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

Performance

RUN vs. NOVA - Performance Comparison

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

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Returns By Period


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%

NOVA

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUN vs. NOVA - Yearly Performance Comparison


Fundamentals

Total Revenue (TTM)

RUN:

$3.17B

NOVA:

$839.92M

Gross Profit (TTM)

RUN:

$746.75M

NOVA:

$376.96M

EBITDA (TTM)

RUN:

$544.21M

NOVA:

$156.33M

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Return for Risk

RUN vs. NOVA — Risk / Return Rank

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

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

NOVA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

RUN vs. NOVA - Risk-Adjusted Trends Comparison

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


RUNNOVADifference
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

RUN vs. NOVA - Sharpe Ratio Comparison


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Drawdowns

RUN vs. NOVA - Drawdown Comparison

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


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Drawdown Indicators


RUNNOVADifference

Max Drawdown

Largest peak-to-trough decline

-94.13%

0.00%

-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

-85.89%

0.00%

-85.89%

Average Drawdown

Average peak-to-trough decline

-54.66%

0.00%

-54.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.07%

Volatility

RUN vs. NOVA - Volatility Comparison


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Volatility by Period


RUNNOVADifference

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

95.69%

0.00%

+95.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.61%

0.00%

+90.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.39%

0.00%

+78.39%

Dividends

RUN vs. NOVA - Dividend Comparison

Neither RUN nor NOVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RUN vs. NOVA - Financials Comparison

This section allows you to compare key financial metrics between Sunrun Inc. and Sunnova Energy International 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
722.23M
224.13M
(RUN) Total Revenue
(NOVA) Total Revenue
Values in USD except per share items
Portfolio Optimizer

Find the right allocation for RUN and NOVA

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