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

Correlation

The correlation between CVI and SU is 0.49, 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

CVI vs. SU - Performance Comparison

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

0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
212.95%
12.25%
CVI
SU

Key characteristics

Sharpe Ratio

CVI:

-0.85

SU:

-0.17

Sortino Ratio

CVI:

-1.06

SU:

-0.03

Omega Ratio

CVI:

0.85

SU:

1.00

Calmar Ratio

CVI:

-0.77

SU:

-0.18

Martin Ratio

CVI:

-1.31

SU:

-0.65

Ulcer Index

CVI:

33.08%

SU:

7.98%

Daily Std Dev

CVI:

51.08%

SU:

30.24%

Max Drawdown

CVI:

-92.39%

SU:

-81.07%

Current Drawdown

CVI:

-49.25%

SU:

-20.29%

Fundamentals

Market Cap

CVI:

$1.84B

SU:

$44.16B

EPS

CVI:

$0.06

SU:

$3.41

PE Ratio

CVI:

305.00

SU:

10.44

PEG Ratio

CVI:

-2.16

SU:

0.07

PS Ratio

CVI:

0.24

SU:

0.87

PB Ratio

CVI:

2.62

SU:

1.35

Total Revenue (TTM)

CVI:

$5.75B

SU:

$41.58B

Gross Profit (TTM)

CVI:

$61.00M

SU:

$15.98B

EBITDA (TTM)

CVI:

$188.00M

SU:

$11.81B

Returns By Period

In the year-to-date period, CVI achieves a -1.76% return, which is significantly lower than SU's 0.89% return. Over the past 10 years, CVI has underperformed SU with an annualized return of 0.67%, while SU has yielded a comparatively higher 4.69% annualized return.


CVI

YTD

-1.76%

1M

-9.04%

6M

-22.48%

1Y

-42.81%

5Y*

9.38%

10Y*

0.67%

SU

YTD

0.89%

1M

-8.39%

6M

-6.64%

1Y

-5.86%

5Y*

23.11%

10Y*

4.69%

*Annualized

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Risk-Adjusted Performance

CVI vs. SU — Risk-Adjusted Performance Rank

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

CVI
The Risk-Adjusted Performance Rank of CVI is 1111
Overall Rank
The Sharpe Ratio Rank of CVI is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CVI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of CVI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CVI is 77
Calmar Ratio Rank
The Martin Ratio Rank of CVI is 1515
Martin Ratio Rank

SU
The Risk-Adjusted Performance Rank of SU is 3939
Overall Rank
The Sharpe Ratio Rank of SU is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SU is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SU is 3939
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.

CVI vs. SU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CVR Energy, Inc. (CVI) 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.


The chart of Sharpe ratio for CVI, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.003.00
CVI: -0.85
SU: -0.17
The chart of Sortino ratio for CVI, currently valued at -1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
CVI: -1.06
SU: -0.03
The chart of Omega ratio for CVI, currently valued at 0.85, compared to the broader market0.501.001.502.00
CVI: 0.85
SU: 1.00
The chart of Calmar ratio for CVI, currently valued at -0.77, compared to the broader market0.001.002.003.004.005.00
CVI: -0.77
SU: -0.18
The chart of Martin ratio for CVI, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.00
CVI: -1.31
SU: -0.65

The current CVI Sharpe Ratio is -0.85, which is lower than the SU Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of CVI 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.85
-0.17
CVI
SU

Dividends

CVI vs. SU - Dividend Comparison

CVI's dividend yield for the trailing twelve months is around 5.43%, more than SU's 4.52% yield.


TTM20242023202220212020201920182017201620152014
CVI
CVR Energy, Inc.
5.43%8.00%14.85%15.32%14.28%8.05%7.54%7.25%5.37%7.88%5.08%12.92%
SU
Suncor Energy Inc.
4.52%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%

Drawdowns

CVI vs. SU - Drawdown Comparison

The maximum CVI drawdown since its inception was -92.39%, which is greater than SU's maximum drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for CVI and SU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-49.25%
-20.29%
CVI
SU

Volatility

CVI vs. SU - Volatility Comparison

CVR Energy, Inc. (CVI) has a higher volatility of 19.29% compared to Suncor Energy Inc. (SU) at 17.72%. This indicates that CVI'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%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.29%
17.72%
CVI
SU

Financials

CVI vs. SU - Financials Comparison

This section allows you to compare key financial metrics between CVR 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