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

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.


-0.50.00.51.00.3

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.10%
-43.77%
TMHC
ENPH

Key characteristics

Sharpe Ratio

TMHC:

0.99

ENPH:

-0.64

Sortino Ratio

TMHC:

1.56

ENPH:

-0.72

Omega Ratio

TMHC:

1.19

ENPH:

0.92

Calmar Ratio

TMHC:

1.49

ENPH:

-0.50

Martin Ratio

TMHC:

3.81

ENPH:

-1.43

Ulcer Index

TMHC:

8.19%

ENPH:

28.47%

Daily Std Dev

TMHC:

31.51%

ENPH:

63.62%

Max Drawdown

TMHC:

-75.18%

ENPH:

-95.97%

Current Drawdown

TMHC:

-10.40%

ENPH:

-80.97%

Fundamentals

Market Cap

TMHC:

$6.85B

ENPH:

$8.56B

EPS

TMHC:

$7.55

ENPH:

$0.46

PE Ratio

TMHC:

8.76

ENPH:

137.74

PEG Ratio

TMHC:

1.51

ENPH:

1.21

Total Revenue (TTM)

TMHC:

$5.81B

ENPH:

$947.67M

Gross Profit (TTM)

TMHC:

$1.42B

ENPH:

$423.93M

EBITDA (TTM)

TMHC:

$885.46M

ENPH:

$107.37M

Returns By Period

In the year-to-date period, TMHC achieves a 9.49% return, which is significantly higher than ENPH's -6.89% return. Over the past 10 years, TMHC has underperformed ENPH with an annualized return of 14.24%, while ENPH has yielded a comparatively higher 17.90% annualized return.


TMHC

YTD

9.49%

1M

10.52%

6M

-1.11%

1Y

28.05%

5Y*

21.05%

10Y*

14.24%

ENPH

YTD

-6.89%

1M

-11.34%

6M

-43.77%

1Y

-39.31%

5Y*

14.52%

10Y*

17.90%

*Annualized

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

TMHC vs. ENPH — Risk-Adjusted Performance Rank

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

TMHC
The Risk-Adjusted Performance Rank of TMHC is 7676
Overall Rank
The Sharpe Ratio Rank of TMHC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TMHC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TMHC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TMHC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TMHC is 7777
Martin Ratio Rank

ENPH
The Risk-Adjusted Performance Rank of ENPH is 1414
Overall Rank
The Sharpe Ratio Rank of ENPH is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ENPH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ENPH is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ENPH is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ENPH is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.99, compared to the broader market-2.000.002.000.99-0.64
The chart of Sortino ratio for TMHC, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.56-0.72
The chart of Omega ratio for TMHC, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.92
The chart of Calmar ratio for TMHC, currently valued at 1.49, compared to the broader market0.002.004.006.001.49-0.50
The chart of Martin ratio for TMHC, currently valued at 3.81, compared to the broader market-10.000.0010.0020.003.81-1.43
TMHC
ENPH

The current TMHC Sharpe Ratio is 0.99, which is higher than the ENPH Sharpe Ratio of -0.64. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.99
-0.64
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%AugustSeptemberOctoberNovemberDecember2025
-10.40%
-80.97%
TMHC
ENPH

Volatility

TMHC vs. ENPH - Volatility Comparison

The current volatility for Taylor Morrison Home Corporation (TMHC) is 7.76%, while Enphase Energy, Inc. (ENPH) has a volatility of 12.06%. 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%AugustSeptemberOctoberNovemberDecember2025
7.76%
12.06%
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
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 © 2025 PortfoliosLab