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Sunnova Energy International Inc. (NOVA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US86745K1043

CUSIP

86745K104

Sector

Technology

Industry

Solar

IPO Date

Jul 25, 2019

Highlights

Market Cap

$667.25M

EPS (TTM)

-$3.38

Total Revenue (TTM)

$809.98M

Gross Profit (TTM)

$347.18M

EBITDA (TTM)

$86.64M

Year Range

$2.99 - $16.35

Target Price

$10.92

Short %

34.20%

Short Ratio

4.04

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NOVA vs. AQN.TO NOVA vs. RUN NOVA vs. SPY NOVA vs. ENPH NOVA vs. VOO NOVA vs. SEDG
Popular comparisons:
NOVA vs. AQN.TO NOVA vs. RUN NOVA vs. SPY NOVA vs. ENPH NOVA vs. VOO NOVA vs. SEDG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sunnova Energy International Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
2.66%
14.29%
NOVA (Sunnova Energy International Inc.)
Benchmark (^GSPC)

Returns By Period

Sunnova Energy International Inc. had a return of -64.72% year-to-date (YTD) and -57.23% in the last 12 months.


NOVA

YTD

-64.72%

1M

-6.11%

6M

-2.71%

1Y

-57.23%

5Y (annualized)

-11.14%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.78%

1M

5.56%

6M

14.46%

1Y

31.61%

5Y (annualized)

14.25%

10Y (annualized)

11.32%

Monthly Returns

The table below presents the monthly returns of NOVA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-31.02%-30.80%-15.80%-31.32%23.99%6.90%26.70%57.14%-12.33%-37.68%-8.73%-64.72%
20238.16%-8.73%-12.15%14.98%-1.67%3.68%-3.55%-21.23%-24.73%-12.80%27.05%31.47%-15.32%
2022-29.58%2.49%14.44%-25.11%15.81%-7.85%41.18%-3.07%-12.45%-16.03%23.14%-21.11%-35.49%
2021-2.84%2.26%-8.97%-13.47%-17.33%28.97%1.17%-4.99%-9.01%35.28%-17.03%-24.48%-38.13%
202021.68%27.39%-41.79%25.12%19.05%13.80%46.51%-5.16%28.20%-20.88%68.37%11.40%304.39%
20190.00%-6.13%1.80%-1.21%-3.20%8.56%-0.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NOVA is 24, indicating that it is in the bottom 24% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NOVA is 2424
Overall Rank
The Sharpe Ratio Rank of NOVA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NOVA is 3232
Sortino Ratio Rank
The Omega Ratio Rank of NOVA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of NOVA is 1313
Calmar Ratio Rank
The Martin Ratio Rank of NOVA is 2222
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sunnova Energy International Inc. (NOVA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NOVA, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.412.64
The chart of Sortino ratio for NOVA, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.153.52
The chart of Omega ratio for NOVA, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.49
The chart of Calmar ratio for NOVA, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.573.82
The chart of Martin ratio for NOVA, currently valued at -0.96, compared to the broader market-10.000.0010.0020.0030.00-0.9616.94
NOVA
^GSPC

The current Sunnova Energy International Inc. Sharpe ratio is -0.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sunnova Energy International Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.41
2.64
NOVA (Sunnova Energy International Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Sunnova Energy International Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-90.06%
0
NOVA (Sunnova Energy International Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Sunnova Energy International Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sunnova Energy International Inc. was 94.20%, occurring on Nov 8, 2024. The portfolio has not yet recovered.

The current Sunnova Energy International Inc. drawdown is 90.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.2%Jan 22, 2021957Nov 8, 2024
-65.53%Mar 3, 202012Mar 18, 202084Jul 17, 202096
-27.35%Aug 14, 20198Aug 23, 201922Sep 25, 201930
-25.01%Aug 11, 202019Sep 4, 202017Sep 30, 202036
-22.61%Sep 26, 201954Dec 11, 201925Jan 17, 202079

Volatility

Volatility Chart

The current Sunnova Energy International Inc. volatility is 85.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
85.34%
3.39%
NOVA (Sunnova Energy International Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sunnova Energy International Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Sunnova Energy International Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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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.

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