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NOVA vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOVA vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunnova Energy International Inc. (NOVA) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NOVA

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

DRIV

1D
-4.82%
1M
-5.16%
YTD
29.53%
6M
27.42%
1Y
72.16%
3Y*
17.21%
5Y*
7.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOVA vs. DRIV - Yearly Performance Comparison


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Return for Risk

NOVA vs. DRIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


DRIV
DRIV Risk / Return Rank: 8282
Overall Rank
DRIV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 7474
Sortino Ratio Rank
DRIV Omega Ratio Rank: 7575
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9090
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NOVA vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunnova Energy International Inc. (NOVA) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


NOVADRIVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

5.40

Martin ratioReturn relative to average drawdown

17.18

NOVA vs. DRIV - Sharpe Ratio Comparison


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Drawdowns

NOVA vs. DRIV - Drawdown Comparison

The maximum NOVA drawdown since its inception was 0.00%, smaller than the maximum DRIV drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for NOVA and DRIV.


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Drawdown Indicators


NOVADRIVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-41.93%

+41.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-34.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

Current Drawdown

Current decline from peak

0.00%

-9.90%

+9.90%

Average Drawdown

Average peak-to-trough decline

0.00%

-15.07%

+15.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

Volatility

NOVA vs. DRIV - Volatility Comparison


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Volatility by Period


NOVADRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.60%

Volatility (6M)

Calculated over the trailing 6-month period

22.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

27.63%

-27.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

27.57%

-27.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

27.63%

-27.63%

Dividends

NOVA vs. DRIV - Dividend Comparison

NOVA has not paid dividends to shareholders, while DRIV's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.83%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%
NOVA
Sunnova Energy International Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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