RUN vs. ENPH
Compare and contrast key facts about Sunrun Inc. (RUN) and Enphase Energy, Inc. (ENPH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUN or ENPH.
Key characteristics
| RUN | ENPH | |
|---|---|---|
| YTD Return | -39.38% | -13.58% |
| 1Y Return | -29.63% | -26.52% |
| 3Y Return (Ann) | -35.07% | -3.69% |
| 5Y Return (Ann) | -5.75% | 52.59% |
| Sharpe Ratio | -0.47 | -0.45 |
| Daily Std Dev | 85.81% | 58.81% |
| Max Drawdown | -90.84% | -95.97% |
| Current Drawdown | -87.67% | -66.01% |
Fundamentals
| RUN | ENPH | |
|---|---|---|
| Market Cap | $2.26B | $15.23B |
| EPS | -$7.41 | $1.94 |
| PE Ratio | 7.65 | 57.70 |
| PEG Ratio | 0.45 | 1.75 |
| Revenue (TTM) | $2.26B | $1.83B |
| Gross Profit (TTM) | $298.71M | $974.60M |
| EBITDA (TTM) | -$288.97M | $334.29M |
Correlation
The correlation between RUN and ENPH is 0.55, 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
RUN vs. ENPH - Performance Comparison
In the year-to-date period, RUN achieves a -39.38% return, which is significantly lower than ENPH's -13.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
RUN vs. ENPH - Dividend Comparison
Neither RUN nor ENPH has paid dividends to shareholders.
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.
Volatility
RUN vs. ENPH - Volatility Comparison
Sunrun Inc. (RUN) has a higher volatility of 23.69% compared to Enphase Energy, Inc. (ENPH) at 17.92%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities