RUN vs. NOVA
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.
Performance
RUN vs. NOVA - Performance Comparison
Returns By Period
In the year-to-date period, RUN achieves a -49.62% return, which is significantly higher than NOVA's -75.41% return.
RUN
-49.62%
-35.78%
-16.82%
-11.62%
-7.64%
N/A
NOVA
-75.41%
-40.10%
-10.71%
-63.73%
-18.97%
N/A
Fundamentals
| RUN | NOVA | |
|---|---|---|
| Market Cap | $2.29B | $423.59M |
| EPS | -$1.75 | -$3.38 |
| Total Revenue (TTM) | $2.04B | $809.98M |
| Gross Profit (TTM) | $662.35M | $377.72M |
| EBITDA (TTM) | -$313.79M | -$55.97M |
Key characteristics
| RUN | NOVA | |
|---|---|---|
| Sharpe Ratio | -0.16 | -0.51 |
| Sortino Ratio | 0.41 | -0.18 |
| Omega Ratio | 1.05 | 0.98 |
| Calmar Ratio | -0.16 | -0.68 |
| Martin Ratio | -0.48 | -1.19 |
| Ulcer Index | 30.70% | 54.08% |
| Daily Std Dev | 90.30% | 127.26% |
| Max Drawdown | -90.84% | -94.20% |
| Current Drawdown | -89.75% | -93.07% |
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Correlation
The correlation between RUN and NOVA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
RUN vs. NOVA - Dividend Comparison
Neither RUN nor NOVA has paid dividends to shareholders.
Drawdowns
RUN vs. NOVA - Drawdown Comparison
The maximum RUN drawdown since its inception was -90.84%, roughly equal to the maximum NOVA drawdown of -94.20%. Use the drawdown chart below to compare losses from any high point for RUN and NOVA. For additional features, visit the drawdowns tool.
Volatility
RUN vs. NOVA - Volatility Comparison
The current volatility for Sunrun Inc. (RUN) is 41.97%, while Sunnova Energy International Inc. (NOVA) has a volatility of 82.18%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities