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SU.TO vs. CPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SU.TOCPG

Fundamentals


SU.TOCPG
Total Revenue (TTM)CA$39.00B$1.88B
Gross Profit (TTM)CA$17.30B$903.30M
EBITDA (TTM)CA$11.89B$1.15B

Correlation

-0.50.00.51.00.7

The correlation between SU.TO and CPG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SU.TO vs. CPG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.19%
-6.00%
SU.TO
CPG

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Risk-Adjusted Performance

SU.TO vs. CPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU.TO) and Crescent Point Energy Corp. (CPG). 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.


SU.TO
Sharpe ratio
The chart of Sharpe ratio for SU.TO, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91
Sortino ratio
The chart of Sortino ratio for SU.TO, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for SU.TO, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for SU.TO, currently valued at 0.89, compared to the broader market0.002.004.006.000.89
Martin ratio
The chart of Martin ratio for SU.TO, currently valued at 4.39, compared to the broader market0.0010.0020.0030.004.39
CPG
Sharpe ratio
The chart of Sharpe ratio for CPG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for CPG, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.006.001.19
Omega ratio
The chart of Omega ratio for CPG, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for CPG, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for CPG, currently valued at 1.91, compared to the broader market0.0010.0020.0030.001.91

SU.TO vs. CPG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.91
0.76
SU.TO
CPG

Dividends

SU.TO vs. CPG - Dividend Comparison

SU.TO's dividend yield for the trailing twelve months is around 3.83%, while CPG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SU.TO
Suncor Energy Inc.
3.83%4.95%4.37%3.32%5.14%3.95%3.78%3.62%2.65%3.17%2.74%1.97%
CPG
Crescent Point Energy Corp.
4.13%7.03%4.27%0.69%0.75%0.89%11.92%4.72%3.85%18.76%12.80%7.11%

Drawdowns

SU.TO vs. CPG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.35%
-70.73%
SU.TO
CPG

Volatility

SU.TO vs. CPG - Volatility Comparison

Suncor Energy Inc. (SU.TO) has a higher volatility of 6.43% compared to Crescent Point Energy Corp. (CPG) at 0.00%. This indicates that SU.TO's price experiences larger fluctuations and is considered to be riskier than CPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.43%
0
SU.TO
CPG

Financials

SU.TO vs. CPG - Financials Comparison

This section allows you to compare key financial metrics between Suncor Energy Inc. and Crescent Point Energy Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. SU.TO values in CAD, CPG values in USD