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

Correlation

The correlation between RUN and ENPH is 0.57, 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.


-0.50.00.51.00.6

Performance

RUN vs. ENPH - Performance Comparison

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

-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-45.34%
-38.55%
RUN
ENPH

Key characteristics

Sharpe Ratio

RUN:

-0.36

ENPH:

-0.63

Sortino Ratio

RUN:

0.01

ENPH:

-0.68

Omega Ratio

RUN:

1.00

ENPH:

0.92

Calmar Ratio

RUN:

-0.34

ENPH:

-0.48

Martin Ratio

RUN:

-0.98

ENPH:

-1.44

Ulcer Index

RUN:

31.16%

ENPH:

27.46%

Daily Std Dev

RUN:

85.10%

ENPH:

63.41%

Max Drawdown

RUN:

-90.84%

ENPH:

-95.97%

Current Drawdown

RUN:

-90.22%

ENPH:

-81.04%

Fundamentals

Market Cap

RUN:

$2.14B

ENPH:

$8.60B

EPS

RUN:

-$1.73

ENPH:

$0.46

PEG Ratio

RUN:

0.45

ENPH:

1.18

Total Revenue (TTM)

RUN:

$1.52B

ENPH:

$947.67M

Gross Profit (TTM)

RUN:

$194.66M

ENPH:

$423.93M

EBITDA (TTM)

RUN:

$149.24M

ENPH:

$107.37M

Returns By Period

In the year-to-date period, RUN achieves a 2.05% return, which is significantly higher than ENPH's -7.27% return.


RUN

YTD

2.05%

1M

-4.36%

6M

-44.27%

1Y

-28.32%

5Y*

-10.98%

10Y*

N/A

ENPH

YTD

-7.27%

1M

-10.86%

6M

-39.19%

1Y

-38.52%

5Y*

15.10%

10Y*

18.39%

*Annualized

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Risk-Adjusted Performance

RUN vs. ENPH — Risk-Adjusted Performance Rank

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

RUN
The Risk-Adjusted Performance Rank of RUN is 2828
Overall Rank
The Sharpe Ratio Rank of RUN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 2323
Martin Ratio Rank

ENPH
The Risk-Adjusted Performance Rank of ENPH is 1414
Overall Rank
The Sharpe Ratio Rank of ENPH is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 66
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.

RUN vs. ENPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) 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.


Sharpe ratio
The chart of Sharpe ratio for RUN, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.36-0.63
The chart of Sortino ratio for RUN, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.01-0.68
The chart of Omega ratio for RUN, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.92
The chart of Calmar ratio for RUN, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.48
The chart of Martin ratio for RUN, currently valued at -0.98, compared to the broader market-10.000.0010.0020.0030.00-0.98-1.44
RUN
ENPH

The current RUN Sharpe Ratio is -0.36, which is higher than the ENPH Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of RUN 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.36
-0.63
RUN
ENPH

Dividends

RUN vs. ENPH - Dividend Comparison

Neither RUN nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RUN vs. ENPH - Drawdown Comparison

The maximum RUN drawdown since its inception was -90.84%, smaller than the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for RUN and ENPH. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%AugustSeptemberOctoberNovemberDecember2025
-90.22%
-81.04%
RUN
ENPH

Volatility

RUN vs. ENPH - Volatility Comparison

Sunrun Inc. (RUN) has a higher volatility of 20.82% compared to Enphase Energy, Inc. (ENPH) at 15.84%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than ENPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
20.82%
15.84%
RUN
ENPH

Financials

RUN vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between Sunrun 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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