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

Correlation

The correlation between HES 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.


Performance

HES vs. ENPH - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HES:

-0.49

ENPH:

-0.87

Sortino Ratio

HES:

-0.49

ENPH:

-1.32

Omega Ratio

HES:

0.93

ENPH:

0.84

Calmar Ratio

HES:

-0.62

ENPH:

-0.67

Martin Ratio

HES:

-1.23

ENPH:

-1.38

Ulcer Index

HES:

11.68%

ENPH:

42.03%

Daily Std Dev

HES:

28.85%

ENPH:

65.47%

Max Drawdown

HES:

-74.83%

ENPH:

-95.97%

Current Drawdown

HES:

-18.89%

ENPH:

-85.40%

Fundamentals

Market Cap

HES:

$41.07B

ENPH:

$6.40B

EPS

HES:

$7.21

ENPH:

$1.09

PE Ratio

HES:

18.42

ENPH:

44.75

PEG Ratio

HES:

3.37

ENPH:

0.62

PS Ratio

HES:

3.35

ENPH:

4.50

PB Ratio

HES:

3.62

ENPH:

8.16

Total Revenue (TTM)

HES:

$12.47B

ENPH:

$1.42B

Gross Profit (TTM)

HES:

$7.43B

ENPH:

$678.42M

EBITDA (TTM)

HES:

$6.66B

ENPH:

$258.01M

Returns By Period

In the year-to-date period, HES achieves a -0.39% return, which is significantly higher than ENPH's -28.60% return. Over the past 10 years, HES has underperformed ENPH with an annualized return of 8.49%, while ENPH has yielded a comparatively higher 17.29% annualized return.


HES

YTD

-0.39%

1M

1.08%

6M

-9.07%

1Y

-14.07%

3Y*

6.56%

5Y*

24.56%

10Y*

8.49%

ENPH

YTD

-28.60%

1M

-6.66%

6M

-20.08%

1Y

-56.77%

3Y*

-33.70%

5Y*

-3.93%

10Y*

17.29%

*Annualized

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Hess Corporation

Enphase Energy, Inc.

Risk-Adjusted Performance

HES vs. ENPH — Risk-Adjusted Performance Rank

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

HES
The Risk-Adjusted Performance Rank of HES is 1919
Overall Rank
The Sharpe Ratio Rank of HES is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of HES is 2222
Sortino Ratio Rank
The Omega Ratio Rank of HES is 2121
Omega Ratio Rank
The Calmar Ratio Rank of HES is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HES is 1616
Martin Ratio Rank

ENPH
The Risk-Adjusted Performance Rank of ENPH is 99
Overall Rank
The Sharpe Ratio Rank of ENPH is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 77
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HES vs. ENPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hess Corporation (HES) 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.


The current HES Sharpe Ratio is -0.49, which is higher than the ENPH Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of HES 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.


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Dividends

HES vs. ENPH - Dividend Comparison

HES's dividend yield for the trailing twelve months is around 1.47%, while ENPH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HES
Hess Corporation
1.47%1.41%1.22%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%1.35%
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%

Drawdowns

HES vs. ENPH - Drawdown Comparison

The maximum HES drawdown since its inception was -74.83%, smaller than the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for HES and ENPH. For additional features, visit the drawdowns tool.


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Volatility

HES vs. ENPH - Volatility Comparison

The current volatility for Hess Corporation (HES) is 6.81%, while Enphase Energy, Inc. (ENPH) has a volatility of 25.69%. This indicates that HES 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.


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Financials

HES vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between Hess Corporation 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
2.94B
356.08M
(HES) Total Revenue
(ENPH) Total Revenue
Values in USD except per share items

HES vs. ENPH - Profitability Comparison

The chart below illustrates the profitability comparison between Hess Corporation and Enphase Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
41.5%
47.3%
(HES) Gross Margin
(ENPH) Gross Margin
HES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hess Corporation reported a gross profit of 1.22B and revenue of 2.94B. Therefore, the gross margin over that period was 41.5%.

ENPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported a gross profit of 168.24M and revenue of 356.08M. Therefore, the gross margin over that period was 47.3%.

HES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hess Corporation reported an operating income of 781.00M and revenue of 2.94B, resulting in an operating margin of 26.6%.

ENPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported an operating income of 31.92M and revenue of 356.08M, resulting in an operating margin of 9.0%.

HES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hess Corporation reported a net income of 430.00M and revenue of 2.94B, resulting in a net margin of 14.6%.

ENPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enphase Energy, Inc. reported a net income of 29.73M and revenue of 356.08M, resulting in a net margin of 8.4%.