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GE vs. SUN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GE and SUN is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

GE vs. SUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Electric Company (GE) and Sunoco LP (SUN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.75%
-5.09%
GE
SUN

Key characteristics

Sharpe Ratio

GE:

2.07

SUN:

-0.17

Sortino Ratio

GE:

2.61

SUN:

-0.07

Omega Ratio

GE:

1.37

SUN:

0.99

Calmar Ratio

GE:

1.66

SUN:

-0.21

Martin Ratio

GE:

13.33

SUN:

-0.37

Ulcer Index

GE:

4.73%

SUN:

12.33%

Daily Std Dev

GE:

30.44%

SUN:

25.78%

Max Drawdown

GE:

-85.53%

SUN:

-65.47%

Current Drawdown

GE:

-17.65%

SUN:

-16.78%

Fundamentals

Market Cap

GE:

$179.44B

SUN:

$7.07B

EPS

GE:

$5.07

SUN:

$3.91

PE Ratio

GE:

32.70

SUN:

13.29

PEG Ratio

GE:

1.92

SUN:

-3.00

Total Revenue (TTM)

GE:

$54.41B

SUN:

$23.07B

Gross Profit (TTM)

GE:

$16.59B

SUN:

$1.31B

EBITDA (TTM)

GE:

$8.68B

SUN:

$1.40B

Returns By Period

In the year-to-date period, GE achieves a 57.81% return, which is significantly higher than SUN's -9.62% return. Over the past 10 years, GE has underperformed SUN with an annualized return of 4.24%, while SUN has yielded a comparatively higher 10.80% annualized return.


GE

YTD

57.81%

1M

-9.90%

6M

-2.74%

1Y

60.03%

5Y*

24.41%

10Y*

4.24%

SUN

YTD

-9.62%

1M

-5.61%

6M

-3.49%

1Y

-7.29%

5Y*

20.66%

10Y*

10.80%

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Risk-Adjusted Performance

GE vs. SUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) 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.


Sharpe ratio
The chart of Sharpe ratio for GE, currently valued at 2.07, compared to the broader market-4.00-2.000.002.002.07-0.17
The chart of Sortino ratio for GE, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61-0.07
The chart of Omega ratio for GE, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.99
The chart of Calmar ratio for GE, currently valued at 2.01, compared to the broader market0.002.004.006.002.01-0.21
The chart of Martin ratio for GE, currently valued at 13.33, compared to the broader market0.0010.0020.0013.33-0.37
GE
SUN

The current GE Sharpe Ratio is 2.07, which is higher than the SUN Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of GE and SUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.07
-0.17
GE
SUN

Dividends

GE vs. SUN - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.57%, less than SUN's 6.82% yield.


TTM20232022202120202019201820172016201520142013
GE
General Electric Company
0.57%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
SUN
Sunoco LP
6.82%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%5.43%

Drawdowns

GE vs. SUN - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for GE and SUN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.65%
-16.78%
GE
SUN

Volatility

GE vs. SUN - Volatility Comparison

General Electric Company (GE) has a higher volatility of 8.57% compared to Sunoco LP (SUN) at 6.71%. This indicates that GE's price experiences larger fluctuations and is considered to be riskier than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.57%
6.71%
GE
SUN

Financials

GE vs. SUN - Financials Comparison

This section allows you to compare key financial metrics between General Electric Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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