SXRV.DE vs. ENPH
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Enphase Energy, Inc. (ENPH).
SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRV.DE or ENPH.
Key characteristics
| SXRV.DE | ENPH | |
|---|---|---|
| YTD Return | 29.09% | -49.37% |
| 1Y Return | 37.88% | -11.46% |
| 3Y Return (Ann) | 12.15% | -34.69% |
| 5Y Return (Ann) | 21.58% | 29.45% |
| 10Y Return (Ann) | 19.84% | 20.40% |
| Sharpe Ratio | 2.16 | -0.20 |
| Sortino Ratio | 2.88 | 0.17 |
| Omega Ratio | 1.41 | 1.02 |
| Calmar Ratio | 2.66 | -0.16 |
| Martin Ratio | 8.81 | -0.68 |
| Ulcer Index | 4.06% | 19.12% |
| Daily Std Dev | 16.43% | 65.31% |
| Max Drawdown | -31.39% | -95.97% |
| Current Drawdown | 0.00% | -80.09% |
Correlation
The correlation between SXRV.DE and ENPH is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SXRV.DE vs. ENPH - Performance Comparison
In the year-to-date period, SXRV.DE achieves a 29.09% return, which is significantly higher than ENPH's -49.37% return. Both investments have delivered pretty close results over the past 10 years, with SXRV.DE having a 19.84% annualized return and ENPH not far ahead at 20.40%. 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
SXRV.DE vs. ENPH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) 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
SXRV.DE vs. ENPH - Dividend Comparison
Neither SXRV.DE nor ENPH has paid dividends to shareholders.
Drawdowns
SXRV.DE vs. ENPH - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -31.39%, smaller than the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and ENPH. For additional features, visit the drawdowns tool.
Volatility
SXRV.DE vs. ENPH - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.60%, while Enphase Energy, Inc. (ENPH) has a volatility of 28.19%. This indicates that SXRV.DE 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.