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SU vs. CVE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SU and CVE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SU vs. CVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suncor Energy Inc. (SU) and Cenovus Energy Inc. (CVE). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.35%
-39.68%
SU
CVE

Key characteristics

Sharpe Ratio

SU:

-0.56

CVE:

-1.44

Sortino Ratio

SU:

-0.59

CVE:

-2.13

Omega Ratio

SU:

0.92

CVE:

0.72

Calmar Ratio

SU:

-0.53

CVE:

-0.76

Martin Ratio

SU:

-2.17

CVE:

-2.13

Ulcer Index

SU:

7.22%

CVE:

22.79%

Daily Std Dev

SU:

28.13%

CVE:

33.72%

Max Drawdown

SU:

-81.07%

CVE:

-95.01%

Current Drawdown

SU:

-29.38%

CVE:

-63.82%

Fundamentals

Market Cap

SU:

$41.51B

CVE:

$20.71B

EPS

SU:

$3.32

CVE:

$1.17

PE Ratio

SU:

10.00

CVE:

9.62

PEG Ratio

SU:

0.07

CVE:

0.45

Total Revenue (TTM)

SU:

$40.45B

CVE:

$44.33B

Gross Profit (TTM)

SU:

$14.86B

CVE:

$8.42B

EBITDA (TTM)

SU:

$11.95B

CVE:

$6.68B

Returns By Period

In the year-to-date period, SU achieves a -10.62% return, which is significantly higher than CVE's -29.48% return. Over the past 10 years, SU has outperformed CVE with an annualized return of 3.90%, while CVE has yielded a comparatively lower -3.06% annualized return.


SU

YTD

-10.62%

1M

-11.75%

6M

-17.96%

1Y

-15.00%

5Y*

19.16%

10Y*

3.90%

CVE

YTD

-29.48%

1M

-16.14%

6M

-39.06%

1Y

-48.74%

5Y*

33.39%

10Y*

-3.06%

*Annualized

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Risk-Adjusted Performance

SU vs. CVE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SU
The Risk-Adjusted Performance Rank of SU is 2424
Overall Rank
The Sharpe Ratio Rank of SU is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SU is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SU is 33
Martin Ratio Rank

CVE
The Risk-Adjusted Performance Rank of CVE is 44
Overall Rank
The Sharpe Ratio Rank of CVE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CVE is 33
Sortino Ratio Rank
The Omega Ratio Rank of CVE is 44
Omega Ratio Rank
The Calmar Ratio Rank of CVE is 1111
Calmar Ratio Rank
The Martin Ratio Rank of CVE is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SU vs. CVE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Cenovus Energy Inc. (CVE). 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.


The chart of Sharpe ratio for SU, currently valued at -0.56, compared to the broader market-2.00-1.000.001.002.00
SU: -0.56
CVE: -1.44
The chart of Sortino ratio for SU, currently valued at -0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
SU: -0.59
CVE: -2.13
The chart of Omega ratio for SU, currently valued at 0.92, compared to the broader market0.501.001.502.00
SU: 0.92
CVE: 0.72
The chart of Calmar ratio for SU, currently valued at -0.70, compared to the broader market0.001.002.003.004.00
SU: -0.70
CVE: -0.76
The chart of Martin ratio for SU, currently valued at -2.17, compared to the broader market-5.000.005.0010.0015.00
SU: -2.17
CVE: -2.13

The current SU Sharpe Ratio is -0.56, which is higher than the CVE Sharpe Ratio of -1.44. The chart below compares the historical Sharpe Ratios of SU and CVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.56
-1.44
SU
CVE

Dividends

SU vs. CVE - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 5.10%, less than CVE's 5.83% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
5.10%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%
CVE
Cenovus Energy Inc.
5.83%3.92%2.33%1.81%0.57%0.75%1.58%2.17%1.70%1.01%5.25%4.64%

Drawdowns

SU vs. CVE - Drawdown Comparison

The maximum SU drawdown since its inception was -81.07%, smaller than the maximum CVE drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for SU and CVE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.40%
-63.82%
SU
CVE

Volatility

SU vs. CVE - Volatility Comparison

The current volatility for Suncor Energy Inc. (SU) is 13.92%, while Cenovus Energy Inc. (CVE) has a volatility of 18.64%. This indicates that SU experiences smaller price fluctuations and is considered to be less risky than CVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
13.92%
18.64%
SU
CVE

Financials

SU vs. CVE - Financials Comparison

This section allows you to compare key financial metrics between Suncor Energy Inc. and Cenovus Energy Inc.. 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


Values in USD except per share items