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

Correlation

The correlation between RUN and NOVA is 0.40, 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. 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.

Loading data...

Key characteristics

Sharpe Ratio

RUN:

0.00

NOVA:

-0.63

Sortino Ratio

RUN:

0.64

NOVA:

-1.57

Omega Ratio

RUN:

1.08

NOVA:

0.79

Calmar Ratio

RUN:

-0.00

NOVA:

-0.96

Martin Ratio

RUN:

-0.00

NOVA:

-1.53

Ulcer Index

RUN:

44.60%

NOVA:

62.65%

Daily Std Dev

RUN:

87.53%

NOVA:

150.82%

Max Drawdown

RUN:

-94.13%

NOVA:

-99.67%

Current Drawdown

RUN:

-87.31%

NOVA:

-99.60%

Fundamentals

Market Cap

RUN:

$2.80B

NOVA:

$27.22M

EPS

RUN:

-$12.21

NOVA:

-$2.96

PS Ratio

RUN:

1.34

NOVA:

0.03

PB Ratio

RUN:

1.07

NOVA:

0.02

Total Revenue (TTM)

RUN:

$2.08B

NOVA:

$903.15M

Gross Profit (TTM)

RUN:

$352.80M

NOVA:

$418.79M

EBITDA (TTM)

RUN:

-$3.06B

NOVA:

$206.75M

Returns By Period

In the year-to-date period, RUN achieves a 32.43% return, which is significantly higher than NOVA's -93.67% return.


RUN

YTD

32.43%

1M

78.83%

6M

23.86%

1Y

3.03%

5Y*

-4.16%

10Y*

N/A

NOVA

YTD

-93.67%

1M

23.30%

6M

-94.21%

1Y

-94.83%

5Y*

-57.67%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5252
Overall Rank
The Sharpe Ratio Rank of RUN is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 4949
Martin Ratio Rank

NOVA
The Risk-Adjusted Performance Rank of NOVA is 77
Overall Rank
The Sharpe Ratio Rank of NOVA is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of NOVA is 55
Sortino Ratio Rank
The Omega Ratio Rank of NOVA is 55
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 current RUN Sharpe Ratio is 0.00, which is higher than the NOVA Sharpe Ratio of -0.63. 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.


Loading data...

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.


Loading data...

Volatility

RUN vs. NOVA - Volatility Comparison

The current volatility for Sunrun Inc. (RUN) is 27.64%, while Sunnova Energy International Inc. (NOVA) has a volatility of 40.47%. 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.


Loading data...

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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
504.27M
224.13M
(RUN) Total Revenue
(NOVA) Total Revenue
Values in USD except per share items

RUN vs. NOVA - Profitability Comparison

The chart below illustrates the profitability comparison between Sunrun Inc. and Sunnova Energy International Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
19.6%
44.3%
(RUN) Gross Margin
(NOVA) Gross Margin
RUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported a gross profit of 98.84M and revenue of 504.27M. Therefore, the gross margin over that period was 19.6%.

NOVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sunnova Energy International Inc. reported a gross profit of 99.34M and revenue of 224.13M. Therefore, the gross margin over that period was 44.3%.

RUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported an operating income of -114.89M and revenue of 504.27M, resulting in an operating margin of -22.8%.

NOVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sunnova Energy International Inc. reported an operating income of -43.90M and revenue of 224.13M, resulting in an operating margin of -19.6%.

RUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported a net income of 50.01M and revenue of 504.27M, resulting in a net margin of 9.9%.

NOVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sunnova Energy International Inc. reported a net income of -142.29M and revenue of 224.13M, resulting in a net margin of -63.5%.