The primary purpose of the study is to demonstrate that lenvatinib in combination with everolimus (Arm A) or pembrolizumab (Arm B) is superior compared to sunitinib alone (Arm C) in improving progression-free survival (PFS) (by independent imaging review [IIR] using Response Evaluation Criteria in Solid Tumors [RECIST 1.1]) as first-line treatment in participants with advanced renal cell carcinoma (RCC).

Inclusion Criteria:

1. Histological or cytological confirmation of RCC with a clear-cell component (original tissue diagnosis of RCC is acceptable).

2. Documented evidence of advanced RCC.

3. At least 1 measurable target lesion according to RECIST 1.1 meeting the following criteria:

   • Lymph node (LN) lesion that measures at least 1 dimension as greater than or equal to (>=) 1.5 cm in the short axis
   • Lymph node (LN) lesion that measures at least 1 dimension as greater than or equal to (>=) 1.5 centimeter (cm) in the short axis
   • Non-nodal lesion that measures greater than or equal to (>=) 1.0 cm in the longest diameter
   • The lesion is suitable for repeat measurement using computerized tomography/magnetic resonance imaging (CT/MRI). Lesions that have had external beam radiotherapy (EBRT) or locoregional therapy must show radiographic evidence of disease progression based on RECIST 1.1 to be deemed a target lesion.

3.Karnofsky Performance Status (KPS) of >=70 4.Adequately controlled blood pressure (BP) with or without antihypertensive medications, defined as BP less than or equal (<=) 150/90 millimeter of mercury (mmHg) at Screening and no change in antihypertensive medications within 1 week prior to Cycle 1/Day 1 (C1/D1) 5.Adequate renal function defined as creatinine <=1.5*upper limit of normal (ULN); or for participants with creatinine greater than (>) 1.5*ULN, the calculated creatinine clearance >=30 milliliters per minute (mL/min) (per the Cockcroft-Gault formula) is acceptable.

6.Adequate bone marrow function defined by:

• Absolute neutrophil count (ANC) >=1500/cubic millimeter (mm^3)

• Platelets >=100,000/mm^3

• Hemoglobin >=9 grams per deciliter (g/dL) NOTE: Criteria must be met without erythropoietin dependency and without packed red blood cell (pRBC) transfusion within the previous 2 weeks.

  7.Adequate blood coagulation function defined by International Normalized ratio (INR) <=1.5 unless participant is receiving anticoagulant therapy, as long as INR is within therapeutic range of intended use of anticoagulants.

  8.Adequate liver function defined by:

• Total bilirubin <=1.5*ULN except for unconjugated hyperbilirubinemia of Gilbert's syndrome.

• Alkaline phosphatase (ALP), alanine aminotransferase (ALT), and aspartate aminotransferase (AST) <=3*ULN (in the case of liver metastases <=5*ULN), unless there are bone metastases. Participants with ALP values >3*ULN and known to have bone metastases can be included.

  9.Provide written informed consent. 10.Willing and able to comply with all aspects of the protocol.

Exclusion Criteria:

1. Participants who have received any systemic anticancer therapy for RCC, including anti-vascular endothelial growth factor (VEGF) therapy, or any systemic investigational anticancer agent. Prior adjuvant treatment with an investigational anticancer agent is not allowed unless the investigator can provide evidence of participant's randomization to placebo arm.

2. Participants with central nervous system (CNS) metastases are not eligible, unless they have completed local therapy (example, whole brain radiation therapy (WBRT), surgery or radiosurgery) and have discontinued the use of corticosteroids for this indication for at least 4 weeks before starting treatment in this study. Any signs (example, radiologic) or symptoms of CNS metastases must be stable for at least 4 weeks before starting study treatment

3. Active malignancy (except for RCC, definitively treated basal or squamous cell carcinoma of the skin, and carcinoma in-situ of the cervix or bladder) within the past 24 months. Participants with history of localized & low risk prostate cancer are allowed in the study if they were treated with curative intent and there is no prostate specific antigen (PSA) recurrence within the past 5 years

4. Prior radiation therapy within 21 days prior to start of study treatment with the exception of palliative radiotherapy to bone lesions, which is allowed if completed 2 weeks prior to study treatment start

5. Participants who are using other investigational agents or who had received investigational drugs <=4 weeks prior to study treatment start.

