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

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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Returns By Period


SEDG

1D
9.51%
1M
-13.86%
6M
47.26%
YTD
56.40%
1Y
76.59%
3Y*
-37.25%
5Y*
-31.20%
10Y*
10.09%
ALL TIME*
7.43%

NOVA

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$99.61M$107.00M$187.94M

SEDG vs. NOVA - Yearly Performance Comparison


Fundamentals

Total Revenue (TTM)

SEDG:

$1.28B

NOVA:

$839.92M

Gross Profit (TTM)

SEDG:

$232.34M

NOVA:

$376.96M

EBITDA (TTM)

SEDG:

-$214.57M

NOVA:

$156.33M

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Return for Risk

SEDG vs. NOVA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEDG
SEDG Risk / Return Rank: 7272
Overall Rank
SEDG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SEDG Sortino Ratio Rank: 7474
Sortino Ratio Rank
SEDG Omega Ratio Rank: 7070
Omega Ratio Rank
SEDG Calmar Ratio Rank: 7474
Calmar Ratio Rank
SEDG Martin Ratio Rank: 7373
Martin Ratio Rank

NOVA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEDG vs. NOVA - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEDGNOVADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.53

Martin ratioReturn relative to average drawdown

3.54

SEDG vs. NOVA - Sharpe Ratio Comparison


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Drawdowns

SEDG vs. NOVA - Drawdown Comparison


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Drawdown Indicators


SEDGNOVADifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

Max Drawdown (1Y)

Largest decline over 1 year

-50.27%

Max Drawdown (3Y)

Largest decline over 3 years

-94.29%

Max Drawdown (5Y)

Largest decline over 5 years

-97.16%

Max Drawdown (10Y)

Largest decline over 10 years

-97.16%

Current Drawdown

Current decline from peak

-87.75%

Average Drawdown

Average peak-to-trough decline

-43.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.68%

Volatility

SEDG vs. NOVA - Volatility Comparison


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Volatility by Period


SEDGNOVADifference

Volatility (1M)

Calculated over the trailing 1-month period

25.37%

Volatility (6M)

Calculated over the trailing 6-month period

72.59%

Volatility (1Y)

Calculated over the trailing 1-year period

96.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.25%

Dividends

SEDG vs. NOVA - Dividend Comparison

Neither SEDG nor NOVA has paid dividends to shareholders.


Tickers have no history of dividend payments

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


Values in USD except per share items
Portfolio Optimizer

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