PortfoliosLab logoPortfoliosLab logo
SEDG vs. CSIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SEDG vs. CSIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SolarEdge Technologies, Inc. (SEDG) and Canadian Solar Inc. (CSIQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SEDG achieves a 121.66% return, which is significantly higher than CSIQ's -28.31% return. Over the past 10 years, SEDG has outperformed CSIQ with an annualized return of 11.80%, while CSIQ has yielded a comparatively lower 0.40% annualized return.


SEDG

1D
1.23%
1M
54.84%
YTD
121.66%
6M
110.15%
1Y
251.57%
3Y*
-39.04%
5Y*
-22.93%
10Y*
11.80%

CSIQ

1D
-0.70%
1M
-15.05%
YTD
-28.31%
6M
-27.52%
1Y
51.60%
3Y*
-23.24%
5Y*
-15.08%
10Y*
0.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEDG vs. CSIQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEDG
SolarEdge Technologies, Inc.
121.66%112.13%-85.47%-66.96%0.96%-12.08%235.60%170.91%-6.52%202.82%
CSIQ
Canadian Solar Inc.
-28.31%113.76%-57.61%-15.11%-1.25%-38.93%131.86%54.11%-14.95%38.42%

Correlation

The correlation between SEDG and CSIQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2015

0.56

The correlation between SEDG and CSIQ shifts across timeframes, from 0.45 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SEDG:

-$8.28

CSIQ:

-$1.51

PS Ratio

SEDG:

2.21

CSIQ:

0.21

Total Revenue (TTM)

SEDG:

$1.28B

CSIQ:

$5.48B

Gross Profit (TTM)

SEDG:

$232.34M

CSIQ:

$1.16B

EBITDA (TTM)

SEDG:

-$214.57M

CSIQ:

$398.75M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SEDG vs. CSIQ — Risk / Return Rank

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

SEDG
SEDG Risk / Return Rank: 9191
Overall Rank
SEDG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SEDG Sortino Ratio Rank: 8787
Sortino Ratio Rank
SEDG Omega Ratio Rank: 8686
Omega Ratio Rank
SEDG Calmar Ratio Rank: 9595
Calmar Ratio Rank
SEDG Martin Ratio Rank: 9292
Martin Ratio Rank

CSIQ
CSIQ Risk / Return Rank: 6161
Overall Rank
CSIQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CSIQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
CSIQ Omega Ratio Rank: 6363
Omega Ratio Rank
CSIQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
CSIQ Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEDG vs. CSIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) and Canadian Solar Inc. (CSIQ). 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.


SEDGCSIQDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

6.80

0.81

+5.99

Martin ratioReturn relative to average drawdown

13.80

1.52

+12.28

SEDG vs. CSIQ - Sharpe Ratio Comparison

The current SEDG Sharpe Ratio is 2.44, which is higher than the CSIQ Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SEDG and CSIQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SEDGCSIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

0.54

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.21

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.01

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.01

+0.14

Drawdowns

SEDG vs. CSIQ - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, roughly equal to the maximum CSIQ drawdown of -96.02%. Use the drawdown chart below to compare losses from any high point for SEDG and CSIQ.


Loading charts...

Drawdown Indicators


SEDGCSIQDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-96.02%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-63.94%

+26.68%

Max Drawdown (3Y)

Largest decline over 3 years

-96.33%

-83.64%

-12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-97.16%

-85.65%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-97.16%

-89.46%

-7.70%

Current Drawdown

Current decline from peak

-82.64%

-73.44%

-9.20%

Average Drawdown

Average peak-to-trough decline

-43.14%

-61.10%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.32%

34.02%

-15.70%

Volatility

SEDG vs. CSIQ - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 38.25% compared to Canadian Solar Inc. (CSIQ) at 31.17%. This indicates that SEDG's price experiences larger fluctuations and is considered to be riskier than CSIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEDGCSIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.25%

31.17%

+7.08%

Volatility (6M)

Calculated over the trailing 6-month period

68.43%

65.80%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

104.07%

95.77%

+8.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.73%

71.99%

+11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.65%

63.75%

+9.90%

Dividends

SEDG vs. CSIQ - Dividend Comparison

Neither SEDG nor CSIQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SEDG vs. CSIQ - Financials Comparison

This section allows you to compare key financial metrics between SolarEdge Technologies, Inc. and Canadian Solar 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
310.50M
1.08B
(SEDG) Total Revenue
(CSIQ) Total Revenue
Values in USD except per share items

SEDG vs. CSIQ - Profitability Comparison

The chart below illustrates the profitability comparison between SolarEdge Technologies, Inc. and Canadian Solar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-80.0%-60.0%-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
22.0%
25.1%
Portfolio components
SEDG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported a gross profit of 68.28M and revenue of 310.50M. Therefore, the gross margin over that period was 22.0%.

CSIQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Solar Inc. reported a gross profit of 270.82M and revenue of 1.08B. Therefore, the gross margin over that period was 25.1%.

SEDG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported an operating income of -55.04M and revenue of 310.50M, resulting in an operating margin of -17.7%.

CSIQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Solar Inc. reported an operating income of 72.87M and revenue of 1.08B, resulting in an operating margin of 6.8%.

SEDG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported a net income of -57.37M and revenue of 310.50M, resulting in a net margin of -18.5%.

CSIQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Solar Inc. reported a net income of -32.09M and revenue of 1.08B, resulting in a net margin of -3.0%.


Frequently Asked Questions


SEDG and CSIQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEDG has higher volatility (38.25%) compared to CSIQ (31.17%). In terms of maximum drawdown, SEDG dropped -97.16% vs CSIQ's -96.02%.

SEDG currently has the higher Sharpe Ratio (2.44 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SEDG and CSIQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer