ENB vs. SUN
ENB (Enbridge Inc.) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — ENB in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, ENB returned 9.68%/yr vs 18.66%/yr for SUN. At a 0.35 correlation, their price movements are largely independent.
Performance
ENB vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, ENB achieves a 21.23% return, which is significantly lower than SUN's 28.53% return. Over the past 10 years, ENB has underperformed SUN with an annualized return of 9.68%, while SUN has yielded a comparatively higher 18.66% annualized return.
ENB
- 1D
- 0.07%
- 1M
- 3.68%
- YTD
- 21.23%
- 6M
- 21.95%
- 1Y
- 27.43%
- 3Y*
- 22.21%
- 5Y*
- 14.42%
- 10Y*
- 9.68%
SUN
- 1D
- 1.57%
- 1M
- -6.67%
- YTD
- 28.53%
- 6M
- 25.21%
- 1Y
- 29.03%
- 3Y*
- 21.16%
- 5Y*
- 19.32%
- 10Y*
- 18.66%
ENB vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENB Enbridge Inc. | 21.23% | 19.51% | 26.35% | -1.13% | 6.46% | 30.83% | -13.60% | 36.05% | -15.53% | -2.73% |
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between ENB and SUN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.35 |
The correlation between ENB and SUN shifts across timeframes, from 0.21 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ENB:
$4.92
SUN:
$0.06
ENB:
11.48
SUN:
1.02K
ENB:
1.34
SUN:
42.37
ENB:
$69.05B
SUN:
$20.02B
ENB:
$15.35B
SUN:
$1.75B
ENB:
$17.09B
SUN:
$2.10B
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Return for Risk
ENB vs. SUN — Risk / Return Rank
ENB
SUN
ENB vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) and Sunoco LP (SUN). 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.
| ENB | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.64 | +0.39 |
| Martin ratioReturn relative to average drawdown | 7.64 | 6.54 | +1.10 |
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Drawdowns
ENB vs. SUN - Drawdown Comparison
The maximum ENB drawdown since its inception was -46.35%, smaller than the maximum SUN drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for ENB and SUN.
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Drawdown Indicators
| ENB | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.35% | -65.47% | +19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -11.05% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -21.29% | +6.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.32% | -21.29% | -7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.07% | -62.94% | +18.87% |
Current DrawdownCurrent decline from peak | -2.65% | -9.53% | +6.88% |
Average DrawdownAverage peak-to-trough decline | -10.83% | -16.30% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 4.47% | -0.83% |
Volatility
ENB vs. SUN - Volatility Comparison
The current volatility for Enbridge Inc. (ENB) is 5.99%, while Sunoco LP (SUN) has a volatility of 8.22%. This indicates that ENB experiences smaller price fluctuations and is considered to be less risky than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENB | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 8.22% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 16.97% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 23.06% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 23.67% | -5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 31.76% | -7.43% |
Dividends
ENB vs. SUN - Dividend Comparison
ENB's dividend yield for the trailing twelve months is around 4.91%, less than SUN's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB Enbridge Inc. | 4.91% | 5.66% | 6.28% | 7.31% | 6.80% | 6.85% | 7.55% | 5.58% | 6.68% | 4.71% | 4.13% | 4.71% |
SUN Sunoco LP | 5.74% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
ENB vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between Enbridge Inc. and Sunoco LP. 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
ENB and SUN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.22%) compared to ENB (5.99%). In terms of maximum drawdown, ENB dropped -46.35% vs SUN's -65.47%.
ENB currently has the higher Sharpe Ratio (1.71 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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