MSF.DE vs. ENPH
MSF.DE (Microsoft Corporation) and ENPH (Enphase Energy, Inc.) are both stocks. Both are in the Technology sector — MSF.DE in Software - Infrastructure, ENPH in Solar. Over the past 10 years, MSF.DE returned 24.50%/yr vs 42.12%/yr for ENPH. At a 0.15 correlation, their price movements are largely independent.
Performance
MSF.DE vs. ENPH - Performance Comparison
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Different Trading Currencies
MSF.DE is traded in EUR, while ENPH is traded in USD. To make them comparable, the ENPH values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSF.DE achieves a -10.65% return, which is significantly lower than ENPH's 117.93% return. Over the past 10 years, MSF.DE has underperformed ENPH with an annualized return of 24.50%, while ENPH has yielded a comparatively higher 42.12% annualized return.
MSF.DE
- 1D
- -3.68%
- 1M
- 4.02%
- YTD
- -10.65%
- 6M
- -10.51%
- 1Y
- -8.90%
- 3Y*
- 6.37%
- 5Y*
- 13.06%
- 10Y*
- 24.50%
ENPH
- 1D
- -4.37%
- 1M
- 113.62%
- YTD
- 117.93%
- 6M
- 136.13%
- 1Y
- 54.62%
- 3Y*
- -29.52%
- 5Y*
- -11.69%
- 10Y*
- 42.12%
MSF.DE vs. ENPH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | -10.65% | 1.93% | 20.82% | 53.28% | -25.50% | 66.54% | 29.95% | 61.98% | 25.81% | 21.87% |
ENPH Enphase Energy, Inc. | 117.93% | -58.87% | -44.59% | -51.62% | 53.81% | 12.06% | 516.18% | 464.91% | 105.48% | 109.29% |
Correlation
The correlation between MSF.DE and ENPH is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2012 | 0.15 |
The correlation between MSF.DE and ENPH shifts across timeframes, from -0.07 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSF.DE vs. ENPH — Risk / Return Rank
MSF.DE
ENPH
MSF.DE vs. ENPH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) 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.
| MSF.DE | ENPH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.28 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.53 | 2.28 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSF.DE | ENPH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.65 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | -0.17 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.54 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.23 | +0.23 |
Drawdowns
MSF.DE vs. ENPH - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -79.08%, smaller than the maximum ENPH drawdown of -95.47%. Use the drawdown chart below to compare losses from any high point for MSF.DE and ENPH.
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Drawdown Indicators
| MSF.DE | ENPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -95.47% | +16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -33.02% | -42.97% | +9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -33.02% | -86.73% | +53.71% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -92.95% | +59.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -92.95% | +59.93% |
Current DrawdownCurrent decline from peak | -21.02% | -81.49% | +60.47% |
Average DrawdownAverage peak-to-trough decline | -32.93% | -49.87% | +16.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.60% | 23.99% | -7.39% |
Volatility
MSF.DE vs. ENPH - Volatility Comparison
The current volatility for Microsoft Corporation (MSF.DE) is 11.01%, while Enphase Energy, Inc. (ENPH) has a volatility of 33.12%. This indicates that MSF.DE 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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Volatility by Period
| MSF.DE | ENPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 33.12% | -22.11% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 62.05% | -38.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.60% | 84.15% | -57.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.29% | 68.95% | -43.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 77.93% | -53.54% |
Dividends
MSF.DE vs. ENPH - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.72%, while ENPH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSF.DE Microsoft Corporation | 0.72% | 0.63% | 0.60% | 0.65% | 0.93% | 0.56% | 0.87% | 1.03% | 1.43% | 1.70% | 1.91% | 1.94% |
Financials
MSF.DE vs. ENPH - Financials Comparison
This section allows you to compare key financial metrics between Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSF.DE and ENPH have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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