TMHC vs. ENPH
Compare and contrast key facts about Taylor Morrison Home Corporation (TMHC) and Enphase Energy, Inc. (ENPH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMHC or ENPH.
Performance
TMHC vs. ENPH - Performance Comparison
Returns By Period
In the year-to-date period, TMHC achieves a 29.73% return, which is significantly higher than ENPH's -52.78% return. Over the past 10 years, TMHC has underperformed ENPH with an annualized return of 13.39%, while ENPH has yielded a comparatively higher 18.50% annualized return.
TMHC
29.73%
-2.48%
15.58%
52.88%
24.64%
13.39%
ENPH
-52.78%
-31.91%
-45.00%
-32.80%
28.16%
18.50%
Fundamentals
TMHC | ENPH | |
---|---|---|
Market Cap | $7.26B | $8.43B |
EPS | $7.55 | $0.46 |
PE Ratio | 9.30 | 135.65 |
PEG Ratio | 1.51 | 1.12 |
Total Revenue (TTM) | $7.83B | $1.25B |
Gross Profit (TTM) | $1.91B | $570.59M |
EBITDA (TTM) | $1.19B | $142.71M |
Key characteristics
TMHC | ENPH | |
---|---|---|
Sharpe Ratio | 1.69 | -0.49 |
Sortino Ratio | 2.36 | -0.38 |
Omega Ratio | 1.29 | 0.96 |
Calmar Ratio | 3.84 | -0.38 |
Martin Ratio | 8.79 | -1.49 |
Ulcer Index | 6.08% | 20.93% |
Daily Std Dev | 31.77% | 64.28% |
Max Drawdown | -75.18% | -95.97% |
Current Drawdown | -5.63% | -81.43% |
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Correlation
The correlation between TMHC and ENPH is 0.28, 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.
Risk-Adjusted Performance
TMHC vs. ENPH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) 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
TMHC vs. ENPH - Dividend Comparison
Neither TMHC nor ENPH has paid dividends to shareholders.
Drawdowns
TMHC vs. ENPH - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, smaller than the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for TMHC and ENPH. For additional features, visit the drawdowns tool.
Volatility
TMHC vs. ENPH - Volatility Comparison
The current volatility for Taylor Morrison Home Corporation (TMHC) is 10.18%, while Enphase Energy, Inc. (ENPH) has a volatility of 29.12%. This indicates that TMHC 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.
Financials
TMHC vs. ENPH - Financials Comparison
This section allows you to compare key financial metrics between Taylor Morrison Home 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.
Total Revenue: Total amount of money received from sales and other business activities