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

Performance

TMHC vs. ENPH - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.58%
-45.00%
TMHC
ENPH

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

YTD

29.73%

1M

-2.48%

6M

15.58%

1Y

52.88%

5Y (annualized)

24.64%

10Y (annualized)

13.39%

ENPH

YTD

-52.78%

1M

-31.91%

6M

-45.00%

1Y

-32.80%

5Y (annualized)

28.16%

10Y (annualized)

18.50%

Fundamentals


TMHCENPH
Market Cap$7.26B$8.43B
EPS$7.55$0.46
PE Ratio9.30135.65
PEG Ratio1.511.12
Total Revenue (TTM)$7.83B$1.25B
Gross Profit (TTM)$1.91B$570.59M
EBITDA (TTM)$1.19B$142.71M

Key characteristics


TMHCENPH
Sharpe Ratio1.69-0.49
Sortino Ratio2.36-0.38
Omega Ratio1.290.96
Calmar Ratio3.84-0.38
Martin Ratio8.79-1.49
Ulcer Index6.08%20.93%
Daily Std Dev31.77%64.28%
Max Drawdown-75.18%-95.97%
Current Drawdown-5.63%-81.43%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for TMHC, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.69-0.49
The chart of Sortino ratio for TMHC, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.36-0.38
The chart of Omega ratio for TMHC, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.96
The chart of Calmar ratio for TMHC, currently valued at 3.84, compared to the broader market0.002.004.006.003.84-0.38
The chart of Martin ratio for TMHC, currently valued at 8.79, compared to the broader market-10.000.0010.0020.0030.008.79-1.49
TMHC
ENPH

The current TMHC Sharpe Ratio is 1.69, which is higher than the ENPH Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of TMHC 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.69
-0.49
TMHC
ENPH

Dividends

TMHC vs. ENPH - Dividend Comparison

Neither TMHC nor ENPH has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.63%
-81.43%
TMHC
ENPH

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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.18%
29.12%
TMHC
ENPH

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items