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SHLS vs. ENPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHLS vs. ENPH - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHLS achieves a 28.71% return, which is significantly lower than ENPH's 63.53% return.


SHLS

1D
4.99%
1M
10.39%
YTD
28.71%
6M
17.38%
1Y
119.68%
3Y*
-23.12%
5Y*
-19.06%
10Y*

ENPH

1D
0.25%
1M
-18.15%
YTD
63.53%
6M
56.45%
1Y
46.19%
3Y*
-30.88%
5Y*
-20.99%
10Y*
38.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLS vs. ENPH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHLS
Shoals Technologies Group, Inc.
28.71%53.71%-64.41%-37.01%1.52%-22.36%
ENPH
Enphase Energy, Inc.
63.53%-53.33%-48.02%-50.13%44.83%-2.35%

Correlation

The correlation between SHLS and ENPH is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.57

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

0.60

The correlation between SHLS and ENPH has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

Fundamentals

Market Cap

SHLS:

$1.83B

ENPH:

$6.88B

EPS

SHLS:

$0.20

ENPH:

$0.92

PE Ratio

SHLS:

54.89

ENPH:

57.20

PEG Ratio

SHLS:

0.04

ENPH:

1.31

PS Ratio

SHLS:

3.44

ENPH:

4.99

PB Ratio

SHLS:

3.05

ENPH:

6.24

Total Revenue (TTM)

SHLS:

$535.53M

ENPH:

$1.40B

Gross Profit (TTM)

SHLS:

$179.38M

ENPH:

$619.16M

EBITDA (TTM)

SHLS:

$62.07M

ENPH:

$189.48M

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Return for Risk

SHLS vs. ENPH — Risk / Return Rank

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

SHLS
SHLS Risk / Return Rank: 7878
Overall Rank
SHLS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SHLS Sortino Ratio Rank: 7777
Sortino Ratio Rank
SHLS Omega Ratio Rank: 7777
Omega Ratio Rank
SHLS Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHLS Martin Ratio Rank: 7878
Martin Ratio Rank

ENPH
ENPH Risk / Return Rank: 6464
Overall Rank
ENPH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ENPH Sortino Ratio Rank: 6666
Sortino Ratio Rank
ENPH Omega Ratio Rank: 6464
Omega Ratio Rank
ENPH Calmar Ratio Rank: 6565
Calmar Ratio Rank
ENPH Martin Ratio Rank: 6363
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.

SHLS vs. ENPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shoals Technologies Group, Inc. (SHLS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHLSENPHDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

2.54

1.17

+1.37

Martin ratioReturn relative to average drawdown

5.62

2.16

+3.46

SHLS vs. ENPH - Sharpe Ratio Comparison

The current SHLS Sharpe Ratio is 1.38, which is higher than the ENPH Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SHLS and ENPH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHLS vs. ENPH - Drawdown Comparison

The maximum SHLS drawdown since its inception was -93.00%, roughly equal to the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for SHLS and ENPH.


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Drawdown Indicators


SHLSENPHDifference

Max Drawdown

Largest peak-to-trough decline

-93.00%

-95.97%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-47.37%

-39.65%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-89.56%

-86.23%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-92.50%

-92.23%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-92.23%

Current Drawdown

Current decline from peak

-72.77%

-84.40%

+11.63%

Average Drawdown

Average peak-to-trough decline

-59.33%

-50.62%

-8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.38%

21.49%

-0.11%

Volatility

SHLS vs. ENPH - Volatility Comparison

The current volatility for Shoals Technologies Group, Inc. (SHLS) is 31.03%, while Enphase Energy, Inc. (ENPH) has a volatility of 35.73%. This indicates that SHLS 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


SHLSENPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.03%

35.73%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

66.77%

67.25%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

87.71%

84.30%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.95%

70.38%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.66%

78.34%

+0.32%

Dividends

SHLS vs. ENPH - Dividend Comparison

Neither SHLS nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SHLS vs. ENPH - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M20222023202420252026
140.56M
282.90M
(SHLS) Total Revenue
(ENPH) Total Revenue
Values in USD except per share items

SHLS vs. ENPH - Profitability Comparison

The chart below illustrates the profitability comparison between Shoals Technologies Group, Inc. and Enphase Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
29.2%
35.5%
Portfolio components
SHLS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shoals Technologies Group, Inc. reported a gross profit of 41.01M and revenue of 140.56M. Therefore, the gross margin over that period was 29.2%.

ENPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported a gross profit of 100.39M and revenue of 282.90M. Therefore, the gross margin over that period was 35.5%.

SHLS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shoals Technologies Group, Inc. reported an operating income of 7.72M and revenue of 140.56M, resulting in an operating margin of 5.5%.

ENPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported an operating income of -29.64M and revenue of 282.90M, resulting in an operating margin of -10.5%.

SHLS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shoals Technologies Group, Inc. reported a net income of -297.00K and revenue of 140.56M, resulting in a net margin of -0.2%.

ENPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported a net income of -20.31M and revenue of 282.90M, resulting in a net margin of -7.2%.


Frequently Asked Questions


SHLS and ENPH have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENPH has higher volatility (35.73%) compared to SHLS (31.03%). In terms of maximum drawdown, SHLS dropped -93.00% vs ENPH's -95.97%.

SHLS currently has the higher Sharpe Ratio (1.38 vs 0.55), 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

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