- ISIN
- CA8667961053
- CUSIP
- 866796105
- Sector
- Financial Services
- Industry
- Insurance - Diversified
- IPO Date
- Mar 23, 2000
Highlights
- Market Cap
- $31.78B
- Enterprise Value
- $31.48B
- EPS (TTM)
- CA$6.22
- PE Ratio
- 17.88
- Total Revenue (TTM)
- CA$39.40B
- Gross Profit (TTM)
- CA$20.48B
- EBITDA (TTM)
- CA$4.74B
- Year Range
- $56.22 - $78.98
- Target Price
- $72.70
- ROA (TTM)
- 0.82%
- ROE (TTM)
- 13.08%
Share Price Chart
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Performance
SLF Performance Chart
Sun Life Financial Inc. (SLF) is up 29.1% since the beginning of the year. At $79 per share, SLF is currently trading at its 52-week high. Investors who bought $1,000 worth of SLF shares 5 years ago would now be looking at an investment worth $1,966.
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Returns By Period
Sun Life Financial Inc. (SLF) has returned 29.07% so far this year and 28.49% over the past 12 months. Over the last ten years, SLF has had an annualized return of 13.36%, just under the S&P 500 Index benchmark’s 13.67%.
Sun Life Financial Inc.
- 1D
- 1.30%
- 1M
- 11.34%
- YTD
- 29.07%
- 6M
- 31.16%
- 1Y
- 28.49%
- 3Y*
- 21.13%
- 5Y*
- 14.48%
- 10Y*
- 13.36%
Benchmark (S&P 500 Index)
- 1D
- 1.08%
- 1M
- 2.00%
- YTD
- 9.57%
- 6M
- 10.71%
- 1Y
- 25.41%
- 3Y*
- 19.37%
- 5Y*
- 12.48%
- 10Y*
- 13.67%
SLF Monthly Returns History
Based on dividend-adjusted daily data since Mar 23, 2000, SLF's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +30.0%, while the worst month was Oct 2008 at -33.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, SLF closed higher 52% of trading days. The best single day was Mar 10, 2009 with a return of +17.3%, while the worst single day was Oct 9, 2008 at -16.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.03% | 5.07% | -4.56% | 15.22% | 0.57% | 9.96% | 29.07% | ||||||
| 2025 | -2.85% | -2.61% | 3.08% | 4.00% | 9.65% | 2.78% | -8.20% | -3.16% | 2.74% | 1.38% | -1.79% | 5.55% | 9.72% |
| 2024 | 0.00% | 3.52% | 2.75% | -6.49% | -0.62% | -2.27% | 1.27% | 11.12% | 6.42% | -4.48% | 11.86% | -3.34% | 19.48% |
| 2023 | 8.21% | -2.79% | -3.31% | 5.10% | -0.29% | 7.71% | 0.94% | -5.80% | 0.04% | -6.41% | 12.22% | 2.69% | 17.77% |
| 2022 | 1.63% | -7.14% | 7.28% | -10.89% | -0.80% | -6.15% | 1.38% | -4.01% | -9.78% | 6.77% | 12.98% | -2.07% | -12.89% |
| 2021 | 4.05% | 4.81% | 5.18% | 6.71% | 0.70% | -4.31% | 0.95% | -0.31% | 0.02% | 10.73% | -5.95% | 4.92% | 29.71% |
Benchmark Metrics
Sun Life Financial Inc. has an annualized alpha of 9.74%, beta of 0.95, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since March 23, 2000.
- This stock captured 123.57% of S&P 500 Index gains but only 91.83% of its losses - a favorable profile for investors.
- R2 of 0.37 means the benchmark explains less than half of this stock's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 9.74%
- Beta
- 0.95
- R²
- 0.37
- Upside Capture
- 123.57%
- Downside Capture
- 91.83%
Return for Risk
Risk / Return Rank
SLF ranks 76 for risk / return — better than 76% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and compare them to S&P 500 Index.
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.
| SLF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.81 | -0.89 |
| Martin ratioReturn relative to average drawdown | 4.14 | 12.55 | -8.41 |
Dividends
Dividend History
Sun Life Financial Inc. provided a 3.36% dividend yield over the last twelve months, with an annual payout of $2.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.66 | $2.51 | $2.37 | $2.58 | $2.13 | $1.85 | $1.64 | $1.58 | $1.56 | $1.31 | $1.53 | $1.45 |
Dividend yield | 3.36% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Monthly Dividends
The table displays the monthly dividend distributions for Sun Life Financial Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.67 | $0.00 | $0.00 | $0.70 | $0.00 | $1.37 | ||||||
| 2025 | $0.00 | $0.59 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.65 | $0.00 | $2.51 |
| 2024 | $0.00 | $0.58 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.60 | $0.00 | $2.37 |
| 2023 | $0.00 | $0.53 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.75 | $0.00 | $2.58 |
| 2022 | $0.00 | $0.00 | $0.52 | $0.00 | $0.55 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.54 | $0.00 | $2.13 |
| 2021 | $0.00 | $0.44 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.52 | $0.00 | $1.85 |
Dividend Yield & Payout
Dividend Yield
Sun Life Financial Inc. has a dividend yield of 3.36%, which is quite average when compared to the overall market.
Payout Ratio
Sun Life Financial Inc. has a payout ratio of 63.98%, which is quite average when compared to the overall market. This suggests that Sun Life Financial Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sun Life Financial Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Sun Life Financial Inc. was 78.60%, occurring on Mar 9, 2009. Recovery took 1935 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -78.60%Mar 2009 | 1y 4mo | 7y 8mo | 9y 12dNov 2007 - Nov 2016 |
COVID crash2020 | -50.84%Mar 2020 | 1mo 4d | 10mo 3d | 11mo 7dFeb 2020 - Jan 2021 |
Dot-com crash2000–2002 | -42.47%Oct 2002 | 1y 9mo | 1y 9d | 2y 9moJan 2001 - Oct 2003 |
Bear market2022 | -30.77%Oct 2022 | 8mo 4d | 1y 4mo | 1y 12moFeb 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -24.84%Dec 2018 | 11mo 5d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 |
Drawdown Indicators
| SLF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -56.78% | -21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -9.10% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -18.90% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -25.43% | -5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -33.92% | -16.92% |
Current DrawdownCurrent decline from peak | 0.00% | -1.43% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -16.85% | -10.71% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 2.03% | +4.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Sun Life Financial Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Sun Life Financial Inc. is priced in the market compared to other companies in the Insurance - Diversified industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for SLF, comparing it with other companies in the Insurance - Diversified industry. Currently, SLF has a P/E ratio of 17.9. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for SLF relative to other companies in the Insurance - Diversified industry. Currently, SLF has a P/S ratio of 1.5. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for SLF in comparison with other companies in the Insurance - Diversified industry. Currently, SLF has a P/B value of 2.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
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Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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