RUN vs. NEE
Compare and contrast key facts about Sunrun Inc. (RUN) and NextEra Energy, Inc. (NEE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUN or NEE.
Performance
RUN vs. NEE - Performance Comparison
Returns By Period
In the year-to-date period, RUN achieves a -49.01% return, which is significantly lower than NEE's 28.57% return.
RUN
-49.01%
-31.49%
-12.35%
-14.22%
-5.88%
N/A
NEE
28.57%
-9.47%
1.99%
37.22%
7.88%
14.34%
Fundamentals
| RUN | NEE | |
|---|---|---|
| Market Cap | $2.29B | $152.71B |
| EPS | -$1.75 | $3.37 |
| PEG Ratio | 0.45 | 3.10 |
| Total Revenue (TTM) | $2.04B | $26.29B |
| Gross Profit (TTM) | $662.35M | $14.94B |
| EBITDA (TTM) | -$313.79M | $15.63B |
Key characteristics
| RUN | NEE | |
|---|---|---|
| Sharpe Ratio | -0.12 | 1.52 |
| Sortino Ratio | 0.49 | 1.97 |
| Omega Ratio | 1.06 | 1.27 |
| Calmar Ratio | -0.12 | 1.03 |
| Martin Ratio | -0.34 | 6.71 |
| Ulcer Index | 30.88% | 5.83% |
| Daily Std Dev | 90.32% | 25.79% |
| Max Drawdown | -90.84% | -47.81% |
| Current Drawdown | -89.63% | -12.16% |
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Correlation
The correlation between RUN and NEE is 0.21, 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.
Risk-Adjusted Performance
RUN vs. NEE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and NextEra Energy, Inc. (NEE). 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. NEE - Dividend Comparison
RUN has not paid dividends to shareholders, while NEE's dividend yield for the trailing twelve months is around 2.63%.
| 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% |
NEE NextEra Energy, Inc. | 2.63% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
Drawdowns
RUN vs. NEE - Drawdown Comparison
The maximum RUN drawdown since its inception was -90.84%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for RUN and NEE. For additional features, visit the drawdowns tool.
Volatility
RUN vs. NEE - Volatility Comparison
Sunrun Inc. (RUN) has a higher volatility of 42.03% compared to NextEra Energy, Inc. (NEE) at 9.42%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RUN vs. NEE - Financials Comparison
This section allows you to compare key financial metrics between Sunrun Inc. and NextEra Energy, 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