RUN vs. MS
Compare and contrast key facts about Sunrun Inc. (RUN) and Morgan Stanley (MS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUN or MS.
Key characteristics
| RUN | MS | |
|---|---|---|
| YTD Return | -47.58% | -0.72% |
| 1Y Return | -49.83% | 7.56% |
| 3Y Return (Ann) | -40.64% | 6.96% |
| 5Y Return (Ann) | -7.81% | 17.44% |
| Sharpe Ratio | -0.60 | 0.20 |
| Daily Std Dev | 85.13% | 25.02% |
| Max Drawdown | -90.84% | -88.12% |
| Current Drawdown | -89.34% | -9.08% |
Fundamentals
| RUN | MS | |
|---|---|---|
| Market Cap | $2.26B | $151.00B |
| EPS | -$7.41 | $5.50 |
| PE Ratio | 7.65 | 16.88 |
| PEG Ratio | 0.45 | 3.06 |
| Revenue (TTM) | $2.26B | $54.47B |
| Gross Profit (TTM) | $298.71M | $46.44B |
| EBITDA (TTM) | -$288.97M | $428.47M |
Correlation
The correlation between RUN and MS is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RUN vs. MS - Performance Comparison
In the year-to-date period, RUN achieves a -47.58% return, which is significantly lower than MS's -0.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RUN vs. MS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and Morgan Stanley (MS). 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
RUN vs. MS - Dividend Comparison
RUN has not paid dividends to shareholders, while MS's dividend yield for the trailing twelve months is around 3.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUN Sunrun 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% |
MS Morgan Stanley | 3.74% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
Drawdowns
RUN vs. MS - Drawdown Comparison
The maximum RUN drawdown since its inception was -90.84%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for RUN and MS. For additional features, visit the drawdowns tool.
Volatility
RUN vs. MS - Volatility Comparison
Sunrun Inc. (RUN) has a higher volatility of 22.37% compared to Morgan Stanley (MS) at 7.74%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RUN vs. MS - Financials Comparison
This section allows you to compare key financial metrics between Sunrun Inc. and Morgan Stanley. 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