NOVA vs. RUN
Compare and contrast key facts about Sunnova Energy International Inc. (NOVA) and Sunrun Inc. (RUN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOVA or RUN.
Performance
NOVA vs. RUN - Performance Comparison
Returns By Period
In the year-to-date period, NOVA achieves a -76.31% return, which is significantly lower than RUN's -49.62% return.
NOVA
-76.31%
-37.05%
-12.93%
-66.33%
-18.86%
N/A
RUN
-49.62%
-35.78%
-16.82%
-11.62%
-7.64%
N/A
Fundamentals
| NOVA | RUN | |
|---|---|---|
| Market Cap | $423.59M | $2.29B |
| EPS | -$3.38 | -$1.75 |
| Total Revenue (TTM) | $809.98M | $2.04B |
| Gross Profit (TTM) | $377.72M | $662.35M |
| EBITDA (TTM) | -$55.97M | -$313.79M |
Key characteristics
| NOVA | RUN | |
|---|---|---|
| Sharpe Ratio | -0.51 | -0.16 |
| Sortino Ratio | -0.20 | 0.41 |
| Omega Ratio | 0.98 | 1.05 |
| Calmar Ratio | -0.69 | -0.16 |
| Martin Ratio | -1.20 | -0.48 |
| Ulcer Index | 54.30% | 30.70% |
| Daily Std Dev | 127.49% | 90.30% |
| Max Drawdown | -94.20% | -90.84% |
| Current Drawdown | -93.32% | -89.75% |
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Correlation
The correlation between NOVA and RUN is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
NOVA vs. RUN - Risk-Adjusted Performance 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.
Dividends
NOVA vs. RUN - Dividend Comparison
Neither NOVA nor RUN has paid dividends to shareholders.
Drawdowns
NOVA vs. RUN - Drawdown Comparison
The maximum NOVA drawdown since its inception was -94.20%, roughly equal to the maximum RUN drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for NOVA and RUN. For additional features, visit the drawdowns tool.
Volatility
NOVA vs. RUN - Volatility Comparison
Sunnova Energy International Inc. (NOVA) has a higher volatility of 82.19% compared to Sunrun Inc. (RUN) at 41.96%. This indicates that NOVA's price experiences larger fluctuations and is considered to be riskier than RUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities