SU vs. BBHY
SU (Suncor Energy Inc.) is a stock, while BBHY (JPMorgan BetaBuilders USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Index. Over the past 5 years, SU returned 33.88%/yr vs 3.99%/yr for BBHY. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
SU vs. BBHY - Performance Comparison
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Returns By Period
In the year-to-date period, SU achieves a 50.88% return, which is significantly higher than BBHY's 2.13% return.
SU
- 1D
- -1.93%
- 1M
- 19.85%
- 6M
- 27.10%
- YTD
- 50.88%
- 1Y
- 74.91%
- 3Y*
- 34.61%
- 5Y*
- 33.88%
- 10Y*
- 14.16%
- ALL TIME*
- 15.29%
BBHY
- 1D
- 0.30%
- 1M
- -0.11%
- 6M
- 1.34%
- YTD
- 2.13%
- 1Y
- 5.69%
- 3Y*
- 8.37%
- 5Y*
- 3.99%
- 10Y*
- —
- ALL TIME*
- 4.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.07M | $3.06M | $2.90M | |
| $233.05M | $239.36M | $261.23M |
SU vs. BBHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 50.88% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 17.86% |
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 2.13% | 8.51% | 7.81% | 11.98% | -10.37% | 3.88% | 5.36% | 14.35% | -2.50% | 6.57% |
Correlation
The correlation between SU and BBHY is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.25 |
The correlation between SU and BBHY shifts across timeframes, from -0.15 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. BBHY — Risk / Return Rank
SU
BBHY
SU vs. BBHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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 | BBHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.30 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.41 | +0.92 |
| Martin ratioReturn relative to average drawdown | 11.12 | 10.49 | +0.63 |
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Drawdowns
SU vs. BBHY - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for SU and BBHY.
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Drawdown Indicators
| SU | BBHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -24.98% | -55.24% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -2.37% | -20.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -5.00% | -17.67% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -15.32% | -21.26% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | — | — |
Current DrawdownCurrent decline from peak | -4.75% | -0.25% | -4.50% |
Average DrawdownAverage peak-to-trough decline | -27.35% | -2.34% | -25.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 0.54% | +6.22% |
Volatility
SU vs. BBHY - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 8.71% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 0.88%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU | BBHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 0.88% | +7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 3.02% | +18.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 3.67% | +22.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 7.27% | +25.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 7.48% | +29.48% |
Dividends
SU vs. BBHY - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.60%, less than BBHY's 7.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 7.11% | 7.24% | 7.18% | 6.49% | 5.92% | 4.06% | 4.73% | 4.99% | 5.02% | 4.81% | 1.42% | 0.00% |
SU Suncor Energy Inc. | 2.60% | 3.72% | 4.51% | 5.27% | 4.56% | 3.34% | 4.93% | 3.84% | 4.24% | 4.16% | 3.55% | 4.42% |
Frequently Asked Questions
SU and BBHY 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.
SU has higher volatility (8.71%) compared to BBHY (0.88%). In terms of maximum drawdown, SU dropped -80.22% vs BBHY's -24.98%.
SU currently has the higher Sharpe Ratio (2.92 vs 1.56), 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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