR currently has the higher Sharpe Ratio (1.02 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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