Enphase Energy, Inc. (ENPH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Enphase Energy, Inc. (ENPH): 1Y return 4.5%, Sharpe ratio 0.44, volatility 80.9%, max drawdown -51.5%. A Stock in the Equity asset class. Compare ENPH with other assets and invest through your own broker with pfolio.
Enphase Energy, Inc. (ENPH) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ENPH Performance
- MTD
- Return: 4.6%, Sharpe: 1.27, Volatility: 59.6%, Max Drawdown: -12.1%
- YTD
- Return: 22.5%, Sharpe: 0.76, Volatility: 91.7%, Max Drawdown: -51.5%
- 1Y
- Return: 4.5%, Sharpe: 0.44, Volatility: 80.9%, Max Drawdown: -51.5%
- 5Y
- Return: -77.6%, Sharpe: -0.07, Volatility: 69.5%, Max Drawdown: -92.2%
- 10Y
- Return: 2068.5%, Sharpe: 0.77, Volatility: 77.0%, Max Drawdown: -92.2%
Frequently Asked Questions
- What is Enphase Energy, Inc. (ENPH)?
- Enphase Energy, Inc. (ENPH) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ENPH compare to other assets?
- You can compare ENPH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ENPH through pfolio?
- pfolio helps you build diversified portfolios that may include ENPH. You invest through your own broker — pfolio provides the analytics.