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

Performance

NOVA vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunnova Energy International Inc. (NOVA) and Altria Group, Inc. (MO). 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*

MO

1D
0.57%
1M
-6.02%
6M
13.75%
YTD
22.29%
1Y
18.10%
3Y*
23.87%
5Y*
15.92%
10Y*
7.21%
ALL TIME*
17.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$637.73M$559.86M$594.92M

NOVA vs. MO - Yearly Performance Comparison


Fundamentals

Total Revenue (TTM)

NOVA:

$839.92M

MO:

$21.87B

Gross Profit (TTM)

NOVA:

$376.96M

MO:

$15.52B

EBITDA (TTM)

NOVA:

$156.33M

MO:

$11.75B

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Return for Risk

NOVA vs. MO — 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.


MO
MO Risk / Return Rank: 6666
Overall Rank
MO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MO Sortino Ratio Rank: 6161
Sortino Ratio Rank
MO Omega Ratio Rank: 6464
Omega Ratio Rank
MO Calmar Ratio Rank: 6868
Calmar Ratio Rank
MO Martin Ratio Rank: 6969
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. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunnova Energy International Inc. (NOVA) and Altria Group, Inc. (MO). 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.


NOVAMODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

2.71

NOVA vs. MO - Sharpe Ratio Comparison


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Drawdowns

NOVA vs. MO - Drawdown Comparison


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Drawdown Indicators


NOVAMODifference

Max Drawdown

Largest peak-to-trough decline

-65.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

Max Drawdown (10Y)

Largest decline over 10 years

-53.69%

Current Drawdown

Current decline from peak

-8.80%

Average Drawdown

Average peak-to-trough decline

-11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

Volatility

NOVA vs. MO - Volatility Comparison


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Volatility by Period


NOVAMODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.13%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

Dividends

NOVA vs. MO - Dividend Comparison

NOVA has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 6.21%.


PositionTTM20252024202320222021202020192018201720162015
MO
Altria Group, Inc.
6.21%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
NOVA
Sunnova Energy International Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NOVA vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Sunnova Energy International Inc. and Altria Group, Inc.. 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
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