6. Received a live vaccine within 30 days of planned start of study treatment (Cycle 1/Day 1). Examples of live vaccines include, but are not limited to, measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guérin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines (example, FluMist®) are live attenuated vaccines and are not allowed.

7. Participants with proteinuria >1+ on urine dipstick testing will undergo 24-h urine collection for quantitative assessment of proteinuria. Participants with urine protein >=1 g/24 h will be ineligible

8. Fasting total cholesterol >300 milligram per deciliter (mg/dL) (or ˃7.75 millimole per liter (mmol/L)) and/or fasting triglycerides level ˃2.5 x upper limit of normal (ULN). Note: these participants can be included after initiation or adjustment of lipid-lowering medication

9. Uncontrolled diabetes as defined by fasting glucose >1.5 times the ULN. Note: these participants can be included after initiation or adjustment of glucose-lowering medication

10. Prolongation of corrected QT (QTc) interval to >480 milliseconds (ms)

11. Participants who have not recovered adequately from any toxicity and/or complications from major surgery prior to starting therapy.

12. Gastrointestinal malabsorption, gastrointestinal anastomosis, or any other condition that might affect the absorption of lenvatinib, everolimus, and/or sunitinib.

13. Bleeding or thrombotic disorders or participants at risk for severe hemorrhage. The degree of tumor invasion/infiltration of major blood vessels should be considered because of the potential risk of severe hemorrhage associated with tumor shrinkage/necrosis following lenvatinib therapy

14. Clinically significant hemoptysis or tumor bleeding within 2 weeks prior to the first dose of study drug

15. Significant cardiovascular impairment within 12 months of the first dose of study drug: history of congestive heart failure greater than New York Heart Association Class II, unstable angina, myocardial infarction, cerebrovascular accident, or cardiac arrhythmia associated with hemodynamic instability. The following is also excluded: left ventricular ejection fraction (LVEF) below the institutional normal range as determined by multiple-gated acquisition MUGA scan or echocardiogram

16. Active infection (any infection requiring systemic treatment)

17. Participants known to be positive for Human Immunodeficiency Virus (HIV).

18. Known active Hepatitis B (example, Hepatitis B surface antigen (HBsAg) reactive) or Hepatitis C (example, hepatitis C virus ribonucleic acid (HCV RNA) [qualitative] is detected)

19. Known history of, or any evidence of, interstitial lung disease

20. Has a history of (non-infectious) pneumonitis that required steroids, or current pneumonitis

21. Participants with a diagnosis of immunodeficiency or who are receiving chronic systemic steroid therapy (doses exceeding 10 mg/day of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study treatment. Physiologic doses of corticosteroids (up to 10 mg/day of prednisone or equivalent) may be used during the study

22. Active autoimmune disease (with the exception of psoriasis) that has required systemic treatment in the past 2 years (that is, with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (example, thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency) is not considered a form of systemic treatment.

23. Females who are breastfeeding or pregnant at Screening or Baseline (as documented by a positive beta-human chorionic gonadotropin [ß-hCG] (or human chorionic gonadotropin [hCG]) test with a minimum sensitivity of 25 IU/L or equivalent units of ß-hCG [or hCG]). A separate baseline assessment is required if a negative screening pregnancy test was obtained more than 72 hours before the first dose of study drug.

24. Females of childbearing potential who:

    • Do not agree to use a highly effective method of contraception for the entire study period and for 120 days after study discontinuation, that is:
    • total abstinence (if it is their preferred and usual lifestyle)
    • an intrauterine device (IUD) or hormone-releasing system (IUS)
    • a contraceptive implant
    • an oral contraceptive (with additional barrier method) OR
    • Do not have a vasectomized partner with confirmed azoospermia. For sites outside of the EU, it is permissible that if a highly effective method of contraception is not appropriate or acceptable to the participant, then the participant must agree to use a medically acceptable method of contraception, that is, double barrier methods of contraception such as condom plus diaphragm or cervical/vault cap with spermicide.

25. Males who have not had a successful vasectomy (confirmed azoospermia) and do not agree to use condom + spermicide OR have a female partner who does not meet the criteria above (that is, is of childbearing potential and not practicing highly effective contraception throughout the study period), starting with the first dose of study therapy through 120 days after the last dose of study therapy, unless sexually abstinent. Note: Abstinence is acceptable if this is the usual lifestyle and preferred contraception for the participant.

26. Known intolerance to any of the study drugs (or any of the excipients)

27. Participant has had an allogenic tissue/solid organ transplant.