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EMA-PC.TO vs. SLF-PC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EMA-PC.TO vs. SLF-PC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Emera Incorporated (EMA-PC.TO) and Sun Life Financial Inc. (SLF-PC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMA-PC.TO achieves a 7.94% return, which is significantly higher than SLF-PC.TO's 3.86% return. Over the past 10 years, EMA-PC.TO has outperformed SLF-PC.TO with an annualized return of 10.07%, while SLF-PC.TO has yielded a comparatively lower 5.16% annualized return.


EMA-PC.TO

1D
0.62%
1M
3.25%
6M
6.86%
YTD
7.94%
1Y
13.39%
3Y*
16.02%
5Y*
8.31%
10Y*
10.07%
ALL TIME*
5.97%

SLF-PC.TO

1D
0.64%
1M
1.98%
6M
3.53%
YTD
3.86%
1Y
8.99%
3Y*
13.98%
5Y*
3.00%
10Y*
5.16%
ALL TIME*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$74.31KCA$156.56KCA$154.27K
CA$89.30KCA$72.12KCA$77.55K

EMA-PC.TO vs. SLF-PC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMA-PC.TO
Emera Incorporated
7.94%15.47%23.62%16.61%-18.92%44.17%3.84%-7.46%-8.81%17.30%
SLF-PC.TO
Sun Life Financial Inc.
3.86%14.44%16.24%6.11%-22.44%7.96%19.50%11.98%-1.98%6.52%

Correlation

The correlation between EMA-PC.TO and SLF-PC.TO is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (10Y)
Provides a long-term view across more market conditions.

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2012

0.19

The correlation between EMA-PC.TO and SLF-PC.TO shifts across timeframes, from 0.10 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

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Return for Risk

EMA-PC.TO vs. SLF-PC.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMA-PC.TO
EMA-PC.TO Risk / Return Rank: 9494
Overall Rank
EMA-PC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EMA-PC.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
EMA-PC.TO Omega Ratio Rank: 9292
Omega Ratio Rank
EMA-PC.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
EMA-PC.TO Martin Ratio Rank: 9797
Martin Ratio Rank

SLF-PC.TO
SLF-PC.TO Risk / Return Rank: 6666
Overall Rank
SLF-PC.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SLF-PC.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
SLF-PC.TO Omega Ratio Rank: 5858
Omega Ratio Rank
SLF-PC.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
SLF-PC.TO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EMA-PC.TO vs. SLF-PC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emera Incorporated (EMA-PC.TO) and Sun Life Financial Inc. (SLF-PC.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.

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.


EMA-PC.TOSLF-PC.TODifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.39

1.12

+0.27

Calmar ratioReturn relative to maximum drawdown

5.32

1.15

+4.17

Martin ratioReturn relative to average drawdown

20.27

3.43

+16.83

EMA-PC.TO vs. SLF-PC.TO - Sharpe Ratio Comparison

The current EMA-PC.TO Sharpe Ratio is 2.01, which is higher than the SLF-PC.TO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EMA-PC.TO and SLF-PC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMA-PC.TO vs. SLF-PC.TO - Drawdown Comparison

The maximum EMA-PC.TO drawdown since its inception was -45.60%, roughly equal to the maximum SLF-PC.TO drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for EMA-PC.TO and SLF-PC.TO.


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Drawdown Indicators


EMA-PC.TOSLF-PC.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.60%

-46.37%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-6.55%

+3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.62%

-8.64%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-28.76%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.60%

-34.23%

-11.37%

Current Drawdown

Current decline from peak

0.00%

-0.54%

+0.54%

Average Drawdown

Average peak-to-trough decline

-8.90%

-7.59%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.19%

-1.46%

Volatility

EMA-PC.TO vs. SLF-PC.TO - Volatility Comparison

The current volatility for Emera Incorporated (EMA-PC.TO) is 2.65%, while Sun Life Financial Inc. (SLF-PC.TO) has a volatility of 3.58%. This indicates that EMA-PC.TO experiences smaller price fluctuations and is considered to be less risky than SLF-PC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMA-PC.TOSLF-PC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.58%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

7.83%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

7.41%

10.83%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

12.98%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

15.20%

+1.30%

Dividends

EMA-PC.TO vs. SLF-PC.TO - Dividend Comparison

EMA-PC.TO's dividend yield for the trailing twelve months is around 7.69%, more than SLF-PC.TO's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
EMA-PC.TO
Emera Incorporated
6.16%6.34%6.85%6.29%6.29%4.83%6.60%6.40%5.02%4.22%4.73%5.20%
SLF-PC.TO
Sun Life Financial Inc.
5.02%5.09%5.52%6.07%6.06%4.45%4.59%5.21%5.53%5.14%5.21%5.32%

Financials

EMA-PC.TO vs. SLF-PC.TO - Financials Comparison

This section allows you to compare key financial metrics between Emera Incorporated and Sun Life Financial 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 CAD except per share items

Frequently Asked Questions


EMA-PC.TO and SLF-PC.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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