SLF vs. LYB
SLF (Sun Life Financial Inc.) and LYB (LyondellBasell Industries N.V.) are both stocks. SLF operates in Insurance - Diversified (Financial Services), while LYB operates in Specialty Chemicals (Basic Materials). Over the past 10 years, SLF returned 14.00%/yr vs 5.47%/yr for LYB. At a 0.46 correlation, their price movements are largely independent.
Performance
SLF vs. LYB - Performance Comparison
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Returns By Period
In the year-to-date period, SLF achieves a 33.00% return, which is significantly lower than LYB's 47.20% return. Over the past 10 years, SLF has outperformed LYB with an annualized return of 14.00%, while LYB has yielded a comparatively lower 5.47% annualized return.
SLF
- 1D
- 0.47%
- 1M
- 4.90%
- 6M
- 32.93%
- YTD
- 33.00%
- 1Y
- 35.62%
- 3Y*
- 21.04%
- 5Y*
- 14.81%
- 10Y*
- 14.00%
- ALL TIME*
- 13.23%
LYB
- 1D
- 1.85%
- 1M
- 6.49%
- 6M
- 23.00%
- YTD
- 47.20%
- 1Y
- 2.64%
- 3Y*
- -6.09%
- 5Y*
- -1.87%
- 10Y*
- 5.47%
- ALL TIME*
- 14.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $264.40M | $296.89M | $349.44M | |
| $48.77M | $44.56M | $50.72M |
SLF vs. LYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 33.00% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
LYB LyondellBasell Industries N.V. | 47.20% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
Correlation
The correlation between SLF and LYB is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2010 | 0.46 |
The correlation between SLF and LYB shifts across timeframes, from -0.00 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SLF:
$45.07B
LYB:
$20.12B
SLF:
CA$6.39
LYB:
-$3.58
SLF:
1.49
LYB:
0.60
SLF:
CA$39.40B
LYB:
$22.48B
SLF:
CA$20.48B
LYB:
-$4.33B
SLF:
CA$4.74B
LYB:
$935.00M
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Return for Risk
SLF vs. LYB — Risk / Return Rank
SLF
LYB
SLF vs. LYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and LyondellBasell Industries N.V. (LYB). 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 | LYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.05 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 0.07 | +3.48 |
| Martin ratioReturn relative to average drawdown | 9.03 | 0.12 | +8.91 |
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Drawdowns
SLF vs. LYB - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than LYB's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for SLF and LYB.
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Drawdown Indicators
| SLF | LYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -63.26% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -35.51% | +25.45% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -55.35% | +40.44% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -55.35% | +24.58% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -63.26% | +12.42% |
Current DrawdownCurrent decline from peak | -0.53% | -30.92% | +30.39% |
Average DrawdownAverage peak-to-trough decline | -16.80% | -15.25% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 22.23% | -18.27% |
Volatility
SLF vs. LYB - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 4.26%, while LyondellBasell Industries N.V. (LYB) has a volatility of 8.84%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF | LYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 8.84% | -4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 33.28% | -18.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 45.86% | -26.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 32.81% | -13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 36.79% | -14.11% |
Dividends
SLF vs. LYB - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.27%, less than LYB's 6.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 6.61% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
SLF Sun Life Financial Inc. | 3.27% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
SLF vs. LYB - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and LyondellBasell Industries N.V.. 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 and LYB have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYB has higher volatility (8.84%) compared to SLF (4.26%). In terms of maximum drawdown, SLF dropped -78.60% vs LYB's -63.26%.
SLF currently has the higher Sharpe Ratio (1.82 vs 0.06), 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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