SLF vs. PSX
SLF (Sun Life Financial Inc.) and PSX (Phillips 66) are both stocks. SLF operates in Insurance - Diversified (Financial Services), while PSX operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, SLF returned 14.00%/yr vs 15.11%/yr for PSX. At a 0.38 correlation, their price movements are largely independent.
Performance
SLF vs. PSX - 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 PSX's 66.38% return. Over the past 10 years, SLF has underperformed PSX with an annualized return of 14.00%, while PSX has yielded a comparatively higher 15.11% 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%
PSX
- 1D
- -0.41%
- 1M
- 25.53%
- 6M
- 51.58%
- YTD
- 66.38%
- 1Y
- 73.32%
- 3Y*
- 30.38%
- 5Y*
- 28.75%
- 10Y*
- 15.11%
- ALL TIME*
- 17.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PSX Phillips 66 | $515.03M | $507.34M | $465.66M |
| $48.77M | $44.56M | $50.72M |
SLF vs. PSX - 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% |
PSX Phillips 66 | 66.38% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
Correlation
The correlation between SLF and PSX is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.38 |
The correlation between SLF and PSX shifts across timeframes, from -0.05 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SLF:
$45.07B
PSX:
$84.76B
SLF:
CA$6.39
PSX:
$10.19
SLF:
17.94
PSX:
20.75
SLF:
1.49
PSX:
0.64
SLF:
2.02
PSX:
2.99
SLF:
CA$39.40B
PSX:
$134.70B
SLF:
CA$20.48B
PSX:
$5.94B
SLF:
CA$4.74B
PSX:
$9.17B
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Return for Risk
SLF vs. PSX — Risk / Return Rank
SLF
PSX
SLF vs. PSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) and Phillips 66 (PSX). 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 | PSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 4.27 | -0.71 |
| Martin ratioReturn relative to average drawdown | 9.03 | 12.69 | -3.67 |
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Drawdowns
SLF vs. PSX - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than PSX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for SLF and PSX.
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Drawdown Indicators
| SLF | PSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -64.21% | -14.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -17.28% | +7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -44.37% | +29.46% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -44.37% | +13.60% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -64.21% | +13.37% |
Current DrawdownCurrent decline from peak | -0.53% | -0.41% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -16.80% | -14.67% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 5.80% | -1.84% |
Volatility
SLF vs. PSX - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 4.26%, while Phillips 66 (PSX) has a volatility of 9.35%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than PSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF | PSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 9.35% | -5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 23.00% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 30.43% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 33.06% | -13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 35.44% | -12.76% |
Dividends
SLF vs. PSX - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.27%, more than PSX's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.34% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
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. PSX - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Phillips 66. 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. PSX - Profitability Comparison
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
PSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
PSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
PSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.
Frequently Asked Questions
SLF and PSX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (9.35%) compared to SLF (4.26%). In terms of maximum drawdown, SLF dropped -78.60% vs PSX's -64.21%.
PSX currently has the higher Sharpe Ratio (2.42 vs 1.82), 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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