SLF vs. NTRS
SLF (Sun Life Financial Inc.) and NTRS (Northern Trust Corporation) are both stocks. Both are in the Financial Services sector — SLF in Insurance - Diversified, NTRS in Asset Management. Over the past 10 years, SLF returned 12.50%/yr vs 12.06%/yr for NTRS. At a 0.48 correlation, their price movements are largely independent.
Performance
SLF vs. NTRS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SLF achieves a 20.20% return, which is significantly lower than NTRS's 25.08% return. Both investments have delivered pretty close results over the past 10 years, with SLF having a 12.50% annualized return and NTRS not far behind at 12.06%.
SLF
- 1D
- -0.27%
- 1M
- 5.95%
- YTD
- 20.20%
- 6M
- 28.28%
- 1Y
- 17.42%
- 3Y*
- 18.61%
- 5Y*
- 11.46%
- 10Y*
- 12.50%
NTRS
- 1D
- -0.80%
- 1M
- 5.91%
- YTD
- 25.08%
- 6M
- 27.99%
- 1Y
- 60.27%
- 3Y*
- 35.23%
- 5Y*
- 10.74%
- 10Y*
- 12.06%
SLF vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 20.20% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
NTRS Northern Trust Corporation | 25.08% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
Correlation
The correlation between SLF and NTRS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2000 | 0.48 |
Over the past year, the correlation between SLF and NTRS has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Fundamentals
SLF:
$6.22
NTRS:
$9.09
SLF:
11.81
NTRS:
18.59
SLF:
0.98
NTRS:
2.26
SLF:
$39.40B
NTRS:
$14.30B
SLF:
$20.48B
NTRS:
$8.09B
SLF:
$4.74B
NTRS:
$3.21B
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
SLF vs. NTRS — Risk / Return Rank
SLF
NTRS
SLF vs. NTRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and Northern Trust Corporation (NTRS). 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 | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.89 | -3.72 |
| Martin ratioReturn relative to average drawdown | 2.53 | 13.20 | -10.67 |
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 charts...
Sharpe Ratios by Period
| SLF | NTRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.31 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.37 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.40 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.39 | +0.03 |
Drawdowns
SLF vs. NTRS - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than NTRS's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for SLF and NTRS.
Loading charts...
Drawdown Indicators
| SLF | NTRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -67.67% | -10.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -12.39% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -25.21% | +10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -50.03% | +19.26% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -50.03% | -0.81% |
Current DrawdownCurrent decline from peak | -0.27% | -1.83% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -20.96% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 4.58% | +2.32% |
Volatility
SLF vs. NTRS - Volatility Comparison
Sun Life Financial Inc. (SLF) and Northern Trust Corporation (NTRS) have volatilities of 4.62% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SLF | NTRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.74% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 18.84% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.16% | 26.27% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 29.58% | -10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 30.38% | -7.49% |
Dividends
SLF vs. NTRS - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.61%, more than NTRS's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.89% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
SLF Sun Life Financial Inc. | 3.61% | 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. NTRS - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Northern Trust 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
SLF vs. NTRS - Profitability Comparison
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
Frequently Asked Questions
SLF and NTRS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTRS has higher volatility (4.74%) compared to SLF (4.62%). In terms of maximum drawdown, SLF dropped -78.60% vs NTRS's -67.67%.
NTRS currently has the higher Sharpe Ratio (2.31 vs 0.87), 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.
Find the right allocation for SLF and NTRS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer