GILD vs. SLF
GILD (Gilead Sciences, Inc.) and SLF (Sun Life Financial Inc.) are both stocks. GILD operates in Drug Manufacturers - General (Healthcare), while SLF operates in Insurance - Diversified (Financial Services). Over the past 10 years, GILD returned 7.93%/yr vs 14.00%/yr for SLF. At a 0.24 correlation, their price movements are largely independent.
Performance
GILD vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, GILD achieves a 7.50% return, which is significantly lower than SLF's 33.00% return. Over the past 10 years, GILD has underperformed SLF with an annualized return of 7.93%, while SLF has yielded a comparatively higher 14.00% annualized return.
GILD
- 1D
- 0.05%
- 1M
- 4.38%
- 6M
- 2.19%
- YTD
- 7.50%
- 1Y
- 21.39%
- 3Y*
- 21.28%
- 5Y*
- 17.78%
- 10Y*
- 7.93%
- ALL TIME*
- 18.53%
SLF
- 1D
- 0.47%
- 1M
- 4.90%
- 6M
- 32.93%
- YTD
- 33.00%
- 1Y
- 35.62%
- 3Y*
- 21.04%
- 5Y*
- 14.81%
- 10Y*
- 14.00%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $776.83M | $985.51M | $985.01M | |
| $48.77M | $44.56M | $50.72M |
GILD vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 7.50% | 36.59% | 18.68% | -1.99% | 23.63% | 29.95% | -6.70% | 7.88% | -9.92% | 2.96% |
SLF Sun Life Financial Inc. | 33.00% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between GILD and SLF is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2000 | 0.24 |
The correlation between GILD and SLF shifts across timeframes, from 0.09 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GILD:
$161.83B
SLF:
$45.07B
GILD:
$7.35
SLF:
CA$6.39
GILD:
17.73
SLF:
17.94
GILD:
5.50
SLF:
1.49
GILD:
6.95
SLF:
2.02
GILD:
$29.74B
SLF:
CA$39.40B
GILD:
$18.74B
SLF:
CA$20.48B
GILD:
$12.88B
SLF:
CA$4.74B
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Return for Risk
GILD vs. SLF — Risk / Return Rank
GILD
SLF
GILD vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) 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.
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.
| GILD | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.56 | -2.56 |
| Martin ratioReturn relative to average drawdown | 2.34 | 9.03 | -6.69 |
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Drawdowns
GILD vs. SLF - Drawdown Comparison
The maximum GILD drawdown since its inception was -70.83%, smaller than the maximum SLF drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for GILD and SLF.
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Drawdown Indicators
| GILD | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.83% | -78.60% | +7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -10.06% | -11.53% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -14.91% | -11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -30.77% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | -50.84% | +20.37% |
Current DrawdownCurrent decline from peak | -15.31% | -0.53% | -14.78% |
Average DrawdownAverage peak-to-trough decline | -22.14% | -16.80% | -5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.16% | 3.96% | +5.20% |
Volatility
GILD vs. SLF - Volatility Comparison
Gilead Sciences, Inc. (GILD) has a higher volatility of 10.00% compared to Sun Life Financial Inc. (SLF) at 4.26%. This indicates that GILD'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
| GILD | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 4.26% | +5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 14.46% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 19.80% | +7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 19.38% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 22.68% | +2.92% |
Dividends
GILD vs. SLF - Dividend Comparison
GILD's dividend yield for the trailing twelve months is around 2.47%, less than SLF's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 2.47% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
SLF Sun Life Financial Inc. | 3.27% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
GILD vs. SLF - Financials Comparison
This section allows you to compare key financial metrics between Gilead Sciences, Inc. 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
GILD vs. SLF - Profitability Comparison
GILD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported a gross profit of 79.20M and revenue of 6.96B. Therefore, the gross margin over that period was 1.1%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
GILD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported an operating income of 2.59B and revenue of 6.96B, resulting in an operating margin of 37.2%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
GILD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported a net income of 2.02B and revenue of 6.96B, resulting in a net margin of 29.0%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
GILD and SLF have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GILD has higher volatility (10.00%) compared to SLF (4.26%). In terms of maximum drawdown, GILD dropped -70.83% vs SLF's -78.60%.
SLF currently has the higher Sharpe Ratio (1.82 vs 0.79), 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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