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

Correlation

The correlation between SEDG and ENPH is 0.60, 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

SEDG vs. ENPH - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-45.85%
-39.61%
SEDG
ENPH

Key characteristics

Sharpe Ratio

SEDG:

-0.87

ENPH:

-0.63

Sortino Ratio

SEDG:

-1.70

ENPH:

-0.68

Omega Ratio

SEDG:

0.81

ENPH:

0.92

Calmar Ratio

SEDG:

-0.82

ENPH:

-0.48

Martin Ratio

SEDG:

-1.28

ENPH:

-1.44

Ulcer Index

SEDG:

62.01%

ENPH:

27.46%

Daily Std Dev

SEDG:

91.57%

ENPH:

63.41%

Max Drawdown

SEDG:

-97.16%

ENPH:

-95.97%

Current Drawdown

SEDG:

-96.22%

ENPH:

-81.04%

Fundamentals

Market Cap

SEDG:

$823.47M

ENPH:

$8.60B

EPS

SEDG:

-$28.49

ENPH:

$0.46

PEG Ratio

SEDG:

4.61

ENPH:

1.18

Total Revenue (TTM)

SEDG:

$730.71M

ENPH:

$947.67M

Gross Profit (TTM)

SEDG:

-$730.46M

ENPH:

$423.93M

EBITDA (TTM)

SEDG:

-$1.38B

ENPH:

$107.37M

Returns By Period

In the year-to-date period, SEDG achieves a 2.28% return, which is significantly higher than ENPH's -7.27% return.


SEDG

YTD

2.28%

1M

0.51%

6M

-45.85%

1Y

-79.92%

5Y*

-33.29%

10Y*

N/A

ENPH

YTD

-7.27%

1M

-7.43%

6M

-39.61%

1Y

-40.29%

5Y*

15.16%

10Y*

19.68%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SEDG vs. ENPH — Risk-Adjusted Performance Rank

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

SEDG
The Risk-Adjusted Performance Rank of SEDG is 66
Overall Rank
The Sharpe Ratio Rank of SEDG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 33
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 44
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 1212
Martin Ratio Rank

ENPH
The Risk-Adjusted Performance Rank of ENPH is 1515
Overall Rank
The Sharpe Ratio Rank of ENPH is 1515
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 1818
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 77
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.

SEDG vs. ENPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) 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 SEDG, currently valued at -0.87, compared to the broader market-2.000.002.004.00-0.87-0.63
The chart of Sortino ratio for SEDG, currently valued at -1.70, compared to the broader market-4.00-2.000.002.004.006.00-1.70-0.68
The chart of Omega ratio for SEDG, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.92
The chart of Calmar ratio for SEDG, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.82-0.48
The chart of Martin ratio for SEDG, currently valued at -1.28, compared to the broader market-10.000.0010.0020.00-1.28-1.44
SEDG
ENPH

The current SEDG Sharpe Ratio is -0.87, which is lower than the ENPH Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of SEDG 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-1.20-1.00-0.80-0.60-0.40-0.200.000.20AugustSeptemberOctoberNovemberDecember2025
-0.87
-0.63
SEDG
ENPH

Dividends

SEDG vs. ENPH - Dividend Comparison

Neither SEDG nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEDG vs. ENPH - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, roughly equal to the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for SEDG and ENPH. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-96.22%
-81.04%
SEDG
ENPH

Volatility

SEDG vs. ENPH - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 30.91% compared to Enphase Energy, Inc. (ENPH) at 15.84%. This indicates that SEDG'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
30.91%
15.84%
SEDG
ENPH

Financials

SEDG vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between SolarEdge Technologies, 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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