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

Correlation

The correlation between CVE and SU.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CVE vs. SU.TO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-30.33%
42.22%
CVE
SU.TO

Key characteristics

Sharpe Ratio

CVE:

-1.09

SU.TO:

-0.19

Sortino Ratio

CVE:

-1.55

SU.TO:

-0.06

Omega Ratio

CVE:

0.80

SU.TO:

0.99

Calmar Ratio

CVE:

-0.64

SU.TO:

-0.25

Martin Ratio

CVE:

-1.71

SU.TO:

-0.71

Ulcer Index

CVE:

23.94%

SU.TO:

7.66%

Daily Std Dev

CVE:

37.67%

SU.TO:

29.39%

Max Drawdown

CVE:

-95.01%

SU.TO:

-73.94%

Current Drawdown

CVE:

-58.69%

SU.TO:

-14.35%

Fundamentals

Market Cap

CVE:

$22.08B

SU.TO:

CA$61.04B

EPS

CVE:

$1.20

SU.TO:

CA$4.72

PE Ratio

CVE:

10.07

SU.TO:

10.45

PEG Ratio

CVE:

0.45

SU.TO:

3.25

PS Ratio

CVE:

0.41

SU.TO:

1.20

PB Ratio

CVE:

1.04

SU.TO:

1.37

Total Revenue (TTM)

CVE:

$44.33B

SU.TO:

CA$40.45B

Gross Profit (TTM)

CVE:

$8.42B

SU.TO:

CA$14.86B

EBITDA (TTM)

CVE:

$6.68B

SU.TO:

CA$8.83B

Returns By Period

In the year-to-date period, CVE achieves a -19.48% return, which is significantly lower than SU.TO's -3.10% return. Over the past 10 years, CVE has underperformed SU.TO with an annualized return of -2.42%, while SU.TO has yielded a comparatively higher 5.26% annualized return.


CVE

YTD

-19.48%

1M

-14.27%

6M

-27.21%

1Y

-41.50%

5Y*

34.33%

10Y*

-2.42%

SU.TO

YTD

-3.10%

1M

-10.76%

6M

-7.51%

1Y

-5.61%

5Y*

21.24%

10Y*

5.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CVE vs. SU.TO — Risk-Adjusted Performance Rank

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

CVE
The Risk-Adjusted Performance Rank of CVE is 66
Overall Rank
The Sharpe Ratio Rank of CVE is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of CVE is 66
Sortino Ratio Rank
The Omega Ratio Rank of CVE is 66
Omega Ratio Rank
The Calmar Ratio Rank of CVE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of CVE is 44
Martin Ratio Rank

SU.TO
The Risk-Adjusted Performance Rank of SU.TO is 3737
Overall Rank
The Sharpe Ratio Rank of SU.TO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SU.TO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SU.TO is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SU.TO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SU.TO is 3737
Martin 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.

CVE vs. SU.TO - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for CVE, currently valued at -1.03, compared to the broader market-2.00-1.000.001.002.003.00
CVE: -1.03
SU.TO: -0.09
The chart of Sortino ratio for CVE, currently valued at -1.42, compared to the broader market-6.00-4.00-2.000.002.004.00
CVE: -1.42
SU.TO: 0.09
The chart of Omega ratio for CVE, currently valued at 0.81, compared to the broader market0.501.001.502.00
CVE: 0.81
SU.TO: 1.01
The chart of Calmar ratio for CVE, currently valued at -0.60, compared to the broader market0.001.002.003.004.005.00
CVE: -0.60
SU.TO: -0.12
The chart of Martin ratio for CVE, currently valued at -1.69, compared to the broader market-5.000.005.0010.0015.0020.00
CVE: -1.69
SU.TO: -0.32

The current CVE Sharpe Ratio is -1.09, which is lower than the SU.TO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of CVE and SU.TO, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-1.03
-0.09
CVE
SU.TO

Dividends

CVE vs. SU.TO - Dividend Comparison

CVE's dividend yield for the trailing twelve months is around 5.09%, more than SU.TO's 4.54% yield.


TTM20242023202220212020201920182017201620152014
CVE
Cenovus Energy Inc.
5.09%3.91%2.34%1.81%0.57%0.75%1.58%2.17%1.70%1.01%5.25%4.64%
SU.TO
Suncor Energy Inc.
4.54%4.30%4.94%4.35%3.34%5.15%3.95%3.78%3.62%2.65%3.17%2.74%

Drawdowns

CVE vs. SU.TO - Drawdown Comparison

The maximum CVE drawdown since its inception was -95.01%, which is greater than SU.TO's maximum drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for CVE and SU.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.69%
-12.99%
CVE
SU.TO

Volatility

CVE vs. SU.TO - Volatility Comparison

Cenovus Energy Inc. (CVE) has a higher volatility of 24.13% compared to Suncor Energy Inc. (SU.TO) at 18.27%. This indicates that CVE's price experiences larger fluctuations and is considered to be riskier than SU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.13%
18.27%
CVE
SU.TO

Financials

CVE vs. SU.TO - 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


Please note, different currencies. CVE values in USD, SU.TO values in CAD