EMA-PC.TO vs. SLF-PC.TO
EMA-PC.TO (Emera Incorporated) and SLF-PC.TO (Sun Life Financial Inc.) are both stocks. EMA-PC.TO operates in Utilities - Regulated Electric (Utilities), while SLF-PC.TO operates in Insurance - Diversified (Financial Services). Over the past 10 years, EMA-PC.TO returned 10.07%/yr vs 5.16%/yr for SLF-PC.TO. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
EMA-PC.TO vs. SLF-PC.TO - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EMA-PC.TO Emera Incorporated | CA$74.31K | CA$156.56K | CA$154.27K |
SLF-PC.TO Sun Life Financial Inc. | CA$89.30K | CA$72.12K | CA$77.55K |
EMA-PC.TO vs. SLF-PC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EMA-PC.TO
SLF-PC.TO
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.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
| 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 |
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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.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.54% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -7.59% | -1.31% |
Ulcer IndexDepth 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.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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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