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

Sun Life Financial Inc. (SLF.TO)

Equity · Currency in CAD · Last updated May 13, 2024

Company Info

ISINCA8667961053
CUSIP866796105
SectorFinancial Services
IndustryInsurance—Diversified

Highlights

Market CapCA$39.81B
EPSCA$5.26
PE Ratio13.02
PEG Ratio1.17
Revenue (TTM)CA$31.41B
Gross Profit (TTM)CA$14.48B
EBITDA (TTM)CA$4.70B
Year RangeCA$60.50 - CA$74.94
Target PriceCA$79.77
Short %3.47%
Short Ratio13.91

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.

Sun Life Financial Inc.

Popular comparisons: SLF.TO vs. GWO.TO, SLF.TO vs. MFC.TO, SLF.TO vs. XLF, SLF.TO vs. MRU.TO, SLF.TO vs. L.TO, SLF.TO vs. ^TNX, SLF.TO vs. MFC, SLF.TO vs. DOL.TO, SLF.TO vs. ATD.TO, SLF.TO vs. TD.TO

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,054.57%
218.09%
SLF.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Sun Life Financial Inc. had a return of 0.76% year-to-date (YTD) and 11.02% in the last 12 months. Over the past 10 years, Sun Life Financial Inc. had an annualized return of 10.34%, which was very close to the S&P 500 benchmark's annualized return of 10.67%.

PeriodReturnBenchmark
Year-To-Date0.76%9.49%
1 month-4.54%1.20%
6 months6.55%18.29%
1 year11.02%26.44%
5 years (annualized)9.39%12.64%
10 years (annualized)10.34%10.67%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.41%4.53%2.54%-4.90%0.76%
20236.38%-0.30%-4.25%5.26%0.05%5.03%0.49%-3.92%0.55%-4.42%9.40%0.29%14.37%
20222.24%-7.40%5.76%-8.44%-2.28%-4.53%0.81%-1.57%-5.06%5.33%11.46%-1.40%-6.73%
20214.42%4.53%3.71%4.41%-1.62%-1.18%1.66%0.80%0.37%8.17%-2.92%3.80%28.84%
20205.08%-5.95%-21.93%5.39%0.16%5.63%4.65%5.28%-0.33%-2.30%9.81%-1.86%-0.52%
20194.66%6.14%3.05%8.41%-4.83%3.37%1.12%0.50%8.56%-0.25%3.50%-2.31%35.86%
20182.87%-0.11%0.09%0.17%2.01%-1.42%0.70%-1.61%-1.00%-6.11%2.69%-7.57%-9.44%
2017-0.37%-6.15%1.63%-0.72%-7.10%4.53%3.06%1.26%3.63%1.13%2.37%1.77%4.39%
2016-6.88%1.37%3.87%2.15%7.07%-6.56%1.37%-2.87%3.17%5.15%15.81%-0.06%23.87%
2015-7.30%-0.02%1.38%-1.08%3.80%5.04%2.37%-1.12%2.92%2.46%0.75%-2.02%6.77%
2014-2.11%5.35%-0.16%-3.08%-0.11%6.87%5.99%-1.89%0.42%-1.26%6.76%-1.20%15.87%
201310.35%0.24%-3.78%2.53%8.11%2.60%6.77%-2.41%2.46%6.75%5.61%2.12%48.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SLF.TO is 69, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of SLF.TO is 6969
SLF.TO (Sun Life Financial Inc.)
The Sharpe Ratio Rank of SLF.TO is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of SLF.TO is 6060Sortino Ratio Rank
The Omega Ratio Rank of SLF.TO is 6262Omega Ratio Rank
The Calmar Ratio Rank of SLF.TO is 8282Calmar Ratio Rank
The Martin Ratio Rank of SLF.TO is 7373Martin 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.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

SLF.TO
Sharpe ratio
The chart of Sharpe ratio for SLF.TO, currently valued at 0.73, compared to the broader market-2.00-1.000.001.002.003.000.73
Sortino ratio
The chart of Sortino ratio for SLF.TO, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.006.001.04
Omega ratio
The chart of Omega ratio for SLF.TO, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for SLF.TO, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for SLF.TO, currently valued at 3.11, compared to the broader market-10.000.0010.0020.0030.003.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.002.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.002.004.006.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.69, compared to the broader market-10.000.0010.0020.0030.008.69

Sharpe Ratio

The current Sun Life Financial Inc. Sharpe ratio is 0.73. This value is calculated based on the past 12 months 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.73
2.86
SLF.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Sun Life Financial Inc. granted a 4.47% dividend yield in the last twelve months. The annual payout for that period amounted to CA$3.06 per share.

PeriodTTM20232022202120202019201820172016201520142013
DividendCA$3.06CA$3.00CA$2.76CA$2.31CA$2.20CA$2.10CA$1.91CA$1.75CA$1.62CA$1.51CA$1.44CA$1.44

Dividend yield

4.47%4.37%4.39%3.28%3.89%3.55%4.21%3.36%3.14%3.50%3.44%3.84%

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
2024CA$0.00CA$0.78CA$0.00CA$0.00CA$0.00CA$0.78
2023CA$0.00CA$0.72CA$0.00CA$0.00CA$0.75CA$0.00CA$0.00CA$0.75CA$0.00CA$0.00CA$0.78CA$0.00CA$3.00
2022CA$0.00CA$0.00CA$0.66CA$0.00CA$0.69CA$0.00CA$0.00CA$0.69CA$0.00CA$0.00CA$0.72CA$0.00CA$2.76
2021CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.66CA$0.00CA$2.31
2020CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$0.00CA$0.55CA$0.00CA$2.20
2019CA$0.00CA$0.50CA$0.00CA$0.00CA$0.53CA$0.00CA$0.00CA$0.53CA$0.00CA$0.00CA$0.55CA$0.00CA$2.10
2018CA$0.00CA$0.46CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.48CA$0.00CA$0.00CA$0.50CA$0.00CA$1.91
2017CA$0.00CA$0.00CA$0.42CA$0.00CA$0.44CA$0.00CA$0.00CA$0.44CA$0.00CA$0.00CA$0.46CA$0.00CA$1.75
2016CA$0.00CA$0.39CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.41CA$0.00CA$0.00CA$0.42CA$0.00CA$1.62
2015CA$0.00CA$0.36CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.38CA$0.00CA$0.00CA$0.39CA$0.00CA$1.51
2014CA$0.00CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$1.44
2013CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$0.00CA$0.36CA$0.00CA$1.44

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%4.5%
Sun Life Financial Inc. has a dividend yield of 4.47%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%48.3%
Sun Life Financial Inc. has a payout ratio of 48.26%, 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.

-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.06%
0
SLF.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 71.53%, occurring on Mar 9, 2009. Recovery took 1344 trading sessions.

The current Sun Life Financial Inc. drawdown is 8.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.53%Dec 11, 2007311Mar 9, 20091344Jul 16, 20141655
-45.99%Feb 18, 202025Mar 23, 2020240Mar 8, 2021265
-39.49%Jan 2, 2001445Oct 7, 2002381Apr 12, 2004826
-24.48%Feb 10, 2022168Oct 12, 2022194Jul 21, 2023362
-20.14%May 22, 2018151Dec 24, 201877Apr 16, 2019228

Volatility

Volatility Chart

The current Sun Life Financial Inc. volatility is 7.68%, 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%7.00%8.00%December2024FebruaryMarchAprilMay
7.68%
3.42%
SLF.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
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Income Statement

Income Statement
Balance Sheet
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Quarterly
TTM
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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Total Operating Expenses

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Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

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Non Recurring

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Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items