RUS.TO vs. SLF.TO
Compare and contrast key facts about Russel Metals Inc. (RUS.TO) and Sun Life Financial Inc. (SLF.TO).
Performance
RUS.TO vs. SLF.TO - Performance Comparison
Loading graphics...
RUS.TO vs. SLF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RUS.TO Russel Metals Inc. | 10.56% | 8.42% | -2.66% | 63.28% | -10.01% | 55.24% | 11.30% | 11.29% | -22.18% | 20.69% |
SLF.TO Sun Life Financial Inc. | 2.78% | 4.75% | 29.69% | 14.37% | -6.73% | 28.82% | -0.52% | 35.86% | -9.44% | 4.39% |
Fundamentals
RUS.TO:
CA$2.67B
SLF.TO:
CA$48.91B
RUS.TO:
CA$3.02
SLF.TO:
CA$6.63
RUS.TO:
15.91
SLF.TO:
13.14
RUS.TO:
0.58
SLF.TO:
1.28
RUS.TO:
1.68
SLF.TO:
2.04
RUS.TO:
CA$4.64B
SLF.TO:
CA$38.45B
RUS.TO:
CA$1.01B
SLF.TO:
CA$7.09B
RUS.TO:
CA$340.60M
SLF.TO:
CA$5.32B
Returns By Period
In the year-to-date period, RUS.TO achieves a 10.56% return, which is significantly higher than SLF.TO's 2.78% return. Over the past 10 years, RUS.TO has outperformed SLF.TO with an annualized return of 15.40%, while SLF.TO has yielded a comparatively lower 11.98% annualized return.
RUS.TO
- 1D
- 1.50%
- 1M
- -0.08%
- YTD
- 10.56%
- 6M
- 17.40%
- 1Y
- 27.07%
- 3Y*
- 16.48%
- 5Y*
- 18.51%
- 10Y*
- 15.40%
SLF.TO
- 1D
- 0.97%
- 1M
- -2.52%
- YTD
- 2.78%
- 6M
- 6.54%
- 1Y
- 10.38%
- 3Y*
- 16.28%
- 5Y*
- 10.95%
- 10Y*
- 11.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RUS.TO vs. SLF.TO — Risk / Return Rank
RUS.TO
SLF.TO
RUS.TO vs. SLF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russel Metals Inc. (RUS.TO) and Sun Life Financial Inc. (SLF.TO). 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.
| RUS.TO | SLF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.52 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.52 | 0.79 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 0.86 | +1.27 |
Martin ratioReturn relative to average drawdown | 4.38 | 2.01 | +2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RUS.TO | SLF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.52 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.67 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.45 | 0.40 | -0.85 |
Correlation
The correlation between RUS.TO and SLF.TO is 0.26, 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.
Dividends
RUS.TO vs. SLF.TO - Dividend Comparison
RUS.TO's dividend yield for the trailing twelve months is around 3.58%, less than SLF.TO's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUS.TO Russel Metals Inc. | 3.58% | 3.90% | 3.94% | 3.51% | 5.28% | 4.52% | 6.69% | 6.86% | 8.35% | 5.21% | 7.00% | 12.91% |
SLF.TO Sun Life Financial Inc. | 4.13% | 4.11% | 3.80% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% |
Drawdowns
RUS.TO vs. SLF.TO - Drawdown Comparison
The maximum RUS.TO drawdown since its inception was -100.00%, which is greater than SLF.TO's maximum drawdown of -71.53%. Use the drawdown chart below to compare losses from any high point for RUS.TO and SLF.TO.
Loading graphics...
Drawdown Indicators
| RUS.TO | SLF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -71.53% | -28.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -14.08% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -24.48% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -60.04% | -45.99% | -14.05% |
Current DrawdownCurrent decline from peak | -99.96% | -6.26% | -93.70% |
Average DrawdownAverage peak-to-trough decline | -72.75% | -14.78% | -57.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 6.01% | +0.17% |
Volatility
RUS.TO vs. SLF.TO - Volatility Comparison
Russel Metals Inc. (RUS.TO) has a higher volatility of 6.20% compared to Sun Life Financial Inc. (SLF.TO) at 4.82%. This indicates that RUS.TO's price experiences larger fluctuations and is considered to be riskier than SLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RUS.TO | SLF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 4.82% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.75% | 13.50% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.25% | 20.11% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.41% | 16.55% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 20.35% | +8.31% |
Financials
RUS.TO vs. SLF.TO - Financials Comparison
This section allows you to compare key financial metrics between Russel Metals Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
RUS.TO vs. SLF.TO - Profitability Comparison
RUS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Russel Metals Inc. reported a gross profit of 355.40M and revenue of 1.09B. Therefore, the gross margin over that period was 32.5%.
SLF.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported a gross profit of 2.95B and revenue of 5.51B. Therefore, the gross margin over that period was 53.6%.
RUS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Russel Metals Inc. reported an operating income of 44.40M and revenue of 1.09B, resulting in an operating margin of 4.1%.
SLF.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported an operating income of 1.13B and revenue of 5.51B, resulting in an operating margin of 20.4%.
RUS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Russel Metals Inc. reported a net income of 30.40M and revenue of 1.09B, resulting in a net margin of 2.8%.
SLF.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported a net income of 793.00M and revenue of 5.51B, resulting in a net margin of 14.4%.