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GLW vs. SLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLW vs. SLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and Sun Life Financial Inc. (SLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLW achieves a 76.55% return, which is significantly higher than SLF's 33.00% return. Over the past 10 years, GLW has outperformed SLF with an annualized return of 24.83%, while SLF has yielded a comparatively lower 14.00% annualized return.


GLW

1D
-5.14%
1M
-26.58%
6M
65.30%
YTD
76.55%
1Y
188.31%
3Y*
70.67%
5Y*
33.58%
10Y*
24.83%
ALL TIME*
10.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.73B$3.25B$2.85B
$48.77M$44.56M$50.72M

GLW vs. SLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
76.55%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
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 GLW and SLF is 0.07, 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

0.07

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

0.25

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

0.37

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2000

0.37

Over the past year, the correlation between GLW and SLF has dropped to 0.07 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

GLW:

$132.54B

SLF:

$45.07B

EPS

GLW:

$2.10

SLF:

CA$6.39

PE Ratio

GLW:

73.28

SLF:

17.94

PS Ratio

GLW:

8.13

SLF:

1.49

PB Ratio

GLW:

11.25

SLF:

2.02

Total Revenue (TTM)

GLW:

$16.32B

SLF:

CA$39.40B

Gross Profit (TTM)

GLW:

$5.93B

SLF:

CA$20.48B

EBITDA (TTM)

GLW:

$3.77B

SLF:

CA$4.74B

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Return for Risk

GLW vs. SLF — Risk / Return Rank

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

GLW
GLW Risk / Return Rank: 9494
Overall Rank
GLW Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9292
Sortino Ratio Rank
GLW Omega Ratio Rank: 9393
Omega Ratio Rank
GLW Calmar Ratio Rank: 9393
Calmar Ratio Rank
GLW Martin Ratio Rank: 9797
Martin Ratio Rank

SLF
SLF Risk / Return Rank: 8888
Overall Rank
SLF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLF Sortino Ratio Rank: 8484
Sortino Ratio Rank
SLF Omega Ratio Rank: 8888
Omega Ratio Rank
SLF Calmar Ratio Rank: 9090
Calmar Ratio Rank
SLF Martin Ratio Rank: 8989
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.

GLW vs. SLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.


GLWSLFDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

4.72

3.56

+1.17

Martin ratioReturn relative to average drawdown

17.96

9.03

+8.93

GLW vs. SLF - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 2.85, which is higher than the SLF Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GLW and SLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLW vs. SLF - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than SLF's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for GLW and SLF.


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Drawdown Indicators


GLWSLFDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-78.60%

-20.42%

Max Drawdown (1Y)

Largest decline over 1 year

-40.12%

-10.06%

-30.06%

Max Drawdown (3Y)

Largest decline over 3 years

-40.12%

-14.91%

-25.21%

Max Drawdown (5Y)

Largest decline over 5 years

-40.12%

-30.77%

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-50.84%

+2.04%

Current Drawdown

Current decline from peak

-39.75%

-0.53%

-39.22%

Average Drawdown

Average peak-to-trough decline

-50.43%

-16.80%

-33.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

3.96%

+6.57%

Volatility

GLW vs. SLF - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 32.52% compared to Sun Life Financial Inc. (SLF) at 4.26%. This indicates that GLW'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


GLWSLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.52%

4.26%

+28.26%

Volatility (6M)

Calculated over the trailing 6-month period

60.96%

14.46%

+46.50%

Volatility (1Y)

Calculated over the trailing 1-year period

66.55%

19.80%

+46.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.10%

19.38%

+19.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.61%

22.68%

+12.93%

Dividends

GLW vs. SLF - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.73%, less than SLF's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.73%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
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

GLW vs. SLF - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated 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.


Quarterly
Annual

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


-5.00B0.005.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.14B
8.88B
(GLW) Total Revenue
(SLF) Total Revenue
Please note, different currencies. GLW values in USD, SLF values in CAD

GLW vs. SLF - Profitability Comparison

The chart below illustrates the profitability comparison between Corning Incorporated and Sun Life Financial Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
36.9%
100.0%
Portfolio components
GLW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Corning Incorporated reported a gross profit of 1.53B and revenue of 4.14B. Therefore, the gross margin over that period was 36.9%.

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%.

GLW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Corning Incorporated reported an operating income of 639.00M and revenue of 4.14B, resulting in an operating margin of 15.4%.

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%.

GLW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Corning Incorporated reported a net income of 371.00M and revenue of 4.14B, resulting in a net margin of 9.0%.

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


GLW and SLF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (32.52%) compared to SLF (4.26%). In terms of maximum drawdown, GLW dropped -99.02% vs SLF's -78.60%.

GLW currently has the higher Sharpe Ratio (2.85 vs 1.82), 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

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