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CVE vs. SU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVE and SU is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CVE vs. SU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cenovus Energy Inc. (CVE) and Suncor Energy Inc. (SU). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.64%
-4.21%
CVE
SU

Key characteristics

Sharpe Ratio

CVE:

-0.30

SU:

0.62

Sortino Ratio

CVE:

-0.23

SU:

1.02

Omega Ratio

CVE:

0.97

SU:

1.12

Calmar Ratio

CVE:

-0.17

SU:

0.47

Martin Ratio

CVE:

-0.59

SU:

2.87

Ulcer Index

CVE:

14.47%

SU:

5.44%

Daily Std Dev

CVE:

28.47%

SU:

25.35%

Max Drawdown

CVE:

-95.01%

SU:

-81.07%

Current Drawdown

CVE:

-50.97%

SU:

-22.83%

Fundamentals

Market Cap

CVE:

$27.11B

SU:

$45.15B

EPS

CVE:

$1.40

SU:

$4.37

PE Ratio

CVE:

10.55

SU:

8.20

PEG Ratio

CVE:

0.45

SU:

0.07

Total Revenue (TTM)

CVE:

$55.67B

SU:

$52.91B

Gross Profit (TTM)

CVE:

$9.49B

SU:

$23.08B

EBITDA (TTM)

CVE:

$10.27B

SU:

$18.31B

Returns By Period

In the year-to-date period, CVE achieves a -10.00% return, which is significantly lower than SU's 13.52% return. Over the past 10 years, CVE has underperformed SU with an annualized return of -1.49%, while SU has yielded a comparatively higher 4.79% annualized return.


CVE

YTD

-10.00%

1M

-8.62%

6M

-21.10%

1Y

-11.01%

5Y*

10.13%

10Y*

-1.49%

SU

YTD

13.52%

1M

-13.71%

6M

-3.87%

1Y

13.20%

5Y*

6.05%

10Y*

4.79%

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Risk-Adjusted Performance

CVE vs. SU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cenovus Energy Inc. (CVE) and Suncor Energy Inc. (SU). 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.


Sharpe ratio
The chart of Sharpe ratio for CVE, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.300.62
The chart of Sortino ratio for CVE, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.231.02
The chart of Omega ratio for CVE, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.12
The chart of Calmar ratio for CVE, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.170.76
The chart of Martin ratio for CVE, currently valued at -0.59, compared to the broader market0.0010.0020.00-0.592.87
CVE
SU

The current CVE Sharpe Ratio is -0.30, which is lower than the SU Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CVE and SU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.30
0.62
CVE
SU

Dividends

CVE vs. SU - Dividend Comparison

CVE's dividend yield for the trailing twelve months is around 4.10%, less than SU's 4.62% yield.


TTM20232022202120202019201820172016201520142013
CVE
Cenovus Energy Inc.
4.10%2.34%1.81%0.57%0.75%1.58%2.17%1.70%1.01%5.25%4.64%3.27%
SU
Suncor Energy Inc.
4.62%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%1.99%

Drawdowns

CVE vs. SU - Drawdown Comparison

The maximum CVE drawdown since its inception was -95.01%, which is greater than SU's maximum drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for CVE and SU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.97%
-15.20%
CVE
SU

Volatility

CVE vs. SU - Volatility Comparison

Cenovus Energy Inc. (CVE) has a higher volatility of 7.47% compared to Suncor Energy Inc. (SU) at 5.95%. This indicates that CVE's price experiences larger fluctuations and is considered to be riskier than SU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.47%
5.95%
CVE
SU

Financials

CVE vs. SU - Financials Comparison

This section allows you to compare key financial metrics between Cenovus Energy Inc. and Suncor Energy Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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