KMI vs. SUN
KMI (Kinder Morgan, Inc.) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — KMI in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, KMI returned 11.73%/yr vs 18.66%/yr for SUN. At a 0.40 correlation, their price movements are largely independent.
Performance
KMI vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, KMI achieves a 18.40% return, which is significantly lower than SUN's 28.53% return. Over the past 10 years, KMI has underperformed SUN with an annualized return of 11.73%, while SUN has yielded a comparatively higher 18.66% annualized return.
KMI
- 1D
- 1.85%
- 1M
- -2.65%
- YTD
- 18.40%
- 6M
- 21.76%
- 1Y
- 20.25%
- 3Y*
- 29.74%
- 5Y*
- 17.07%
- 10Y*
- 11.73%
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%
KMI vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMI Kinder Morgan, Inc. | 18.40% | 4.74% | 64.42% | 4.10% | 21.23% | 23.75% | -30.77% | 44.43% | -11.18% | -10.56% |
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 KMI and SUN is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.40 |
The correlation between KMI and SUN shifts across timeframes, from 0.33 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KMI:
$71.07B
SUN:
$3.37T
KMI:
$1.53
SUN:
$0.06
KMI:
20.88
SUN:
1.02K
KMI:
4.05
SUN:
42.37
KMI:
2.27
SUN:
1.30K
KMI:
$17.52B
SUN:
$20.02B
KMI:
$5.86B
SUN:
$1.75B
KMI:
$6.90B
SUN:
$2.10B
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Return for Risk
KMI vs. SUN — Risk / Return Rank
KMI
SUN
KMI vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) 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.
| KMI | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.64 | -0.81 |
| Martin ratioReturn relative to average drawdown | 3.62 | 6.54 | -2.92 |
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Drawdowns
KMI vs. SUN - Drawdown Comparison
The maximum KMI drawdown since its inception was -72.70%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for KMI and SUN.
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Drawdown Indicators
| KMI | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.70% | -65.47% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -11.05% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -21.29% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.31% | -21.29% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -55.13% | -62.94% | +7.81% |
Current DrawdownCurrent decline from peak | -6.91% | -9.53% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -32.06% | -16.30% | -15.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 4.47% | +1.13% |
Volatility
KMI vs. SUN - Volatility Comparison
The current volatility for Kinder Morgan, Inc. (KMI) is 6.93%, while Sunoco LP (SUN) has a volatility of 8.22%. This indicates that KMI 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
| KMI | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 8.22% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 16.97% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 23.06% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 23.67% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.71% | 31.76% | -4.05% |
Dividends
KMI vs. SUN - Dividend Comparison
KMI's dividend yield for the trailing twelve months is around 3.68%, less than SUN's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMI Kinder Morgan, Inc. | 3.68% | 4.24% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% |
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
KMI vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between Kinder Morgan, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KMI and SUN have a correlation of 0.33, 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 KMI (6.93%). In terms of maximum drawdown, KMI dropped -72.70% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.27 vs 1.00), 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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