OKE vs. SUN
OKE (ONEOK, Inc.) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — OKE in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, OKE returned 13.58%/yr vs 18.61%/yr for SUN. At a 0.42 correlation, their price movements are largely independent.
Performance
OKE vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, OKE achieves a 23.03% return, which is significantly lower than SUN's 28.86% return. Over the past 10 years, OKE has underperformed SUN with an annualized return of 13.58%, while SUN has yielded a comparatively higher 18.61% annualized return.
OKE
- 1D
- -0.11%
- 1M
- 3.51%
- YTD
- 23.03%
- 6M
- 20.68%
- 1Y
- 13.81%
- 3Y*
- 19.79%
- 5Y*
- 16.20%
- 10Y*
- 13.58%
SUN
- 1D
- -1.15%
- 1M
- -2.20%
- YTD
- 28.86%
- 6M
- 25.56%
- 1Y
- 29.97%
- 3Y*
- 21.63%
- 5Y*
- 20.04%
- 10Y*
- 18.61%
OKE vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OKE ONEOK, Inc. | 23.03% | -22.94% | 50.10% | 13.21% | 18.86% | 64.67% | -43.45% | 47.76% | 6.27% | -2.12% |
SUN Sunoco LP | 28.86% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between OKE and SUN is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.42 |
Fundamentals
OKE:
$55.68B
SUN:
$3.38T
OKE:
$5.61
SUN:
$0.06
OKE:
15.71
SUN:
1.02K
OKE:
1.58
SUN:
42.48
OKE:
2.49
SUN:
1.30K
OKE:
$35.20B
SUN:
$20.02B
OKE:
$8.43B
SUN:
$1.75B
OKE:
$7.85B
SUN:
$2.10B
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Return for Risk
OKE vs. SUN — Risk / Return Rank
OKE
SUN
OKE vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) 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.
| OKE | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.76 | -2.10 |
| Martin ratioReturn relative to average drawdown | 1.50 | 7.02 | -5.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OKE | SUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.32 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.85 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.59 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.13 |
Drawdowns
OKE vs. SUN - Drawdown Comparison
The maximum OKE drawdown since its inception was -80.17%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for OKE and SUN.
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Drawdown Indicators
| OKE | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.17% | -65.47% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -21.02% | -10.91% | -10.11% |
Max Drawdown (3Y)Largest decline over 3 years | -42.17% | -21.29% | -20.88% |
Max Drawdown (5Y)Largest decline over 5 years | -42.17% | -21.29% | -20.88% |
Max Drawdown (10Y)Largest decline over 10 years | -80.17% | -62.94% | -17.23% |
Current DrawdownCurrent decline from peak | -18.68% | -9.29% | -9.39% |
Average DrawdownAverage peak-to-trough decline | -16.67% | -16.31% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.22% | 4.28% | +4.94% |
Volatility
OKE vs. SUN - Volatility Comparison
ONEOK, Inc. (OKE) has a higher volatility of 9.48% compared to Sunoco LP (SUN) at 8.42%. This indicates that OKE'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.
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Volatility by Period
| OKE | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 8.42% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 20.60% | 16.61% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.86% | 22.92% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.30% | 23.62% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.88% | 31.75% | +7.13% |
Dividends
OKE vs. SUN - Dividend Comparison
OKE's dividend yield for the trailing twelve months is around 4.76%, less than SUN's 5.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OKE ONEOK, Inc. | 4.76% | 5.61% | 3.94% | 5.44% | 5.69% | 6.36% | 9.74% | 4.66% | 6.01% | 5.09% | 4.28% | 9.85% |
SUN Sunoco LP | 5.73% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
OKE vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between ONEOK, 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
OKE and SUN have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OKE has higher volatility (9.48%) compared to SUN (8.42%). In terms of maximum drawdown, OKE dropped -80.17% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.32 vs 0.54), 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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