COP vs. SUN
COP (ConocoPhillips Company) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — COP in Oil & Gas E&P, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, COP returned 13.26%/yr vs 18.33%/yr for SUN. At a 0.36 correlation, their price movements are largely independent.
Performance
COP vs. SUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COP achieves a 19.27% return, which is significantly lower than SUN's 28.39% return. Over the past 10 years, COP has underperformed SUN with an annualized return of 13.26%, while SUN has yielded a comparatively higher 18.33% annualized return.
COP
- 1D
- 0.25%
- 1M
- -8.71%
- YTD
- 19.27%
- 6M
- 20.40%
- 1Y
- 23.89%
- 3Y*
- 6.51%
- 5Y*
- 16.48%
- 10Y*
- 13.26%
SUN
- 1D
- 3.98%
- 1M
- -7.20%
- YTD
- 28.39%
- 6M
- 28.15%
- 1Y
- 31.03%
- 3Y*
- 22.43%
- 5Y*
- 19.61%
- 10Y*
- 18.33%
COP vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 19.27% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
SUN Sunoco LP | 28.39% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between COP and SUN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.36 |
Fundamentals
COP:
$134.71B
SUN:
$3.36T
COP:
$5.90
SUN:
$0.06
COP:
18.64
SUN:
1.01K
COP:
2.34
SUN:
42.33
COP:
2.09
SUN:
1.30K
COP:
$58.31B
SUN:
$20.02B
COP:
$17.02B
SUN:
$1.75B
COP:
$22.44B
SUN:
$2.10B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COP vs. SUN — Risk / Return Rank
COP
SUN
COP vs. SUN - Risk-Adjusted Trends 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.
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.
| COP | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.38 | -1.11 |
| Martin ratioReturn relative to average drawdown | 3.35 | 6.48 | -3.14 |
Loading charts...
Drawdowns
COP vs. SUN - Drawdown Comparison
The maximum COP drawdown since its inception was -84.55%, 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.
Loading charts...
Drawdown Indicators
| COP | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.55% | -65.47% | -19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -18.88% | -13.09% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -21.29% | -14.90% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -21.29% | -14.90% |
Max Drawdown (10Y)Largest decline over 10 years | -70.66% | -62.94% | -7.72% |
Current DrawdownCurrent decline from peak | -17.20% | -9.63% | -7.57% |
Average DrawdownAverage peak-to-trough decline | -25.48% | -16.29% | -9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.16% | 4.80% | +2.36% |
Volatility
COP vs. SUN - Volatility Comparison
ConocoPhillips Company (COP) and Sunoco LP (SUN) have volatilities of 9.12% and 8.94%, 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.
Loading charts...
Volatility by Period
| COP | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.12% | 8.94% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 22.71% | 17.47% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.59% | 23.43% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 23.71% | +9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.62% | 31.75% | +5.87% |
Dividends
COP vs. SUN - Dividend Comparison
COP's dividend yield for the trailing twelve months is around 3.00%, less than SUN's 5.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 3.00% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
SUN Sunoco LP | 5.75% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
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
Frequently Asked Questions
COP and SUN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (9.12%) compared to SUN (8.94%). In terms of maximum drawdown, COP dropped -84.55% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.33 vs 0.82), 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.
Find the right allocation for COP and SUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer