SLF-PC.TO vs. EMA-PC.TO
SLF-PC.TO (Sun Life Financial Inc.) and EMA-PC.TO (Emera Incorporated) are both stocks. SLF-PC.TO operates in Insurance - Diversified (Financial Services), while EMA-PC.TO operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, SLF-PC.TO returned 5.09%/yr vs 10.07%/yr for EMA-PC.TO. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
SLF-PC.TO vs. EMA-PC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, SLF-PC.TO achieves a 3.20% return, which is significantly lower than EMA-PC.TO's 7.94% return. Over the past 10 years, SLF-PC.TO has underperformed EMA-PC.TO with an annualized return of 5.09%, while EMA-PC.TO has yielded a comparatively higher 10.07% annualized return.
SLF-PC.TO
- 1D
- 0.00%
- 1M
- 1.34%
- 6M
- 2.97%
- YTD
- 3.20%
- 1Y
- 8.30%
- 3Y*
- 13.74%
- 5Y*
- 2.87%
- 10Y*
- 5.09%
- ALL TIME*
- 4.76%
EMA-PC.TO
- 1D
- 0.62%
- 1M
- 3.25%
- 6M
- 6.86%
- YTD
- 7.94%
- 1Y
- 13.39%
- 3Y*
- 16.02%
- 5Y*
- 8.31%
- 10Y*
- 10.07%
- ALL TIME*
- 5.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EMA-PC.TO Emera Incorporated | CA$74.31K | CA$156.56K | CA$154.27K |
SLF-PC.TO Sun Life Financial Inc. | CA$89.26K | CA$72.10K | CA$77.55K |
SLF-PC.TO vs. EMA-PC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF-PC.TO Sun Life Financial Inc. | 3.20% | 14.44% | 16.24% | 6.11% | -22.44% | 7.96% | 19.50% | 11.98% | -1.98% | 6.52% |
EMA-PC.TO Emera Incorporated | 7.94% | 15.47% | 23.62% | 16.61% | -18.92% | 44.17% | 3.84% | -7.46% | -8.81% | 17.30% |
Correlation
The correlation between SLF-PC.TO and EMA-PC.TO is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2012 | 0.19 |
The correlation between SLF-PC.TO and EMA-PC.TO shifts across timeframes, from 0.09 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
SLF-PC.TO vs. EMA-PC.TO — Risk / Return Rank
SLF-PC.TO
EMA-PC.TO
SLF-PC.TO vs. EMA-PC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF-PC.TO) and Emera Incorporated (EMA-PC.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.
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.
| SLF-PC.TO | EMA-PC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 5.32 | -4.28 |
| Martin ratioReturn relative to average drawdown | 3.12 | 20.27 | -17.15 |
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Drawdowns
SLF-PC.TO vs. EMA-PC.TO - Drawdown Comparison
The maximum SLF-PC.TO drawdown since its inception was -46.37%, roughly equal to the maximum EMA-PC.TO drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for SLF-PC.TO and EMA-PC.TO.
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Drawdown Indicators
| SLF-PC.TO | EMA-PC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.37% | -45.60% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -2.80% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -8.64% | -12.62% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -26.10% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.23% | -45.60% | +11.37% |
Current DrawdownCurrent decline from peak | -1.17% | 0.00% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -8.90% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.73% | +1.46% |
Volatility
SLF-PC.TO vs. EMA-PC.TO - Volatility Comparison
Sun Life Financial Inc. (SLF-PC.TO) has a higher volatility of 3.53% compared to Emera Incorporated (EMA-PC.TO) at 2.65%. This indicates that SLF-PC.TO's price experiences larger fluctuations and is considered to be riskier than EMA-PC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF-PC.TO | EMA-PC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.65% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 5.00% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.81% | 7.41% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 14.70% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 16.50% | -1.30% |
Dividends
SLF-PC.TO vs. EMA-PC.TO - Dividend Comparison
SLF-PC.TO's dividend yield for the trailing twelve months is around 5.06%, less than EMA-PC.TO's 7.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMA-PC.TO Emera Incorporated | 6.16% | 6.34% | 6.85% | 6.29% | 6.29% | 4.83% | 6.60% | 6.40% | 5.02% | 4.22% | 4.73% | 5.20% |
SLF-PC.TO Sun Life Financial Inc. | 5.06% | 5.09% | 5.52% | 6.07% | 6.06% | 4.45% | 4.59% | 5.21% | 5.53% | 5.14% | 5.21% | 5.32% |
Financials
SLF-PC.TO vs. EMA-PC.TO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Emera Incorporated. 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
SLF-PC.TO and EMA-PC.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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