SU.TO vs. VFV.TO

Last updated Jun 4, 2026

SU.TO (Suncor Energy Inc.) is a stock, while VFV.TO (Vanguard S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SU.TO returned 15.57%/yr vs 16.04%/yr for VFV.TO. At a 0.23 correlation, their price movements are largely independent.

Performance

SU.TO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Suncor Energy Inc. (SU.TO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SU.TO achieves a 51.22% return, which is significantly higher than VFV.TO's 12.30% return. Both investments have delivered pretty close results over the past 10 years, with SU.TO having a 15.57% annualized return and VFV.TO not far ahead at 16.04%.

SU.TO

• 1D: 0.87%
• 1M: -2.29%
• YTD: 51.22%
• 6M: 47.73%
• 1Y: 89.95%
• 3Y*: 39.69%
• 5Y*: 31.36%
• 10Y*: 15.57%

VFV.TO

• 1D: -0.18%
• 1M: 7.30%
• YTD: 12.30%
• 6M: 10.47%
• 1Y: 29.48%
• 3Y*: 23.57%
• 5Y*: 16.84%
• 10Y*: 16.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SU.TO Suncor Energy Inc.	51.22%	25.96%	28.16%	5.52%	43.46%	55.51%	-46.99%	17.82%	-14.02%	9.43%
VFV.TO Vanguard S&P 500 Index ETF	12.30%	12.18%	35.23%	23.23%	-12.58%	27.51%	15.62%	25.14%	2.94%	13.67%

Correlation

The correlation between SU.TO and VFV.TO is -0.14, 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	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012	0.23

The correlation between SU.TO and VFV.TO shifts across timeframes, from -0.14 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SU.TO vs. VFV.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: 96
SU.TO Sharpe Ratio Rank: 97
SU.TO Sortino Ratio Rank: 96
SU.TO Omega Ratio Rank: 95
SU.TO Calmar Ratio Rank: 96
SU.TO Martin Ratio Rank: 96

VFV.TO

VFV.TO Risk / Return Rank: 74
VFV.TO Sharpe Ratio Rank: 78
VFV.TO Sortino Ratio Rank: 77
VFV.TO Omega Ratio Rank: 78
VFV.TO Calmar Ratio Rank: 68
VFV.TO Martin Ratio Rank: 69

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. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU.TO) and Vanguard S&P 500 Index ETF (VFV.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.

	SU.TO	VFV.TO	Difference
Sharpe ratio: Return per unit of total volatility	3.77	2.59	+1.19
Sortino ratio: Return per unit of downside risk	4.34	3.53	+0.81
Omega ratio: Gain probability vs. loss probability	1.59	1.48	+0.11
Calmar ratio: Return relative to maximum drawdown	8.89	3.44	+5.45
Martin ratio: Return relative to average drawdown	23.17	13.10	+10.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SU.TO Sharpe Ratio is 3.77, which is higher than the VFV.TO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SU.TO and VFV.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.

Sharpe Ratios by Period

	SU.TO	VFV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.77	2.59	+1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	1.14	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.97	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	1.14	-0.68

Drawdowns

SU.TO vs. VFV.TO - Drawdown Comparison

The maximum SU.TO drawdown since its inception was -73.98%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for SU.TO and VFV.TO.

Drawdown Indicators

	SU.TO	VFV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-73.98%	-27.43%	-46.55%
Max Drawdown (1Y) Largest decline over 1 year	-10.17%	-8.62%	-1.55%
Max Drawdown (3Y) Largest decline over 3 years	-21.36%	-19.05%	-2.31%
Max Drawdown (5Y) Largest decline over 5 years	-30.38%	-22.19%	-8.19%
Max Drawdown (10Y) Largest decline over 10 years	-70.10%	-27.43%	-42.67%
Current Drawdown Current decline from peak	-4.85%	-0.18%	-4.67%
Average Drawdown Average peak-to-trough decline	-22.07%	-3.35%	-18.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	2.26%	+1.63%

Volatility

SU.TO vs. VFV.TO - Volatility Comparison

Suncor Energy Inc. (SU.TO) has a higher volatility of 11.34% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 3.05%. This indicates that SU.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SU.TO	VFV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.34%	3.05%	+8.29%
Volatility (6M) Calculated over the trailing 6-month period	19.55%	8.55%	+11.00%
Volatility (1Y) Calculated over the trailing 1-year period	23.96%	11.46%	+12.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.63%	14.91%	+15.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.88%	16.57%	+18.31%

Dividends

SU.TO vs. VFV.TO - Dividend Comparison

SU.TO's dividend yield for the trailing twelve months is around 3.54%, more than VFV.TO's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SU.TO Suncor Energy Inc.	3.54%	5.29%	5.89%	6.71%	5.68%	4.17%	6.80%	5.27%	4.93%	3.61%	3.50%	4.12%
VFV.TO Vanguard S&P 500 Index ETF	0.83%	0.92%	0.99%	1.20%	1.31%	1.06%	1.33%	1.55%	1.68%	1.50%	1.66%	1.63%

Frequently Asked Questions

Can I hold both SU.TO and VFV.TO in my portfolio?

SU.TO and VFV.TO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.