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SU.TO vs. CLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SU.TO vs. CLF.TO

Last updated Jul 21, 2026
Documentation

SU.TO (Suncor Energy Inc.) is a stock, while CLF.TO (iShares 1-5 Year Laddered Government Bond Index ETF) is Canadian Government Bonds fund tracking the Morningstar Can 1-5Y Core Bd GR CAD. Over the past 10 years, SU.TO returned 13.61%/yr vs 1.60%/yr for CLF.TO. At a correlation of -0.14, they often move in opposite directions.

Performance

SU.TO vs. CLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Suncor Energy Inc. (SU.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SU.TO achieves a 45.88% return, which is significantly higher than CLF.TO's 0.96% return. Over the past 10 years, SU.TO has outperformed CLF.TO with an annualized return of 13.61%, while CLF.TO has yielded a comparatively lower 1.60% annualized return.

SU.TO

1D
0.09%
1M
11.86%
6M
27.99%
YTD
45.88%
1Y
70.08%
3Y*
36.50%
5Y*
32.60%
10Y*
13.61%
ALL TIME*
6.31%

CLF.TO

1D
0.06%
1M
-0.15%
6M
0.67%
YTD
0.96%
1Y
3.04%
3Y*
4.29%
5Y*
1.71%
10Y*
1.60%
ALL TIME*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SU.TO vs. CLF.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SU.TO
Suncor Energy Inc.		45.88%23.85%26.14%3.73%41.63%53.98%-47.70%16.23%-14.82%8.41%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF		0.96%3.36%4.82%4.58%-3.98%-1.27%4.82%2.47%1.68%-0.49%

Correlation

The correlation between SU.TO and CLF.TO is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.15

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2008

-0.14

The correlation between SU.TO and CLF.TO shifts across timeframes, from -0.29 (1 year) to -0.11 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Suncor Energy Inc.

iShares 1-5 Year Laddered Government Bond Index ETF

Often compared with SU.TO:
SU.TO vs. CNQ.TOSU.TO vs. ENB.TOSU.TO vs. WCP.TOSU.TO vs. IMO.TOSU.TO vs. CVESU.TO vs. NPI.TOSU.TO vs. EMA.TO
Often compared with CLF.TO:
CLF.TO vs. XGB.TOCLF.TO vs. XSH.TOCLF.TO vs. TLTCLF.TO vs. XBB.TOCLF.TO vs. CBIL.TOCLF.TO vs. SPYCLF.TO vs. ZSP.TO

Return for Risk

SU.TO vs. CLF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SU.TO
SU.TO Risk / Return Rank: 9393
Overall Rank
SU.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SU.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
SU.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
SU.TO Martin Ratio Rank: 9292
Martin Ratio Rank
CLF.TO
CLF.TO Risk / Return Rank: 6060
Overall Rank
CLF.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 6464
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SU.TO vs. CLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU.TO) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.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.

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.

SU.TOCLF.TODifference
Sharpe ratioReturn per unit of total volatility
2.81
1.52

+1.30

Sortino ratioReturn per unit of downside risk
3.33
2.12

+1.21

Omega ratioGain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratioReturn relative to maximum drawdown

3.55

2.25

+1.30

Martin ratioReturn relative to average drawdown

11.56

6.64

+4.92

SU.TO vs. CLF.TO - Sharpe Ratio Comparison

The current SU.TO Sharpe Ratio is 2.81, which is higher than the CLF.TO Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SU.TO and CLF.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SU.TO vs. CLF.TO - Drawdown Comparison

The maximum SU.TO drawdown since its inception was -73.94%, which is greater than CLF.TO's maximum drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for SU.TO and CLF.TO.

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Drawdown Indicators

SU.TOCLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.94%

-6.91%

-67.03%

Max Drawdown (1Y)

Largest decline over 1 year

-19.84%

-1.35%

-18.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-1.40%

-20.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.62%

-6.80%

-23.82%

Max Drawdown (10Y)

Largest decline over 10 years

-70.77%

-6.91%

-63.86%

Current Drawdown

Current decline from peak

-7.95%

-0.34%

-7.61%

Average Drawdown

Average peak-to-trough decline

-32.44%

-1.07%

-31.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

0.46%

+5.62%

Volatility

SU.TO vs. CLF.TO - Volatility Comparison

Suncor Energy Inc. (SU.TO) has a higher volatility of 8.03% compared to iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO) at 0.48%. This indicates that SU.TO's price experiences larger fluctuations and is considered to be riskier than CLF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SU.TOCLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

0.48%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

1.53%

+19.27%

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

2.02%

+23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.63%

2.99%

+27.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

3.36%

+31.57%

Dividends

SU.TO vs. CLF.TO - Dividend Comparison

SU.TO's dividend yield for the trailing twelve months is around 2.71%, more than CLF.TO's 2.26% yield.

PositionTTM20252024202320222021202020192018201720162015
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF		2.26%2.22%2.22%2.23%2.10%1.98%2.15%2.46%2.67%2.91%3.12%3.29%
SU.TO
Suncor Energy Inc.		2.71%3.79%4.30%4.96%4.38%3.32%5.13%3.95%3.78%2.77%2.64%3.19%

Frequently Asked Questions

SU.TO and CLF.TO have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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