ET vs. SUN
ET (Energy Transfer LP) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — ET in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, ET returned 10.65%/yr vs 19.75%/yr for SUN. At a 0.42 correlation, their price movements are largely independent.
Performance
ET vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, ET achieves a 27.45% return, which is significantly lower than SUN's 47.34% return. Over the past 10 years, ET has underperformed SUN with an annualized return of 10.65%, while SUN has yielded a comparatively higher 19.75% annualized return.
ET
- 1D
- -0.20%
- 1M
- 8.16%
- 6M
- 21.13%
- YTD
- 27.45%
- 1Y
- 25.06%
- 3Y*
- 25.05%
- 5Y*
- 24.73%
- 10Y*
- 10.65%
- ALL TIME*
- 13.86%
SUN
- 1D
- 1.19%
- 1M
- 17.92%
- 6M
- 33.93%
- YTD
- 47.34%
- 1Y
- 49.92%
- 3Y*
- 26.67%
- 5Y*
- 23.95%
- 10Y*
- 19.75%
- ALL TIME*
- 18.02%
ET vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ET Energy Transfer LP | 27.45% | -9.37% | 53.87% | 27.87% | 55.74% | 42.96% | -44.92% | 5.88% | -17.74% | -4.66% |
SUN Sunoco LP | 47.34% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between ET and SUN is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.42 |
The correlation between ET and SUN has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
Fundamentals
ET:
$69.79B
SUN:
$10.23B
ET:
$1.35
SUN:
$0.05
ET:
15.03
SUN:
1.55K
ET:
0.81
SUN:
64.59
ET:
1.41
SUN:
1.49K
ET:
$89.38B
SUN:
$20.02B
ET:
$20.48B
SUN:
$1.75B
ET:
$13.02B
SUN:
$2.10B
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Return for Risk
ET vs. SUN — Risk / Return Rank
ET
SUN
ET vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) 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.
| ET | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.59 | -0.66 |
| Martin ratioReturn relative to average drawdown | 6.38 | 10.11 | -3.73 |
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Drawdowns
ET vs. SUN - Drawdown Comparison
The maximum ET drawdown since its inception was -87.81%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for ET and SUN.
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Drawdown Indicators
| ET | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.81% | -65.47% | -22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -13.96% | +5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -21.29% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -21.29% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -72.82% | -62.94% | -9.88% |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -25.63% | -16.23% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 4.96% | -1.02% |
Volatility
ET vs. SUN - Volatility Comparison
The current volatility for Energy Transfer LP (ET) is 5.26%, while Sunoco LP (SUN) has a volatility of 10.23%. This indicates that ET 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
| ET | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 10.23% | -4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 19.25% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 24.17% | -7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.40% | 23.98% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.30% | 31.78% | +2.52% |
Dividends
ET vs. SUN - Dividend Comparison
ET's dividend yield for the trailing twelve months is around 6.58%, more than SUN's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ET Energy Transfer LP | 6.58% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
SUN Sunoco LP | 5.01% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
ET vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between Energy Transfer LP 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
ET and SUN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (10.23%) compared to ET (5.26%). In terms of maximum drawdown, ET dropped -87.81% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (2.08 vs 1.54), 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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