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

Correlation

The correlation between GFF and SUN is 0.32, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

GFF:

0.12

SUN:

0.54

Sortino Ratio

GFF:

0.52

SUN:

1.02

Omega Ratio

GFF:

1.07

SUN:

1.13

Calmar Ratio

GFF:

0.24

SUN:

0.74

Martin Ratio

GFF:

0.49

SUN:

2.56

Ulcer Index

GFF:

12.31%

SUN:

6.19%

Daily Std Dev

GFF:

45.41%

SUN:

25.92%

Max Drawdown

GFF:

-75.71%

SUN:

-65.47%

Current Drawdown

GFF:

-14.31%

SUN:

-3.20%

Fundamentals

Market Cap

GFF:

$3.44B

SUN:

$7.78B

EPS

GFF:

$4.83

SUN:

$4.95

PE Ratio

GFF:

15.12

SUN:

11.53

PEG Ratio

GFF:

2.36

SUN:

-3.00

PS Ratio

GFF:

1.35

SUN:

0.35

PB Ratio

GFF:

16.10

SUN:

1.87

Total Revenue (TTM)

GFF:

$2.55B

SUN:

$22.37B

Gross Profit (TTM)

GFF:

$1.04B

SUN:

$1.78B

EBITDA (TTM)

GFF:

$490.42M

SUN:

$1.71B

Returns By Period

In the year-to-date period, GFF achieves a 2.39% return, which is significantly lower than SUN's 15.01% return. Over the past 10 years, GFF has outperformed SUN with an annualized return of 19.74%, while SUN has yielded a comparatively lower 11.81% annualized return.


GFF

YTD

2.39%

1M

4.03%

6M

-5.50%

1Y

5.28%

5Y*

42.50%

10Y*

19.74%

SUN

YTD

15.01%

1M

3.35%

6M

14.61%

1Y

14.00%

5Y*

29.27%

10Y*

11.81%

*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 5656
Overall Rank
The Sharpe Ratio Rank of GFF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 5757
Martin Ratio Rank

SUN
The Risk-Adjusted Performance Rank of SUN is 7171
Overall Rank
The Sharpe Ratio Rank of SUN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 7676
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.


The current GFF Sharpe Ratio is 0.12, which is lower than the SUN Sharpe Ratio of 0.54. 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.


Loading data...

Dividends

GFF vs. SUN - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.91%, less than SUN's 6.17% yield.


TTM20242023202220212020201920182017201620152014
GFF
Griffon Corporation
0.91%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
6.17%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%

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.


Loading data...

Volatility

GFF vs. SUN - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 11.85% compared to Sunoco LP (SUN) at 10.21%. 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.


Loading data...

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


0.002.00B4.00B6.00B8.00B20212022202320242025
611.75M
5.18B
(GFF) Total Revenue
(SUN) Total Revenue
Values in USD except per share items

GFF vs. SUN - Profitability Comparison

The chart below illustrates the profitability comparison between Griffon Corporation and Sunoco LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
41.2%
9.6%
(GFF) Gross Margin
(SUN) Gross Margin
GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a gross profit of 252.21M and revenue of 611.75M. Therefore, the gross margin over that period was 41.2%.

SUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sunoco LP reported a gross profit of 497.00M and revenue of 5.18B. Therefore, the gross margin over that period was 9.6%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported an operating income of 101.16M and revenue of 611.75M, resulting in an operating margin of 16.5%.

SUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sunoco LP reported an operating income of 296.00M and revenue of 5.18B, resulting in an operating margin of 5.7%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a net income of 56.76M and revenue of 611.75M, resulting in a net margin of 9.3%.

SUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sunoco LP reported a net income of 166.00M and revenue of 5.18B, resulting in a net margin of 3.2%.