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 28.02%/yr vs 3.93%/yr for BBHY. At a 0.26 correlation, their price movements are largely independent.
Performance
SU vs. BBHY - Performance Comparison
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Returns By Period
In the year-to-date period, SU achieves a 40.11% return, which is significantly higher than BBHY's 1.88% return.
SU
- 1D
- 3.41%
- 1M
- -0.54%
- 6M
- 33.29%
- YTD
- 40.11%
- 1Y
- 58.13%
- 3Y*
- 33.98%
- 5Y*
- 28.02%
- 10Y*
- 12.77%
BBHY
- 1D
- -0.21%
- 1M
- 0.01%
- 6M
- 1.38%
- YTD
- 1.88%
- 1Y
- 5.97%
- 3Y*
- 8.29%
- 5Y*
- 3.93%
- 10Y*
- —
SU vs. BBHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 40.11% | 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 | 1.88% | 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 -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.26 |
The correlation between SU and BBHY shifts across timeframes, from -0.11 (1 year) to 0.26 (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 | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.53 | +0.05 |
| Martin ratioReturn relative to average drawdown | 8.97 | 11.35 | -2.38 |
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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 | -11.55% | -0.49% | -11.06% |
Average DrawdownAverage peak-to-trough decline | -27.38% | -2.35% | -25.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 0.53% | +5.98% |
Volatility
SU vs. BBHY - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 10.06% 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 | 10.06% | 0.88% | +9.18% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 2.95% | +18.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.23% | 3.64% | +21.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.97% | 7.27% | +25.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 7.50% | +29.46% |
Dividends
SU vs. BBHY - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.80%, 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. | 2.80% | 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 -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SU has higher volatility (10.06%) 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 (2.32 vs 1.65), 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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