SLF.TO vs. SLF-PC.TO
Compare and contrast key facts about Sun Life Financial Inc. (SLF.TO) and Sun Life Financial Inc. (SLF-PC.TO).
Performance
SLF.TO vs. SLF-PC.TO - Performance Comparison
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SLF.TO vs. SLF-PC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF.TO Sun Life Financial Inc. | 3.00% | 4.75% | 29.69% | 14.37% | -6.73% | 28.82% | -0.52% | 35.86% | -9.44% | 4.39% |
SLF-PC.TO Sun Life Financial Inc. | -3.67% | 14.44% | 16.24% | 6.11% | -22.43% | 7.96% | 19.50% | 11.98% | -1.98% | 6.52% |
Fundamentals
Returns By Period
In the year-to-date period, SLF.TO achieves a 3.00% return, which is significantly higher than SLF-PC.TO's -3.67% return. Over the past 10 years, SLF.TO has outperformed SLF-PC.TO with an annualized return of 12.00%, while SLF-PC.TO has yielded a comparatively lower 5.54% annualized return.
SLF.TO
- 1D
- 0.22%
- 1M
- -2.05%
- YTD
- 3.00%
- 6M
- 6.33%
- 1Y
- 9.58%
- 3Y*
- 16.36%
- 5Y*
- 10.99%
- 10Y*
- 12.00%
SLF-PC.TO
- 1D
- 0.48%
- 1M
- -4.28%
- YTD
- -3.67%
- 6M
- 0.87%
- 1Y
- 6.36%
- 3Y*
- 8.61%
- 5Y*
- 2.11%
- 10Y*
- 5.54%
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Return for Risk
SLF.TO vs. SLF-PC.TO — Risk / Return Rank
SLF.TO
SLF-PC.TO
SLF.TO vs. SLF-PC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF.TO) and Sun Life Financial Inc. (SLF-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.
| SLF.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.53 | -0.05 |
Sortino ratioReturn per unit of downside risk | 0.74 | 0.79 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.03 | -0.28 |
Martin ratioReturn relative to average drawdown | 1.76 | 2.93 | -1.16 |
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
| SLF.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.17 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.37 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.10 |
Correlation
The correlation between SLF.TO and SLF-PC.TO is 0.15, 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
SLF.TO vs. SLF-PC.TO - Dividend Comparison
SLF.TO's dividend yield for the trailing twelve months is around 4.12%, less than SLF-PC.TO's 5.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF.TO Sun Life Financial Inc. | 4.12% | 4.11% | 3.80% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% |
SLF-PC.TO Sun Life Financial Inc. | 5.35% | 5.09% | 5.52% | 6.07% | 6.06% | 4.45% | 4.59% | 5.21% | 5.53% | 5.14% | 5.21% | 5.32% |
Drawdowns
SLF.TO vs. SLF-PC.TO - Drawdown Comparison
The maximum SLF.TO drawdown since its inception was -71.53%, which is greater than SLF-PC.TO's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for SLF.TO and SLF-PC.TO.
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Drawdown Indicators
| SLF.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.53% | -46.37% | -25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -6.55% | -7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.48% | -28.76% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -45.99% | -34.23% | -11.76% |
Current DrawdownCurrent decline from peak | -6.05% | -5.23% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -14.78% | -7.71% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 2.32% | +3.70% |
Volatility
SLF.TO vs. SLF-PC.TO - Volatility Comparison
Sun Life Financial Inc. (SLF.TO) has a higher volatility of 4.74% compared to Sun Life Financial Inc. (SLF-PC.TO) at 4.43%. This indicates that SLF.TO's price experiences larger fluctuations and is considered to be riskier than SLF-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.TO | SLF-PC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.43% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 7.95% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 12.02% | +8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 12.77% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 15.19% | +5.16% |
Financials
SLF.TO vs. SLF-PC.TO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial 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