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NOVA vs. COHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOVA vs. COHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunnova Energy International Inc. (NOVA) and Coherent Corp. (COHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NOVA

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

COHR

1D
5.55%
1M
-21.14%
6M
23.90%
YTD
42.43%
1Y
155.75%
3Y*
77.59%
5Y*
30.37%
10Y*
28.55%
ALL TIME*
19.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.31B$1.37B$2.05B

NOVA vs. COHR - Yearly Performance Comparison


Fundamentals

Total Revenue (TTM)

NOVA:

$839.92M

COHR:

$1.81T

Gross Profit (TTM)

NOVA:

$376.96M

COHR:

$1.76B

EBITDA (TTM)

NOVA:

$156.33M

COHR:

$960.76M

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Return for Risk

NOVA vs. COHR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NOVA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


COHR
COHR Risk / Return Rank: 8787
Overall Rank
COHR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 8484
Sortino Ratio Rank
COHR Omega Ratio Rank: 8484
Omega Ratio Rank
COHR Calmar Ratio Rank: 8787
Calmar Ratio Rank
COHR Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NOVA vs. COHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunnova Energy International Inc. (NOVA) and Coherent Corp. (COHR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOVACOHRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.03

Martin ratioReturn relative to average drawdown

10.76

NOVA vs. COHR - Sharpe Ratio Comparison


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Drawdowns

NOVA vs. COHR - Drawdown Comparison


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Drawdown Indicators


NOVACOHRDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

Max Drawdown (1Y)

Largest decline over 1 year

-47.98%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

Current Drawdown

Current decline from peak

-38.42%

Average Drawdown

Average peak-to-trough decline

-34.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.46%

Volatility

NOVA vs. COHR - Volatility Comparison


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Volatility by Period


NOVACOHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.28%

Volatility (6M)

Calculated over the trailing 6-month period

64.16%

Volatility (1Y)

Calculated over the trailing 1-year period

81.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.61%

Dividends

NOVA vs. COHR - Dividend Comparison

Neither NOVA nor COHR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NOVA vs. COHR - Financials Comparison

This section allows you to compare key financial metrics between Sunnova Energy International Inc. and Coherent Corp.. 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
Portfolio Optimizer

Find the right allocation for NOVA and COHR

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