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

Performance

NOVA vs. RUN - Performance Comparison

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

RUN

1D
0.74%
1M
-6.84%
YTD
-25.98%
6M
-32.71%
1Y
118.62%
3Y*
-7.50%
5Y*
-24.59%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOVA vs. RUN - Yearly Performance Comparison


Fundamentals

Total Revenue (TTM)

NOVA:

$839.92M

RUN:

$3.17B

Gross Profit (TTM)

NOVA:

$376.96M

RUN:

$746.75M

EBITDA (TTM)

NOVA:

$156.33M

RUN:

$544.21M

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Return for Risk

NOVA vs. RUN — 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.


RUN
RUN Risk / Return Rank: 7878
Overall Rank
RUN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RUN Sortino Ratio Rank: 7878
Sortino Ratio Rank
RUN Omega Ratio Rank: 7777
Omega Ratio Rank
RUN Calmar Ratio Rank: 8080
Calmar Ratio Rank
RUN Martin Ratio Rank: 7777
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. RUN - Risk-Adjusted Trends Comparison

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


NOVARUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

5.16

NOVA vs. RUN - Sharpe Ratio Comparison


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Drawdowns

NOVA vs. RUN - Drawdown Comparison

The maximum NOVA drawdown since its inception was 0.00%, smaller than the maximum RUN drawdown of -94.13%. Use the drawdown chart below to compare losses from any high point for NOVA and RUN.


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Drawdown Indicators


NOVARUNDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-94.13%

+94.13%

Max Drawdown (1Y)

Largest decline over 1 year

-47.08%

Max Drawdown (3Y)

Largest decline over 3 years

-74.79%

Max Drawdown (5Y)

Largest decline over 5 years

-90.34%

Max Drawdown (10Y)

Largest decline over 10 years

-94.13%

Current Drawdown

Current decline from peak

0.00%

-85.89%

+85.89%

Average Drawdown

Average peak-to-trough decline

0.00%

-54.66%

+54.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.07%

Volatility

NOVA vs. RUN - Volatility Comparison


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Volatility by Period


NOVARUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.90%

Volatility (6M)

Calculated over the trailing 6-month period

66.87%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

95.69%

-95.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

90.61%

-90.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

78.39%

-78.39%

Dividends

NOVA vs. RUN - Dividend Comparison

Neither NOVA nor RUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NOVA vs. RUN - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
224.13M
722.23M
(NOVA) Total Revenue
(RUN) Total Revenue
Values in USD except per share items
Portfolio Optimizer

Find the right allocation for NOVA and RUN

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