C vs. SUN

Last updated Jun 13, 2026

C (Citigroup Inc.) and SUN (Sunoco LP) are both stocks. C operates in Banks - Diversified (Financial Services), while SUN operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, C returned 16.22%/yr vs 18.66%/yr for SUN. At a 0.27 correlation, their price movements are largely independent.

Performance

C vs. SUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Sunoco LP (SUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 21.02% return, which is significantly lower than SUN's 28.53% return. Over the past 10 years, C has underperformed SUN with an annualized return of 16.22%, while SUN has yielded a comparatively higher 18.66% annualized return.

C

• 1D: 1.27%
• 1M: 12.68%
• YTD: 21.02%
• 6M: 26.32%
• 1Y: 82.79%
• 3Y*: 46.87%
• 5Y*: 16.80%
• 10Y*: 16.22%

SUN

• 1D: 1.57%
• 1M: -6.67%
• YTD: 28.53%
• 6M: 25.21%
• 1Y: 29.03%
• 3Y*: 21.16%
• 5Y*: 19.32%
• 10Y*: 18.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. SUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	21.02%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
SUN Sunoco LP	28.53%	8.88%	-8.59%	49.38%	13.95%	55.26%	6.28%	24.78%	7.71%	17.86%

Correlation

The correlation between C and SUN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012	0.27

Over the past year, the correlation between C and SUN has dropped to 0.03 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

Market Cap C : $248.34B SUN : $3.37T
EPS C : $8.65 SUN : $0.06
PE Ratio C : 16.17 SUN : 1.02K
PS Ratio C : 1.51 SUN : 42.37
PB Ratio C : 1.30 SUN : 1.30K
Total Revenue (TTM) C : $171.19B SUN : $20.02B
Gross Profit (TTM) C : $77.85B SUN : $1.75B
EBITDA (TTM) C : $24.12B SUN : $2.10B

Return for Risk

C vs. SUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C

C Risk / Return Rank: 94
C Sharpe Ratio Rank: 95
C Sortino Ratio Rank: 94
C Omega Ratio Rank: 92
C Calmar Ratio Rank: 94
C Martin Ratio Rank: 94

SUN

SUN Risk / Return Rank: 77
SUN Sharpe Ratio Rank: 79
SUN Sortino Ratio Rank: 73
SUN Omega Ratio Rank: 70
SUN Calmar Ratio Rank: 82
SUN Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C vs. SUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Sunoco LP (SUN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	C	SUN	Difference
Sharpe ratio: Return per unit of total volatility	2.93	1.27	+1.67
Sortino ratio: Return per unit of downside risk	3.57	1.80	+1.77
Omega ratio: Gain probability vs. loss probability	1.45	1.21	+0.24
Calmar ratio: Return relative to maximum drawdown	5.64	2.64	+3.00
Martin ratio: Return relative to average drawdown	16.25	6.54	+9.71

C vs. SUN - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the SUN Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of C and SUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

C vs. SUN - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for C and SUN.

Drawdown Indicators

	C	SUN	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-65.47%	-32.53%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-11.05%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-21.29%	-10.02%
Max Drawdown (5Y) Largest decline over 5 years	-44.53%	-21.29%	-23.24%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-62.94%	+6.43%
Current Drawdown Current decline from peak	-62.68%	-9.53%	-53.15%
Average Drawdown Average peak-to-trough decline	-43.51%	-16.30%	-27.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	4.47%	+0.65%

Volatility

C vs. SUN - Volatility Comparison

Citigroup Inc. (C) and Sunoco LP (SUN) have volatilities of 8.30% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	SUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	8.22%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	23.09%	16.97%	+6.12%
Volatility (1Y) Calculated over the trailing 1-year period	28.37%	23.06%	+5.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.20%	23.67%	+5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	31.76%	+1.47%

Dividends

C vs. SUN - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, less than SUN's 5.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.72%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
SUN Sunoco LP	5.74%	6.89%	6.74%	5.59%	7.66%	8.09%	11.47%	10.79%	12.14%	11.63%	12.16%	6.78%

Financials

Frequently Asked Questions

Can I hold both C and SUN in my portfolio?

C and SUN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, C or SUN?

C has higher volatility (8.30%) compared to SUN (8.22%). In terms of maximum drawdown, C dropped -98.00% vs SUN's -65.47%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.93 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.