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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 Nov 14, 2024

Company Info

ISINCA8667961053
CUSIP866796105
SectorFinancial Services
IndustryInsurance - Diversified

Highlights

Market CapCA$48.10B
EPS (TTM)CA$6.16
PE Ratio13.54
PEG Ratio1.26
Total Revenue (TTM)CA$49.97B
Gross Profit (TTM)CA$34.79B
EBITDA (TTM)CA$589.00M
Year RangeCA$63.67 - CA$83.51
Target PriceCA$83.67
Short %3.47%
Short Ratio11.52

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.

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.89%
16.03%
SLF.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Returns By Period

Sun Life Financial Inc. had a return of 27.04% year-to-date (YTD) and 28.82% in the last 12 months. Over the past 10 years, Sun Life Financial Inc. had an annualized return of 11.79%, while the S&P 500 benchmark had an annualized return of 11.39%, indicating that Sun Life Financial Inc. performed slightly bigger than the benchmark.

PeriodReturnBenchmark
Year-To-Date27.04%25.48%
1 month7.20%2.14%
6 months24.89%12.76%
1 year28.82%33.14%
5 years (annualized)11.20%13.96%
10 years (annualized)11.79%11.39%

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%-1.66%-1.80%2.18%8.37%6.79%-1.59%27.04%
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%-1.17%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 risk-adjusted rank of SLF.TO is 89, placing it in the top 11% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SLF.TO is 8989
Combined Rank
The Sharpe Ratio Rank of SLF.TO is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of SLF.TO is 8888Sortino Ratio Rank
The Omega Ratio Rank of SLF.TO is 9191Omega Ratio Rank
The Calmar Ratio Rank of SLF.TO is 9292Calmar Ratio Rank
The Martin Ratio Rank of SLF.TO is 8181Martin 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 2.22, compared to the broader market-4.00-2.000.002.004.002.22
Sortino ratio
The chart of Sortino ratio for SLF.TO, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.006.002.97
Omega ratio
The chart of Omega ratio for SLF.TO, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for SLF.TO, currently valued at 2.79, compared to the broader market0.002.004.006.002.79
Martin ratio
The chart of Martin ratio for SLF.TO, currently valued at 7.15, compared to the broader market0.0010.0020.0030.007.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current Sun Life Financial Inc. Sharpe ratio is 2.22. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.22
3.29
SLF.TO (Sun Life Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Sun Life Financial Inc. provided a 3.77% dividend yield over the last twelve months, with an annual payout of CA$3.18 per share. The company has been increasing its dividends for 23 consecutive years.

3.20%3.40%3.60%3.80%4.00%4.20%4.40%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.00CA$2.50CA$3.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$3.18CA$3.00CA$2.76CA$2.31CA$2.20CA$2.10CA$1.91CA$1.75CA$1.62CA$1.51CA$1.44CA$1.44

Dividend yield

3.77%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$0.81CA$0.00CA$0.00CA$0.81CA$0.00CA$0.00CA$0.00CA$2.40
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%3.8%
Sun Life Financial Inc. has a dividend yield of 3.77%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%47.8%
Sun Life Financial Inc. has a payout ratio of 47.75%, 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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
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.

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, 2001460Oct 7, 2002395Apr 12, 2004855
-24.48%Feb 10, 2022168Oct 12, 2022195Jul 21, 2023363
-20.13%May 22, 2018151Dec 24, 201877Apr 16, 2019228

Volatility

Volatility Chart

The current Sun Life Financial Inc. volatility is 5.05%, 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%JuneJulyAugustSeptemberOctoberNovember
5.05%
4.13%
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
0.0

Valuation

The Valuation section provides an assessment of the market value of Sun Life Financial Inc. compared to its peers in the Insurance - Diversified industry.

PE Ratio
20.040.060.080.013.5
The chart displays the price to earnings (P/E) ratio for SLF.TO in comparison to other companies of the Insurance - Diversified industry. Currently, SLF.TO has a PE value of 13.5. This PE ratio falls in the average range for the industry.
PEG Ratio
-5.00.05.010.01.3
The chart displays the price to earnings to growth (PEG) ratio for SLF.TO in comparison to other companies of the Insurance - Diversified industry. Currently, SLF.TO has a PEG value of 1.3. This PEG ratio falls in the average range for the industry.

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

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Values in undefined except per share items