PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBP vs. SUN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBP and SUN is 0.20, 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

IBP vs. SUN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-19.14%
-5.52%
IBP
SUN

Key characteristics

Sharpe Ratio

IBP:

0.12

SUN:

-0.27

Sortino Ratio

IBP:

0.50

SUN:

-0.23

Omega Ratio

IBP:

1.06

SUN:

0.97

Calmar Ratio

IBP:

0.15

SUN:

-0.31

Martin Ratio

IBP:

0.33

SUN:

-0.51

Ulcer Index

IBP:

16.79%

SUN:

12.88%

Daily Std Dev

IBP:

45.35%

SUN:

24.46%

Max Drawdown

IBP:

-61.75%

SUN:

-65.47%

Current Drawdown

IBP:

-27.83%

SUN:

-12.64%

Fundamentals

Market Cap

IBP:

$5.42B

SUN:

$7.26B

EPS

IBP:

$9.00

SUN:

$3.91

PE Ratio

IBP:

21.61

SUN:

13.65

PEG Ratio

IBP:

1.20

SUN:

-3.00

Total Revenue (TTM)

IBP:

$2.19B

SUN:

$17.42B

Gross Profit (TTM)

IBP:

$721.50M

SUN:

$1.24B

EBITDA (TTM)

IBP:

$384.10M

SUN:

$1.39B

Returns By Period

In the year-to-date period, IBP achieves a 10.96% return, which is significantly higher than SUN's 3.79% return. Over the past 10 years, IBP has outperformed SUN with an annualized return of 28.31%, while SUN has yielded a comparatively lower 10.75% annualized return.


IBP

YTD

10.96%

1M

-0.38%

6M

-19.14%

1Y

6.43%

5Y*

22.75%

10Y*

28.31%

SUN

YTD

3.79%

1M

0.70%

6M

-5.52%

1Y

-8.57%

5Y*

20.23%

10Y*

10.75%

*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

IBP vs. SUN — Risk-Adjusted Performance Rank

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

IBP
The Risk-Adjusted Performance Rank of IBP is 5151
Overall Rank
The Sharpe Ratio Rank of IBP is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of IBP is 4848
Sortino Ratio Rank
The Omega Ratio Rank of IBP is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IBP is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IBP is 5252
Martin Ratio Rank

SUN
The Risk-Adjusted Performance Rank of SUN is 3131
Overall Rank
The Sharpe Ratio Rank of SUN is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 3838
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.

IBP vs. SUN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) 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 IBP, currently valued at 0.12, compared to the broader market-2.000.002.000.12-0.27
The chart of Sortino ratio for IBP, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50-0.23
The chart of Omega ratio for IBP, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.97
The chart of Calmar ratio for IBP, currently valued at 0.15, compared to the broader market0.002.004.006.000.15-0.31
The chart of Martin ratio for IBP, currently valued at 0.33, compared to the broader market-30.00-20.00-10.000.0010.0020.000.33-0.51
IBP
SUN

The current IBP Sharpe Ratio is 0.12, which is higher than the SUN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of IBP 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.12
-0.27
IBP
SUN

Dividends

IBP vs. SUN - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.54%, less than SUN's 6.50% yield.


TTM20242023202220212020201920182017201620152014
IBP
Installed Building Products, Inc.
1.54%1.71%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUN
Sunoco LP
6.50%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%

Drawdowns

IBP vs. SUN - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, smaller than the maximum SUN drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for IBP and SUN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.83%
-12.64%
IBP
SUN

Volatility

IBP vs. SUN - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 11.63% compared to Sunoco LP (SUN) at 5.88%. This indicates that IBP'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%AugustSeptemberOctoberNovemberDecember2025
11.63%
5.88%
IBP
SUN

Financials

IBP vs. SUN - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab