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

RUN vs. NOVA

Last updated Apr 27, 2025

Compare and contrast key facts about Sunrun Inc. (RUN) and Sunnova Energy International Inc. (NOVA).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUN or NOVA.

Correlation

The correlation between RUN and NOVA is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

-0.50.00.51.0
Correlation: 0.4

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.
-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.57%
-98.09%
RUN
NOVA

Key characteristics

Sharpe Ratio

RUN:

-0.33

NOVA:

-0.61

Sortino Ratio

RUN:

0.07

NOVA:

-1.27

Omega Ratio

RUN:

1.01

NOVA:

0.83

Calmar Ratio

RUN:

-0.30

NOVA:

-0.95

Martin Ratio

RUN:

-0.66

NOVA:

-1.63

Ulcer Index

RUN:

42.25%

NOVA:

58.00%

Daily Std Dev

RUN:

85.03%

NOVA:

155.09%

Max Drawdown

RUN:

-94.13%

NOVA:

-99.67%

Current Drawdown

RUN:

-92.34%

NOVA:

-99.60%

Fundamentals

Market Cap

RUN:

$1.67B

NOVA:

$26.87M

EPS

RUN:

-$12.81

NOVA:

-$2.96

PS Ratio

RUN:

0.82

NOVA:

0.03

PB Ratio

RUN:

0.65

NOVA:

0.01

Total Revenue (TTM)

RUN:

$1.58B

NOVA:

$679.02M

Gross Profit (TTM)

RUN:

$697.65M

NOVA:

$207.52M

EBITDA (TTM)

RUN:

-$2.94B

NOVA:

$146.97M

Returns By Period

In the year-to-date period, RUN achieves a -20.11% return, which is significantly higher than NOVA's -93.73% return.

RUN

YTD

-20.11%

1M

22.96%

6M

-48.57%

1Y

-28.18%

5Y*

-11.41%

10Y*

N/A

NOVA

YTD

-93.73%

1M

-36.20%

6M

-95.94%

1Y

-94.62%

5Y*

-55.45%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RUN vs. NOVA — 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 3737
Overall Rank
The Sharpe Ratio Rank of RUN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 3333
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 3838
Martin Ratio Rank
NOVA
The Risk-Adjusted Performance Rank of NOVA is 99
Overall Rank
The Sharpe Ratio Rank of NOVA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of NOVA is 99
Sortino Ratio Rank
The Omega Ratio Rank of NOVA is 99
Omega Ratio Rank
The Calmar Ratio Rank of NOVA is 11
Calmar Ratio Rank
The Martin Ratio Rank of NOVA is 55
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. NOVA - Risk-Adjusted Performance 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.

The chart of Sharpe ratio for RUN, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
RUN: -0.33
NOVA: -0.61
The chart of Sortino ratio for RUN, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
RUN: 0.07
NOVA: -1.27
The chart of Omega ratio for RUN, currently valued at 1.01, compared to the broader market0.501.001.502.00
RUN: 1.01
NOVA: 0.83
The chart of Calmar ratio for RUN, currently valued at -0.30, compared to the broader market0.001.002.003.004.005.00
RUN: -0.30
NOVA: -0.95
The chart of Martin ratio for RUN, currently valued at -0.66, compared to the broader market-5.000.005.0010.0015.0020.00
RUN: -0.66
NOVA: -1.63

The current RUN Sharpe Ratio is -0.33, which is higher than the NOVA Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of RUN and NOVA, 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-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.33
-0.61
RUN
NOVA

Dividends

RUN vs. NOVA - Dividend Comparison

Neither RUN nor NOVA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

RUN vs. NOVA - Drawdown Comparison

The maximum RUN drawdown since its inception was -94.13%, smaller than the maximum NOVA drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for RUN and NOVA. For additional features, visit the drawdowns tool.

-100.00%-95.00%-90.00%-85.00%NovemberDecember2025FebruaryMarchApril
-92.34%
-99.60%
RUN
NOVA

Volatility

RUN vs. NOVA - Volatility Comparison

The current volatility for Sunrun Inc. (RUN) is 29.82%, while Sunnova Energy International Inc. (NOVA) has a volatility of 46.24%. This indicates that RUN experiences smaller price fluctuations and is considered to be less risky than NOVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
29.82%
46.24%
RUN
NOVA

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

Values in USD except per share items