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

Performance

SEDG vs. RUN - Performance Comparison

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

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Returns By Period

In the year-to-date period, SEDG achieves a 110.75% return, which is significantly higher than RUN's -29.95% return. Over the past 10 years, SEDG has outperformed RUN with an annualized return of 11.19%, while RUN has yielded a comparatively lower 8.11% annualized return.


SEDG

1D
4.04%
1M
42.16%
YTD
110.75%
6M
105.89%
1Y
189.25%
3Y*
-40.11%
5Y*
-24.21%
10Y*
11.19%

RUN

1D
2.71%
1M
-10.86%
YTD
-29.95%
6M
-28.11%
1Y
52.18%
3Y*
-14.62%
5Y*
-22.11%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEDG vs. RUN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEDG
SolarEdge Technologies, Inc.
110.75%112.13%-85.47%-66.96%0.96%-12.08%235.60%170.91%-6.52%202.82%
RUN
Sunrun Inc.
-29.95%98.92%-52.88%-18.28%-29.97%-50.56%402.39%26.81%84.58%11.11%

Correlation

The correlation between SEDG and RUN is 0.56, 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

0.56

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

0.65

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 SEDG and RUN shifts across timeframes, from 0.56 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SEDG:

-$8.28

RUN:

$2.12

PS Ratio

SEDG:

2.10

RUN:

1.09

Total Revenue (TTM)

SEDG:

$1.28B

RUN:

$3.17B

Gross Profit (TTM)

SEDG:

$232.34M

RUN:

$746.75M

EBITDA (TTM)

SEDG:

-$214.57M

RUN:

$544.21M

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Return for Risk

SEDG vs. RUN — Risk / Return Rank

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

SEDG
SEDG Risk / Return Rank: 8787
Overall Rank
SEDG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SEDG Sortino Ratio Rank: 8484
Sortino Ratio Rank
SEDG Omega Ratio Rank: 8383
Omega Ratio Rank
SEDG Calmar Ratio Rank: 9393
Calmar Ratio Rank
SEDG Martin Ratio Rank: 8989
Martin Ratio Rank

RUN
RUN Risk / Return Rank: 6565
Overall Rank
RUN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RUN Sortino Ratio Rank: 6666
Sortino Ratio Rank
RUN Omega Ratio Rank: 6868
Omega Ratio Rank
RUN Calmar Ratio Rank: 6565
Calmar Ratio Rank
RUN Martin Ratio Rank: 6464
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.

SEDG vs. RUN - Risk-Adjusted Trends Comparison

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


SEDGRUNDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratioReturn relative to maximum drawdown

5.11

1.11

+4.00

Martin ratioReturn relative to average drawdown

10.21

2.26

+7.95

SEDG vs. RUN - Sharpe Ratio Comparison

The current SEDG Sharpe Ratio is 1.83, which is higher than the RUN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SEDG and RUN, 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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Drawdowns

SEDG vs. RUN - Drawdown Comparison

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


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Drawdown Indicators


SEDGRUNDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-94.13%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-47.08%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-96.31%

-74.79%

-21.52%

Max Drawdown (5Y)

Largest decline over 5 years

-97.16%

-90.34%

-6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-97.16%

-94.13%

-3.03%

Current Drawdown

Current decline from peak

-83.49%

-86.64%

+3.15%

Average Drawdown

Average peak-to-trough decline

-43.18%

-54.60%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.62%

23.20%

-4.58%

Volatility

SEDG vs. RUN - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 40.54% compared to Sunrun Inc. (RUN) at 21.08%. This indicates that SEDG's price experiences larger fluctuations and is considered to be riskier than RUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEDGRUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.54%

21.08%

+19.46%

Volatility (6M)

Calculated over the trailing 6-month period

69.27%

66.50%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

104.20%

105.12%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.92%

90.76%

-6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.72%

78.31%

-4.59%

Dividends

SEDG vs. RUN - Dividend Comparison

Neither SEDG nor RUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SEDG vs. RUN - Financials Comparison

This section allows you to compare key financial metrics between SolarEdge Technologies, Inc. and Sunrun 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
310.50M
722.23M
(SEDG) Total Revenue
(RUN) Total Revenue
Values in USD except per share items

SEDG vs. RUN - Profitability Comparison

The chart below illustrates the profitability comparison between SolarEdge Technologies, Inc. and Sunrun 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%20222023202420252026
22.0%
0
Portfolio components
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 - 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 - 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 - 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 - 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%.

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%.


Frequently Asked Questions


SEDG and RUN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEDG has higher volatility (40.54%) compared to RUN (21.08%). In terms of maximum drawdown, SEDG dropped -97.16% vs RUN's -94.13%.

SEDG currently has the higher Sharpe Ratio (1.83 vs 0.50), 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.

Portfolio Optimizer

Find the right allocation for SEDG and RUN

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