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

Performance

RUN vs. SEDG - Performance Comparison

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

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Returns By Period

In the year-to-date period, RUN achieves a -26.85% return, which is significantly lower than SEDG's 121.66% return. Over the past 10 years, RUN has underperformed SEDG with an annualized return of 7.89%, while SEDG has yielded a comparatively higher 11.80% annualized return.


RUN

1D
0.79%
1M
-7.87%
YTD
-26.85%
6M
-25.47%
1Y
58.17%
3Y*
-10.46%
5Y*
-20.84%
10Y*
7.89%

SEDG

1D
1.23%
1M
54.84%
YTD
121.66%
6M
110.15%
1Y
251.57%
3Y*
-39.04%
5Y*
-22.93%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUN vs. SEDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RUN
Sunrun Inc.
-26.85%98.92%-52.88%-18.28%-29.97%-50.56%402.39%26.81%84.58%11.11%
SEDG
SolarEdge Technologies, Inc.
121.66%112.13%-85.47%-66.96%0.96%-12.08%235.60%170.91%-6.52%202.82%

Correlation

The correlation between RUN and SEDG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2015

0.60

The correlation between RUN and SEDG shifts across timeframes, from 0.55 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RUN:

$2.12

SEDG:

-$8.28

PS Ratio

RUN:

1.14

SEDG:

2.21

Total Revenue (TTM)

RUN:

$3.17B

SEDG:

$1.28B

Gross Profit (TTM)

RUN:

$746.75M

SEDG:

$232.34M

EBITDA (TTM)

RUN:

$544.21M

SEDG:

-$214.57M

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Return for Risk

RUN vs. SEDG — Risk / Return Rank

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

RUN
RUN Risk / Return Rank: 6666
Overall Rank
RUN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RUN Sortino Ratio Rank: 6666
Sortino Ratio Rank
RUN Omega Ratio Rank: 6969
Omega Ratio Rank
RUN Calmar Ratio Rank: 6767
Calmar Ratio Rank
RUN Martin Ratio Rank: 6565
Martin Ratio Rank

SEDG
SEDG Risk / Return Rank: 9191
Overall Rank
SEDG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SEDG Sortino Ratio Rank: 8787
Sortino Ratio Rank
SEDG Omega Ratio Rank: 8686
Omega Ratio Rank
SEDG Calmar Ratio Rank: 9595
Calmar Ratio Rank
SEDG Martin Ratio Rank: 9292
Martin Ratio Rank
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. SEDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and SolarEdge Technologies, Inc. (SEDG). 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.


RUNSEDGDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

1.24

6.80

-5.56

Martin ratioReturn relative to average drawdown

2.58

13.80

-11.22

RUN vs. SEDG - Sharpe Ratio Comparison

The current RUN Sharpe Ratio is 0.56, which is lower than the SEDG Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of RUN and SEDG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RUNSEDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

2.44

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.28

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.16

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.14

-0.12

Drawdowns

RUN vs. SEDG - Drawdown Comparison

The maximum RUN drawdown since its inception was -94.13%, roughly equal to the maximum SEDG drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for RUN and SEDG.


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Drawdown Indicators


RUNSEDGDifference

Max Drawdown

Largest peak-to-trough decline

-94.13%

-97.16%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-47.08%

-37.26%

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-74.79%

-96.33%

+21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-90.34%

-97.16%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-94.13%

-97.16%

+3.03%

Current Drawdown

Current decline from peak

-86.05%

-82.64%

-3.41%

Average Drawdown

Average peak-to-trough decline

-54.26%

-43.14%

-11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.60%

18.32%

+4.28%

Volatility

RUN vs. SEDG - Volatility Comparison

The current volatility for Sunrun Inc. (RUN) is 19.55%, while SolarEdge Technologies, Inc. (SEDG) has a volatility of 38.25%. This indicates that RUN experiences smaller price fluctuations and is considered to be less risky than SEDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RUNSEDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.55%

38.25%

-18.70%

Volatility (6M)

Calculated over the trailing 6-month period

65.92%

68.43%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

105.08%

104.07%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.70%

83.73%

+6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.29%

73.65%

+4.64%

Dividends

RUN vs. SEDG - Dividend Comparison

Neither RUN nor SEDG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RUN vs. SEDG - Financials Comparison

This section allows you to compare key financial metrics between Sunrun Inc. and SolarEdge Technologies, 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
722.23M
310.50M
(RUN) Total Revenue
(SEDG) Total Revenue
Values in USD except per share items

RUN vs. SEDG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-80.0%-60.0%-40.0%-20.0%0.0%20.0%40.0%202220232024202520260
22.0%
Portfolio components
RUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sunrun Inc. reported a gross profit of 0.00 and revenue of 722.23M. Therefore, the gross margin over that period was 0.0%.

SEDG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported a gross profit of 68.28M and revenue of 310.50M. Therefore, the gross margin over that period was 22.0%.

RUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sunrun Inc. reported an operating income of -43.51M and revenue of 722.23M, resulting in an operating margin of -6.0%.

SEDG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported an operating income of -55.04M and revenue of 310.50M, resulting in an operating margin of -17.7%.

RUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sunrun Inc. reported a net income of 167.64M and revenue of 722.23M, resulting in a net margin of 23.2%.

SEDG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SolarEdge Technologies, Inc. reported a net income of -57.37M and revenue of 310.50M, resulting in a net margin of -18.5%.


Frequently Asked Questions


RUN and SEDG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEDG has higher volatility (38.25%) compared to RUN (19.55%). In terms of maximum drawdown, RUN dropped -94.13% vs SEDG's -97.16%.

SEDG currently has the higher Sharpe Ratio (2.44 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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