SU.TO vs. VBAL.TO
SU.TO (Suncor Energy Inc.) is a stock, while VBAL.TO (Vanguard Balanced ETF Portfolio) is Diversified Portfolio fund actively managed by Vanguard. Over the past 5 years, SU.TO returned 32.60%/yr vs 7.26%/yr for VBAL.TO. At a 0.27 correlation, their price movements are largely independent.
Performance
SU.TO vs. VBAL.TO - Performance Comparison
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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 VBAL.TO's 7.52% 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%
VBAL.TO
- 1D
- -0.20%
- 1M
- -1.73%
- 6M
- 4.76%
- YTD
- 7.52%
- 1Y
- 14.78%
- 3Y*
- 12.90%
- 5Y*
- 7.26%
- 10Y*
- —
- ALL TIME*
- 7.58%
SU.TO vs. VBAL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SU.TO Suncor Energy Inc. | 45.88% | 23.85% | 26.14% | 3.73% | 41.63% | 53.98% | -47.70% | 16.23% | -11.78% |
VBAL.TO Vanguard Balanced ETF Portfolio | 7.52% | 11.92% | 14.62% | 12.49% | -11.39% | 10.21% | 10.27% | 14.90% | -3.35% |
Correlation
The correlation between SU.TO and VBAL.TO is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2018 | 0.27 |
The correlation between SU.TO and VBAL.TO shifts across timeframes, from -0.15 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU.TO vs. VBAL.TO — Risk / Return Rank
SU.TO
VBAL.TO
SU.TO vs. VBAL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU.TO) and Vanguard Balanced ETF Portfolio (VBAL.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.TO | VBAL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.32 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.50 | +1.05 |
| Martin ratioReturn relative to average drawdown | 11.56 | 10.28 | +1.29 |
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Drawdowns
SU.TO vs. VBAL.TO - Drawdown Comparison
The maximum SU.TO drawdown since its inception was -73.94%, which is greater than VBAL.TO's maximum drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for SU.TO and VBAL.TO.
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Drawdown Indicators
| SU.TO | VBAL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -21.19% | -52.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -5.93% | -13.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -9.66% | -12.07% |
Max Drawdown (5Y)Largest decline over 5 years | -30.62% | -16.38% | -14.24% |
Max Drawdown (10Y)Largest decline over 10 years | -70.77% | — | — |
Current DrawdownCurrent decline from peak | -7.95% | -2.12% | -5.83% |
Average DrawdownAverage peak-to-trough decline | -32.44% | -3.11% | -29.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.08% | 1.44% | +4.64% |
Volatility
SU.TO vs. VBAL.TO - Volatility Comparison
Suncor Energy Inc. (SU.TO) has a higher volatility of 8.03% compared to Vanguard Balanced ETF Portfolio (VBAL.TO) at 1.98%. This indicates that SU.TO's price experiences larger fluctuations and is considered to be riskier than VBAL.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.TO | VBAL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 1.98% | +6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 7.04% | +13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 8.49% | +16.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.63% | 8.74% | +21.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 10.08% | +24.85% |
Dividends
SU.TO vs. VBAL.TO - Dividend Comparison
SU.TO's dividend yield for the trailing twelve months is around 2.71%, more than VBAL.TO's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBAL.TO Vanguard Balanced ETF Portfolio | 2.13% | 2.23% | 2.30% | 2.37% | 2.21% | 1.95% | 1.82% | 2.25% | 2.04% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SU.TO and VBAL.TO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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