SLF.TO vs. MFC.TO
Compare and contrast key facts about Sun Life Financial Inc. (SLF.TO) and Manulife Financial Corporation (MFC.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLF.TO or MFC.TO.
Key characteristics
| SLF.TO | MFC.TO | |
|---|---|---|
| YTD Return | 27.04% | 61.98% |
| 1Y Return | 28.82% | 84.47% |
| 3Y Return (Ann) | 11.00% | 28.13% |
| 5Y Return (Ann) | 11.20% | 16.89% |
| 10Y Return (Ann) | 11.79% | 11.87% |
| Sharpe Ratio | 2.22 | 4.39 |
| Sortino Ratio | 2.97 | 6.22 |
| Omega Ratio | 1.45 | 1.86 |
| Calmar Ratio | 2.79 | 0.85 |
| Martin Ratio | 7.15 | 32.95 |
| Ulcer Index | 4.71% | 2.57% |
| Daily Std Dev | 15.15% | 19.24% |
| Max Drawdown | -71.53% | -100.00% |
| Current Drawdown | 0.00% | -99.99% |
Fundamentals
| SLF.TO | MFC.TO | |
|---|---|---|
| Market Cap | CA$48.10B | CA$79.50B |
| EPS | CA$6.16 | CA$2.84 |
| PE Ratio | 13.54 | 15.98 |
| PEG Ratio | 1.26 | 0.91 |
| Total Revenue (TTM) | CA$49.97B | CA$45.57B |
| Gross Profit (TTM) | CA$34.79B | CA$30.97B |
| EBITDA (TTM) | CA$589.00M | CA$125.00M |
Correlation
The correlation between SLF.TO and MFC.TO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SLF.TO vs. MFC.TO - Performance Comparison
In the year-to-date period, SLF.TO achieves a 27.04% return, which is significantly lower than MFC.TO's 61.98% return. Both investments have delivered pretty close results over the past 10 years, with SLF.TO having a 11.79% annualized return and MFC.TO not far ahead at 11.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SLF.TO vs. MFC.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF.TO) and Manulife Financial Corporation (MFC.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.
Dividends
SLF.TO vs. MFC.TO - Dividend Comparison
SLF.TO's dividend yield for the trailing twelve months is around 3.77%, more than MFC.TO's 2.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF.TO Sun Life Financial Inc. | 3.77% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% | 3.44% | 3.84% |
MFC.TO Manulife Financial Corporation | 2.49% | 3.67% | 4.21% | 3.88% | 4.93% | 2.86% | 3.64% | 2.60% | 2.36% | 3.28% | 3.12% | 2.39% |
Drawdowns
SLF.TO vs. MFC.TO - Drawdown Comparison
The maximum SLF.TO drawdown since its inception was -71.53%, smaller than the maximum MFC.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SLF.TO and MFC.TO. For additional features, visit the drawdowns tool.
Volatility
SLF.TO vs. MFC.TO - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF.TO) is 5.11%, while Manulife Financial Corporation (MFC.TO) has a volatility of 7.05%. This indicates that SLF.TO experiences smaller price fluctuations and is considered to be less risky than MFC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SLF.TO vs. MFC.TO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Manulife Financial Corporation. 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