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RUN vs. MS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RUN and MS is 0.30, 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.


-0.50.00.51.00.3

Performance

RUN vs. MS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunrun Inc. (RUN) and Morgan Stanley (MS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-44.27%
36.87%
RUN
MS

Key characteristics

Sharpe Ratio

RUN:

-0.36

MS:

2.61

Sortino Ratio

RUN:

0.01

MS:

3.46

Omega Ratio

RUN:

1.00

MS:

1.50

Calmar Ratio

RUN:

-0.34

MS:

3.94

Martin Ratio

RUN:

-0.98

MS:

16.45

Ulcer Index

RUN:

31.16%

MS:

4.21%

Daily Std Dev

RUN:

85.10%

MS:

26.58%

Max Drawdown

RUN:

-90.84%

MS:

-88.12%

Current Drawdown

RUN:

-90.22%

MS:

0.00%

Fundamentals

Market Cap

RUN:

$2.14B

MS:

$221.56B

EPS

RUN:

-$1.73

MS:

$8.07

PEG Ratio

RUN:

0.45

MS:

3.86

Total Revenue (TTM)

RUN:

$1.52B

MS:

$43.27B

Gross Profit (TTM)

RUN:

$194.66M

MS:

$19.98B

EBITDA (TTM)

RUN:

$149.24M

MS:

$15.42B

Returns By Period

In the year-to-date period, RUN achieves a 2.05% return, which is significantly lower than MS's 9.66% return.


RUN

YTD

2.05%

1M

3.17%

6M

-44.31%

1Y

-28.54%

5Y*

-11.31%

10Y*

N/A

MS

YTD

9.66%

1M

13.90%

6M

37.34%

1Y

70.31%

5Y*

23.08%

10Y*

17.97%

*Annualized

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Risk-Adjusted Performance

RUN vs. MS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RUN
The Risk-Adjusted Performance Rank of RUN is 2828
Overall Rank
The Sharpe Ratio Rank of RUN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 2626
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 2323
Martin Ratio Rank

MS
The Risk-Adjusted Performance Rank of MS is 9696
Overall Rank
The Sharpe Ratio Rank of MS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of MS is 9494
Sortino Ratio Rank
The Omega Ratio Rank of MS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of MS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of MS is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for RUN, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.362.61
The chart of Sortino ratio for RUN, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.013.46
The chart of Omega ratio for RUN, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.50
The chart of Calmar ratio for RUN, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.94
The chart of Martin ratio for RUN, currently valued at -0.98, compared to the broader market-10.000.0010.0020.0030.00-0.9816.45
RUN
MS

The current RUN Sharpe Ratio is -0.36, which is lower than the MS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of RUN and MS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.36
2.61
RUN
MS

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 2.57%.


TTM20242023202220212020201920182017201620152014
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
2.57%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-90.22%
0
RUN
MS

Volatility

RUN vs. MS - Volatility Comparison

Sunrun Inc. (RUN) has a higher volatility of 20.82% compared to Morgan Stanley (MS) at 10.34%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
20.82%
10.34%
RUN
MS

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.


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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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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