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

Company Info

ISIN

CA8667968579

Sector

Financial Services

Highlights

Market Cap

CA$41.86B

EPS (TTM)

CA$6.55

PE Ratio

3.14

Total Revenue (TTM)

CA$32.13B

Year Range

CA$18.23 - CA$20.98

Short Ratio

0.03

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.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.26%
15.56%
SLF-PK.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Returns By Period

Sun Life Financial Inc. had a return of 3.26% year-to-date (YTD) and 4.83% in the last 12 months.


SLF-PK.TO

YTD

3.26%

1M

0.73%

6M

5.26%

1Y

4.83%

5Y*

10.77%

10Y*

N/A

^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-PK.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.86%3.26%
20241.02%0.02%-5.91%3.40%4.61%-3.47%6.41%-3.71%-1.79%0.21%1.30%2.36%3.79%
20236.74%7.82%-5.38%-0.05%1.73%1.06%-0.00%2.18%0.52%0.78%9.68%-1.01%25.77%
2022-0.46%-2.76%-1.47%-5.08%2.94%-3.20%-8.57%8.68%-2.63%-4.32%4.52%-1.93%-14.43%
20213.03%15.29%-0.05%0.49%1.65%10.43%1.78%-1.44%-0.04%0.00%-0.09%-4.51%28.11%
20201.23%-9.24%-27.28%15.15%-0.38%-0.66%12.13%6.03%0.71%3.60%10.18%9.19%13.63%
2019-1.36%4.50%-6.07%5.28%-5.07%-4.03%3.95%-6.62%2.89%3.32%0.52%1.25%-2.50%
20187.66%1.06%-4.35%-1.72%4.77%-0.00%2.27%3.20%-2.61%-6.07%-6.93%-8.79%-12.16%
20176.53%4.64%2.48%2.23%-0.15%2.57%8.86%-0.13%3.02%-4.05%2.79%-3.73%27.17%
20162.19%3.20%1.80%7.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLF-PK.TO is 55, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SLF-PK.TO is 5555
Overall Rank
The Sharpe Ratio Rank of SLF-PK.TO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF-PK.TO is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SLF-PK.TO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SLF-PK.TO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SLF-PK.TO is 5757
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-PK.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-PK.TO, currently valued at 0.26, compared to the broader market-2.000.002.004.000.261.59
The chart of Sortino ratio for SLF-PK.TO, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.000.512.16
The chart of Omega ratio for SLF-PK.TO, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.29
The chart of Calmar ratio for SLF-PK.TO, currently valued at 0.51, compared to the broader market0.002.004.006.000.512.40
The chart of Martin ratio for SLF-PK.TO, currently valued at 0.98, compared to the broader market0.0010.0020.0030.000.989.79
SLF-PK.TO
^GSPC

The current Sun Life Financial Inc. Sharpe ratio is 0.26. 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.26
2.26
SLF-PK.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Sun Life Financial Inc. provided a 6.50% dividend yield over the last twelve months, with an annual payout of CA$1.34 per share.


0.00%2.00%4.00%6.00%8.00%CA$0.00CA$0.50CA$1.00CA$1.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
DividendCA$1.34CA$1.34CA$1.69CA$0.89CA$0.57CA$0.77CA$0.96CA$0.85CA$0.68CA$0.17

Dividend yield

6.50%6.71%8.25%5.01%2.63%4.43%5.92%4.79%3.27%0.99%

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$0.45CA$0.00CA$0.00CA$0.45CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.00CA$0.00CA$1.34
2023CA$0.00CA$0.39CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.42CA$0.00CA$0.00CA$0.46CA$0.00CA$1.69
2022CA$0.00CA$0.00CA$0.14CA$0.00CA$0.17CA$0.00CA$0.00CA$0.23CA$0.00CA$0.00CA$0.35CA$0.00CA$0.89
2021CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.15CA$0.00CA$0.57
2020CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.15CA$0.00CA$0.77
2019CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.24CA$0.00CA$0.96
2018CA$0.00CA$0.19CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.23CA$0.00CA$0.85
2017CA$0.00CA$0.00CA$0.17CA$0.00CA$0.17CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.18CA$0.00CA$0.68
2016CA$0.17CA$0.00CA$0.17

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
-1.81%
-1.74%
SLF-PK.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 58.59%, occurring on Mar 19, 2020. Recovery took 226 trading sessions.

The current Sun Life Financial Inc. drawdown is 1.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.59%Sep 11, 2018383Mar 19, 2020226Feb 11, 2021609
-25.13%Oct 18, 2021251Oct 17, 2022281Nov 28, 2023532
-9.43%Dec 13, 202370Mar 25, 202485Jul 25, 2024155
-9.39%Aug 30, 20247Sep 10, 202488Jan 16, 202595
-7.08%Jan 15, 201871Apr 25, 201859Jul 19, 2018130

Volatility

Volatility Chart

The current Sun Life Financial Inc. volatility is 2.58%, 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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.58%
3.99%
SLF-PK.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..


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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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Disclaimer

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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