COP vs. SUN
Compare and contrast key facts about ConocoPhillips Company (COP) and Sunoco LP (SUN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COP or SUN.
Performance
COP vs. SUN - Performance Comparison
Returns By Period
In the year-to-date period, COP achieves a -0.52% return, which is significantly higher than SUN's -7.31% return. Over the past 10 years, COP has underperformed SUN with an annualized return of 7.80%, while SUN has yielded a comparatively higher 11.11% annualized return.
COP
-0.52%
7.04%
-6.40%
0.76%
18.83%
7.80%
SUN
-7.31%
0.63%
0.19%
3.33%
19.79%
11.11%
Fundamentals
| COP | SUN | |
|---|---|---|
| Market Cap | $127.34B | $7.03B |
| EPS | $8.43 | $3.91 |
| PE Ratio | 13.12 | 13.21 |
| PEG Ratio | 8.24 | -3.00 |
| Total Revenue (TTM) | $55.68B | $23.07B |
| Gross Profit (TTM) | $21.97B | $1.40B |
| EBITDA (TTM) | $24.11B | $571.00M |
Key characteristics
| COP | SUN | |
|---|---|---|
| Sharpe Ratio | 0.02 | 0.11 |
| Sortino Ratio | 0.19 | 0.34 |
| Omega Ratio | 1.02 | 1.04 |
| Calmar Ratio | 0.02 | 0.13 |
| Martin Ratio | 0.03 | 0.23 |
| Ulcer Index | 12.29% | 11.86% |
| Daily Std Dev | 22.13% | 25.47% |
| Max Drawdown | -70.66% | -65.47% |
| Current Drawdown | -14.13% | -14.65% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between COP and SUN is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
COP vs. SUN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) 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.
Dividends
COP vs. SUN - Dividend Comparison
COP's dividend yield for the trailing twelve months is around 2.78%, less than SUN's 6.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.78% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
SUN Sunoco LP | 6.65% | 5.59% | 7.67% | 8.09% | 11.48% | 10.80% | 12.15% | 11.63% | 12.16% | 6.77% | 4.13% | 5.43% |
Drawdowns
COP vs. SUN - Drawdown Comparison
The maximum COP drawdown since its inception was -70.66%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for COP and SUN. For additional features, visit the drawdowns tool.
Volatility
COP vs. SUN - Volatility Comparison
ConocoPhillips Company (COP) has a higher volatility of 8.22% compared to Sunoco LP (SUN) at 6.07%. This indicates that COP's price experiences larger fluctuations and is considered to be riskier than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COP vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between ConocoPhillips Company and Sunoco LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities