JPM vs. SUN
JPM (JPMorgan Chase & Co.) and SUN (Sunoco LP) are both stocks. JPM operates in Banks - Diversified (Financial Services), while SUN operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, JPM returned 21.02%/yr vs 18.66%/yr for SUN. At a 0.26 correlation, their price movements are largely independent.
Performance
JPM vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a 0.50% return, which is significantly lower than SUN's 28.53% return. Over the past 10 years, JPM has outperformed SUN with an annualized return of 21.02%, while SUN has yielded a comparatively lower 18.66% annualized return.
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
SUN
- 1D
- 1.57%
- 1M
- -6.67%
- YTD
- 28.53%
- 6M
- 25.21%
- 1Y
- 29.03%
- 3Y*
- 21.16%
- 5Y*
- 19.32%
- 10Y*
- 18.66%
JPM vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between JPM and SUN is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.26 |
The correlation between JPM and SUN shifts across timeframes, from 0.08 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$896.00B
SUN:
$3.37T
JPM:
$21.08
SUN:
$0.06
JPM:
15.21
SUN:
1.02K
JPM:
3.14
SUN:
42.37
JPM:
2.60
SUN:
1.30K
JPM:
$285.09B
SUN:
$20.02B
JPM:
$173.52B
SUN:
$1.75B
JPM:
$81.46B
SUN:
$2.10B
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Return for Risk
JPM vs. SUN — Risk / Return Rank
JPM
SUN
JPM vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.
| JPM | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.64 | -1.22 |
| Martin ratioReturn relative to average drawdown | 3.36 | 6.54 | -3.19 |
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Drawdowns
JPM vs. SUN - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for JPM and SUN.
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Drawdown Indicators
| JPM | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -65.47% | -10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -11.05% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -21.29% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -21.29% | -17.48% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -62.94% | +19.31% |
Current DrawdownCurrent decline from peak | -3.66% | -9.53% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -16.30% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 4.47% | +2.07% |
Volatility
JPM vs. SUN - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while Sunoco LP (SUN) has a volatility of 8.22%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 8.22% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 16.97% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.76% | 23.06% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 23.67% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.39% | 31.76% | -4.37% |
Dividends
JPM vs. SUN - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.84%, less than SUN's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
SUN Sunoco LP | 5.74% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
JPM vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JPM and SUN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.22%) compared to JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.27 vs 1.01), 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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