PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period


NOVA

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

DRIV

1D
2.31%
1M
12.39%
YTD
43.76%
6M
45.26%
1Y
96.84%
3Y*
22.22%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOVA vs. DRIV - Yearly Performance Comparison


Compare stocks, funds, or ETFs

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


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

DRIV
DRIV Risk / Return Rank: 9393
Overall Rank
DRIV Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8989
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9494
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9393
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.


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

NOVA vs. DRIV - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


NOVADRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

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.


Loading charts...

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%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-15.14%

+15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

Volatility

NOVA vs. DRIV - Volatility Comparison


Loading charts...

Volatility by Period


NOVADRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

25.12%

-25.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

27.06%

-27.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

27.41%

-27.41%

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 0.74%.


PositionTTM20252024202320222021202020192018
DRIV
Global X Autonomous & Electric Vehicles ETF
0.74%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%
Portfolio Optimizer

Find the right allocation for NOVA and DRIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer