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

Correlation

The correlation between SEDG 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

SEDG vs. NOVA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SEDG:

-0.63

NOVA:

-0.62

Sortino Ratio

SEDG:

-0.72

NOVA:

-1.33

Omega Ratio

SEDG:

0.92

NOVA:

0.82

Calmar Ratio

SEDG:

-0.67

NOVA:

-0.95

Martin Ratio

SEDG:

-1.04

NOVA:

-1.53

Ulcer Index

SEDG:

63.31%

NOVA:

61.81%

Daily Std Dev

SEDG:

103.19%

NOVA:

153.75%

Max Drawdown

SEDG:

-97.16%

NOVA:

-99.67%

Current Drawdown

SEDG:

-95.07%

NOVA:

-99.58%

Fundamentals

Market Cap

SEDG:

$1.13B

NOVA:

$26.24M

EPS

SEDG:

-$30.59

NOVA:

-$2.96

PS Ratio

SEDG:

1.23

NOVA:

0.03

PB Ratio

SEDG:

1.90

NOVA:

0.01

Total Revenue (TTM)

SEDG:

$916.54M

NOVA:

$903.15M

Gross Profit (TTM)

SEDG:

-$804.27M

NOVA:

$418.79M

EBITDA (TTM)

SEDG:

-$1.66B

NOVA:

$206.75M

Returns By Period

In the year-to-date period, SEDG achieves a 33.46% return, which is significantly higher than NOVA's -93.42% return.


SEDG

YTD

33.46%

1M

42.24%

6M

48.28%

1Y

-65.24%

5Y*

-31.50%

10Y*

-6.98%

NOVA

YTD

-93.42%

1M

-18.19%

6M

-93.34%

1Y

-94.60%

5Y*

-56.28%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SEDG vs. NOVA — Risk-Adjusted Performance Rank

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

SEDG
The Risk-Adjusted Performance Rank of SEDG is 1717
Overall Rank
The Sharpe Ratio Rank of SEDG is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 99
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 2323
Martin Ratio Rank

NOVA
The Risk-Adjusted Performance Rank of NOVA is 88
Overall Rank
The Sharpe Ratio Rank of NOVA is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of NOVA is 77
Sortino Ratio Rank
The Omega Ratio Rank of NOVA is 77
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.

SEDG vs. NOVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) 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 SEDG Sharpe Ratio is -0.63, which is comparable to the NOVA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of SEDG 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.


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Dividends

SEDG vs. NOVA - Dividend Comparison

Neither SEDG nor NOVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEDG vs. NOVA - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, roughly equal to the maximum NOVA drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for SEDG and NOVA. For additional features, visit the drawdowns tool.


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Volatility

SEDG vs. NOVA - Volatility Comparison

The current volatility for SolarEdge Technologies, Inc. (SEDG) is 33.28%, while Sunnova Energy International Inc. (NOVA) has a volatility of 47.48%. This indicates that SEDG 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.


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Financials

SEDG vs. NOVA - Financials Comparison

This section allows you to compare key financial metrics between SolarEdge Technologies, 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


0.00200.00M400.00M600.00M800.00M1.00B20212022202320242025
219.48M
224.13M
(SEDG) Total Revenue
(NOVA) Total Revenue
Values in USD except per share items

SEDG vs. NOVA - Profitability Comparison

The chart below illustrates the profitability comparison between SolarEdge Technologies, 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

-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%20212022202320242025
8.0%
44.3%
(SEDG) Gross Margin
(NOVA) Gross Margin
SEDG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SolarEdge Technologies, Inc. reported a gross profit of 17.54M and revenue of 219.48M. Therefore, the gross margin over that period was 8.0%.

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%.

SEDG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SolarEdge Technologies, Inc. reported an operating income of -102.73M and revenue of 219.48M, resulting in an operating margin of -46.8%.

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%.

SEDG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SolarEdge Technologies, Inc. reported a net income of -98.52M and revenue of 219.48M, resulting in a net margin of -44.9%.

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%.