PortfoliosLab logoPortfoliosLab logo
GLP vs. SUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLP vs. SUN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GLP achieves a 13.70% return, which is significantly lower than SUN's 28.39% return. Over the past 10 years, GLP has outperformed SUN with an annualized return of 24.72%, while SUN has yielded a comparatively lower 18.33% annualized return.


GLP

1D
6.94%
1M
-7.13%
YTD
13.70%
6M
10.28%
1Y
-9.75%
3Y*
23.58%
5Y*
20.77%
10Y*
24.72%

SUN

1D
3.98%
1M
-7.20%
YTD
28.39%
6M
28.15%
1Y
31.03%
3Y*
22.43%
5Y*
19.61%
10Y*
18.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLP vs. SUN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLP
Global Partners LP
13.70%-4.39%17.27%35.29%61.23%60.17%-6.40%37.24%8.06%-5.21%
SUN
Sunoco LP
28.39%8.88%-8.59%49.38%13.95%55.26%6.28%24.78%7.71%17.86%

Correlation

The correlation between GLP and SUN is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.35

Fundamentals

Market Cap

GLP:

$1.57B

SUN:

$3.36T

EPS

GLP:

$3.75

SUN:

$0.06

PE Ratio

GLP:

12.29

SUN:

1.01K

PS Ratio

GLP:

0.08

SUN:

42.33

PB Ratio

GLP:

2.20

SUN:

1.30K

Total Revenue (TTM)

GLP:

$19.29B

SUN:

$20.02B

Gross Profit (TTM)

GLP:

$955.74M

SUN:

$1.75B

EBITDA (TTM)

GLP:

$392.67M

SUN:

$2.10B

Compare stocks, funds, or ETFs

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


Return for Risk

GLP vs. SUN — Risk / Return Rank

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

GLP
GLP Risk / Return Rank: 2626
Overall Rank
GLP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLP Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLP Omega Ratio Rank: 2626
Omega Ratio Rank
GLP Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLP Martin Ratio Rank: 2525
Martin Ratio Rank

SUN
SUN Risk / Return Rank: 7777
Overall Rank
SUN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUN Sortino Ratio Rank: 7575
Sortino Ratio Rank
SUN Omega Ratio Rank: 7171
Omega Ratio Rank
SUN Calmar Ratio Rank: 7979
Calmar Ratio Rank
SUN Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLP vs. SUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) 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.

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.


GLPSUNDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

0.97

1.22

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.41

2.38

-2.79

Martin ratioReturn relative to average drawdown

-0.88

6.48

-7.37

GLP vs. SUN - Sharpe Ratio Comparison

The current GLP Sharpe Ratio is -0.34, which is lower than the SUN Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GLP and SUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLP vs. SUN - Drawdown Comparison

The maximum GLP drawdown since its inception was -81.18%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for GLP and SUN.


Loading charts...

Drawdown Indicators


GLPSUNDifference

Max Drawdown

Largest peak-to-trough decline

-81.18%

-65.47%

-15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.12%

-13.09%

-11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-30.60%

-21.29%

-9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-21.29%

-10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-62.57%

-62.94%

+0.37%

Current Drawdown

Current decline from peak

-16.56%

-9.63%

-6.93%

Average Drawdown

Average peak-to-trough decline

-24.15%

-16.29%

-7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.89%

4.80%

+7.09%

Volatility

GLP vs. SUN - Volatility Comparison

Global Partners LP (GLP) has a higher volatility of 12.94% compared to Sunoco LP (SUN) at 8.94%. This indicates that GLP'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 charts...

Volatility by Period


GLPSUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.94%

8.94%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

22.70%

17.47%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

28.91%

23.43%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.07%

23.71%

+12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.11%

31.75%

+6.36%

Dividends

GLP vs. SUN - Dividend Comparison

GLP's dividend yield for the trailing twelve months is around 6.58%, more than SUN's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
GLP
Global Partners LP
6.58%7.14%6.14%8.48%6.93%12.28%11.30%10.14%11.50%11.08%9.51%15.57%
SUN
Sunoco LP
5.75%6.89%6.74%5.59%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%

Financials

GLP vs. SUN - Financials Comparison

This section allows you to compare key financial metrics between Global Partners LP 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


0.002.00B4.00B6.00B8.00B20222023202420252026
5.32B
0
(GLP) Total Revenue
(SUN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GLP and SUN have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLP has higher volatility (12.94%) compared to SUN (8.94%). In terms of maximum drawdown, GLP dropped -81.18% vs SUN's -65.47%.

SUN currently has the higher Sharpe Ratio (1.33 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for GLP and SUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer