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

Correlation

The correlation between GFF and SUN is 0.18, 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

GFF vs. SUN - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
39.39%
13.11%
GFF
SUN

Key characteristics

Sharpe Ratio

GFF:

0.81

SUN:

0.03

Sortino Ratio

GFF:

1.39

SUN:

0.22

Omega Ratio

GFF:

1.20

SUN:

1.03

Calmar Ratio

GFF:

1.43

SUN:

0.04

Martin Ratio

GFF:

3.62

SUN:

0.06

Ulcer Index

GFF:

10.08%

SUN:

12.93%

Daily Std Dev

GFF:

45.16%

SUN:

23.79%

Max Drawdown

GFF:

-75.71%

SUN:

-65.47%

Current Drawdown

GFF:

-5.01%

SUN:

-5.30%

Fundamentals

Market Cap

GFF:

$3.89B

SUN:

$7.87B

EPS

GFF:

$4.90

SUN:

$3.91

PE Ratio

GFF:

16.51

SUN:

14.80

PEG Ratio

GFF:

2.36

SUN:

-3.00

Total Revenue (TTM)

GFF:

$2.61B

SUN:

$17.42B

Gross Profit (TTM)

GFF:

$1.06B

SUN:

$1.24B

EBITDA (TTM)

GFF:

$494.32M

SUN:

$1.39B

Returns By Period

In the year-to-date period, GFF achieves a 13.50% return, which is significantly higher than SUN's 12.52% return. Over the past 10 years, GFF has outperformed SUN with an annualized return of 21.80%, while SUN has yielded a comparatively lower 11.06% annualized return.


GFF

YTD

13.50%

1M

14.54%

6M

39.39%

1Y

20.12%

5Y*

38.71%

10Y*

21.80%

SUN

YTD

12.52%

1M

11.82%

6M

13.11%

1Y

0.95%

5Y*

22.66%

10Y*

11.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GFF vs. SUN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFF
The Risk-Adjusted Performance Rank of GFF is 7474
Overall Rank
The Sharpe Ratio Rank of GFF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 7575
Martin Ratio Rank

SUN
The Risk-Adjusted Performance Rank of SUN is 4242
Overall Rank
The Sharpe Ratio Rank of SUN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GFF vs. SUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) 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 GFF, currently valued at 0.81, compared to the broader market-2.000.002.004.000.810.03
The chart of Sortino ratio for GFF, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.390.22
The chart of Omega ratio for GFF, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.03
The chart of Calmar ratio for GFF, currently valued at 1.43, compared to the broader market0.002.004.006.001.430.04
The chart of Martin ratio for GFF, currently valued at 3.62, compared to the broader market-10.000.0010.0020.0030.003.620.06
GFF
SUN

The current GFF Sharpe Ratio is 0.81, which is higher than the SUN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of GFF 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.81
0.03
GFF
SUN

Dividends

GFF vs. SUN - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.78%, less than SUN's 4.54% yield.


TTM20242023202220212020201920182017201620152014
GFF
Griffon Corporation
0.78%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%
SUN
Sunoco LP
4.54%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%5.10%

Drawdowns

GFF vs. SUN - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for GFF and SUN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.01%
-5.30%
GFF
SUN

Volatility

GFF vs. SUN - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 11.18% compared to Sunoco LP (SUN) at 7.27%. This indicates that GFF'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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
11.18%
7.27%
GFF
SUN

Financials

GFF vs. SUN - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation 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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