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Sun Life Financial Inc. (SLF-PG.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Sun Life Financial Inc. (SLF-PG.TO)

Equity · Currency in CAD · Last updated Feb 13, 2025

Company Info

ISIN

CA8667968819

Sector

Financial Services

Industry

Insurance - Diversified

Highlights

Market Cap

CA$40.18B

EPS (TTM)

CA$6.55

PE Ratio

2.63

Total Revenue (TTM)

CA$32.13B

Year Range

CA$14.30 - CA$18.31

Short Ratio

7.93

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Sun Life Financial Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.77%
15.57%
SLF-PG.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Returns By Period

Sun Life Financial Inc. had a return of 2.70% year-to-date (YTD) and 17.65% in the last 12 months. Over the past 10 years, Sun Life Financial Inc. had an annualized return of 3.50%, while the S&P 500 had an annualized return of 11.21%, indicating that Sun Life Financial Inc. did not perform as well as the benchmark.

SLF-PG.TO

YTD

2.70%

1M

-0.51%

6M

8.77%

1Y

17.65%

5Y*

9.13%

10Y*

3.50%

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

The table below presents the monthly returns of SLF-PG.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.57%2.70%
20248.38%1.16%1.61%6.00%8.92%-0.92%-3.36%1.30%-3.10%-0.80%1.30%4.47%26.91%
20237.18%-0.64%-6.20%-0.40%-1.40%4.09%2.36%-3.06%5.60%-4.24%13.88%-3.99%12.03%
2022-0.98%-6.48%3.16%-12.09%4.27%-8.63%-0.97%1.70%-8.55%-3.85%7.69%-6.83%-28.91%
20218.72%16.14%1.35%3.27%-0.99%4.99%1.44%5.83%1.58%4.39%0.18%2.22%60.16%
2020-3.25%-8.58%-25.63%5.92%-0.11%-1.64%17.78%1.59%-2.82%4.44%11.74%-1.25%-8.27%
2019-5.00%6.12%-4.67%3.59%-7.79%-1.39%1.18%-4.53%0.00%3.10%-1.28%4.08%-7.37%
20185.81%1.86%-2.13%-1.30%3.22%0.05%1.95%1.63%-0.80%-5.78%-8.51%-10.63%-14.86%
20175.97%-0.97%3.16%-1.91%0.51%5.69%2.03%-1.92%2.98%4.53%1.85%-1.29%22.16%
2016-13.40%-1.19%2.70%7.22%2.75%-2.76%2.41%1.05%-0.42%-0.35%2.39%7.08%6.00%
2015-18.29%-0.45%0.40%-2.56%0.87%-4.18%2.27%-0.47%-8.22%0.33%0.60%1.46%-26.41%
20141.49%2.44%0.09%0.48%-1.70%1.22%0.49%0.18%-1.74%-0.23%-2.47%3.41%3.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, SLF-PG.TO is among the top 21% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SLF-PG.TO is 7979
Overall Rank
The Sharpe Ratio Rank of SLF-PG.TO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF-PG.TO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SLF-PG.TO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SLF-PG.TO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SLF-PG.TO is 7676
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sun Life Financial Inc. (SLF-PG.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

Sharpe ratio
The chart of Sharpe ratio for SLF-PG.TO, currently valued at 1.27, compared to the broader market-2.000.002.004.001.271.59
The chart of Sortino ratio for SLF-PG.TO, currently valued at 1.89, compared to the broader market-6.00-4.00-2.000.002.004.001.892.16
The chart of Omega ratio for SLF-PG.TO, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for SLF-PG.TO, currently valued at 0.98, compared to the broader market0.002.004.006.000.982.40
The chart of Martin ratio for SLF-PG.TO, currently valued at 3.88, compared to the broader market0.0010.0020.0030.003.889.79
SLF-PG.TO
^GSPC

The current Sun Life Financial Inc. Sharpe ratio is 1.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sun Life Financial Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.27
2.26
SLF-PG.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Sun Life Financial Inc. provided a 1.95% dividend yield over the last twelve months, with an annual payout of CA$0.34 per share.

2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
DividendCA$0.34CA$0.34CA$0.46CA$0.46CA$0.46CA$0.51CA$0.57CA$0.57CA$0.57CA$0.57CA$0.83CA$1.09

Dividend yield

1.95%2.01%3.33%3.60%2.48%4.34%4.21%3.74%3.09%3.65%5.41%4.98%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.00CA$0.00CA$0.34
2023CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.46
2022CA$0.00CA$0.00CA$0.11CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.46
2021CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.46
2020CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.51
2019CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.57
2018CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.57
2017CA$0.00CA$0.00CA$0.14CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.57
2016CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.57
2015CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.83
2014CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$0.00CA$0.27CA$0.00CA$1.09

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.37%
-1.74%
SLF-PG.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

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 63.15%, occurring on Mar 23, 2020. Recovery took 385 trading sessions.

The current Sun Life Financial Inc. drawdown is 4.37%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.15%May 27, 20131713Mar 23, 2020385Oct 4, 20212098
-33.45%Jan 14, 2022343May 26, 2023409Jan 13, 2025752
-13.93%Jul 27, 2011103Dec 21, 201188Apr 30, 2012191
-8.98%Nov 11, 202121Dec 9, 202118Jan 7, 202239
-5.95%Jan 22, 202513Feb 7, 2025———

Volatility

Volatility Chart

The current Sun Life Financial Inc. volatility is 4.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.49%
3.99%
SLF-PG.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

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.
Annual
Quarterly
0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Sun Life Financial Inc..

Loading data...

Income Statement

TTM
Revenue

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

—
Values in undefined except per share items
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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