FSLR vs. TAN

In the year-to-date period, FSLR achieves a -22.70% return, which is significantly lower than TAN's -8.36% return. Over the past 10 years, FSLR has outperformed TAN with an annualized return of 8.29%, while TAN has yielded a comparatively lower -3.17% annualized return.

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

The current FSLR Sharpe Ratio is -0.34, which is higher than the TAN Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of FSLR and TAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSLR has not paid dividends to shareholders, while TAN's dividend yield for the trailing twelve months is around 0.54%.

The maximum FSLR drawdown since its inception was -96.22%, roughly equal to the maximum TAN drawdown of -95.29%. Use the drawdown chart below to compare losses from any high point for FSLR and TAN. For additional features, visit the drawdowns tool.

First Solar, Inc. (FSLR) has a higher volatility of 13.07% compared to Invesco Solar ETF (TAN) at 6.98%. This indicates that FSLR's price experiences larger fluctuations and is considered to be riskier than TAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.