F vs. SLF
F (Ford Motor Company) and SLF (Sun Life Financial Inc.) are both stocks. F operates in Auto Manufacturers (Consumer Cyclical), while SLF operates in Insurance - Diversified (Financial Services). Over the past 10 years, F returned 6.03%/yr vs 12.37%/yr for SLF. At a 0.39 correlation, their price movements are largely independent.
Performance
F vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, F achieves a 16.24% return, which is significantly lower than SLF's 20.52% return. Over the past 10 years, F has underperformed SLF with an annualized return of 6.03%, while SLF has yielded a comparatively higher 12.37% annualized return.
F
- 1D
- -2.87%
- 1M
- 22.47%
- YTD
- 16.24%
- 6M
- 17.05%
- 1Y
- 52.39%
- 3Y*
- 11.65%
- 5Y*
- 3.67%
- 10Y*
- 6.03%
SLF
- 1D
- 1.04%
- 1M
- 6.24%
- YTD
- 20.52%
- 6M
- 28.38%
- 1Y
- 17.74%
- 3Y*
- 18.69%
- 5Y*
- 11.22%
- 10Y*
- 12.37%
F vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 16.24% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
SLF Sun Life Financial Inc. | 20.52% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between F and SLF is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2000 | 0.39 |
The correlation between F and SLF shifts across timeframes, from 0.19 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
F:
$60.66B
SLF:
$29.68B
F:
-$1.52
SLF:
$6.22
F:
0.32
SLF:
0.99
F:
1.62
SLF:
1.30
F:
$189.86B
SLF:
$39.40B
F:
$17.42B
SLF:
$20.48B
F:
$9.99B
SLF:
$4.74B
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Return for Risk
F vs. SLF — Risk / Return Rank
F
SLF
F vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Sun Life Financial Inc. (SLF). 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.
| F | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.18 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.20 | +1.27 |
| Martin ratioReturn relative to average drawdown | 6.56 | 2.59 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| F | SLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.89 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.58 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.54 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.42 | -0.27 |
Drawdowns
F vs. SLF - Drawdown Comparison
The maximum F drawdown since its inception was -97.07%, which is greater than SLF's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for F and SLF.
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Drawdown Indicators
| F | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -78.60% | -18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -14.91% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -14.91% | -21.60% |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | -30.77% | -27.85% |
Max Drawdown (10Y)Largest decline over 10 years | -64.77% | -50.84% | -13.93% |
Current DrawdownCurrent decline from peak | -34.25% | 0.00% | -34.25% |
Average DrawdownAverage peak-to-trough decline | -44.70% | -16.88% | -27.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.37% | 6.90% | +1.47% |
Volatility
F vs. SLF - Volatility Comparison
Ford Motor Company (F) has a higher volatility of 21.86% compared to Sun Life Financial Inc. (SLF) at 7.07%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than SLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.86% | 7.07% | +14.79% |
Volatility (6M)Calculated over the trailing 6-month period | 29.26% | 14.13% | +15.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.19% | 20.12% | +17.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.40% | 19.42% | +19.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.47% | 22.89% | +14.58% |
Dividends
F vs. SLF - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.03%, more than SLF's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.03% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
SLF Sun Life Financial Inc. | 3.60% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
F vs. SLF - Financials Comparison
This section allows you to compare key financial metrics between Ford Motor Company 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
F vs. SLF - Profitability Comparison
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
F and SLF have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.86%) compared to SLF (7.07%). In terms of maximum drawdown, F dropped -97.07% vs SLF's -78.60%.
F currently has the higher Sharpe Ratio (1.48 vs 0.89), 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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