PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPWR vs. ENPH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPWR and ENPH is 0.50, 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.


-0.50.00.51.00.5

Performance

SPWR vs. ENPH - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
-97.06%
873.43%
SPWR
ENPH

Key characteristics

Fundamentals

Market Cap

SPWR:

$21.55M

ENPH:

$9.92B

EPS

SPWR:

-$1.30

ENPH:

$0.46

PEG Ratio

SPWR:

0.02

ENPH:

1.34

Total Revenue (TTM)

SPWR:

$356.91M

ENPH:

$1.25B

Gross Profit (TTM)

SPWR:

$10.71M

ENPH:

$570.59M

EBITDA (TTM)

SPWR:

-$83.50M

ENPH:

$142.71M

Returns By Period


SPWR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ENPH

YTD

-45.93%

1M

12.73%

6M

-33.02%

1Y

-46.62%

5Y*

22.50%

10Y*

17.41%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SPWR vs. ENPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SunPower Corporation (SPWR) 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 SPWR, currently valued at -0.65, compared to the broader market-4.00-2.000.002.00-0.65-0.70
The chart of Sortino ratio for SPWR, currently valued at -1.93, compared to the broader market-4.00-2.000.002.004.00-1.93-0.85
The chart of Omega ratio for SPWR, currently valued at 0.67, compared to the broader market0.501.001.502.000.670.91
The chart of Calmar ratio for SPWR, currently valued at -0.97, compared to the broader market0.002.004.006.00-0.97-0.54
The chart of Martin ratio for SPWR, currently valued at -1.39, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.39-1.73
SPWR
ENPH


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.65
-0.70
SPWR
ENPH

Dividends

SPWR vs. ENPH - Dividend Comparison

Neither SPWR nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPWR vs. ENPH - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-99.77%
-78.74%
SPWR
ENPH

Volatility

SPWR vs. ENPH - Volatility Comparison

The current volatility for SunPower Corporation (SPWR) is 0.00%, while Enphase Energy, Inc. (ENPH) has a volatility of 18.87%. This indicates that SPWR 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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember0
18.87%
SPWR
ENPH

Financials

SPWR vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between SunPower Corporation 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab