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

Correlation

The correlation between SU and CVE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

Loading data...

Key characteristics

Sharpe Ratio

SU:

-0.16

CVE:

-0.76

Sortino Ratio

SU:

-0.04

CVE:

-0.98

Omega Ratio

SU:

1.00

CVE:

0.87

Calmar Ratio

SU:

-0.18

CVE:

-0.48

Martin Ratio

SU:

-0.62

CVE:

-1.26

Ulcer Index

SU:

8.52%

CVE:

24.24%

Daily Std Dev

SU:

30.39%

CVE:

39.06%

Max Drawdown

SU:

-81.07%

CVE:

-95.01%

Current Drawdown

SU:

-19.42%

CVE:

-53.37%

Fundamentals

Market Cap

SU:

$44.61B

CVE:

$25.05B

EPS

SU:

$3.47

CVE:

$1.09

PE Ratio

SU:

10.47

CVE:

12.67

PEG Ratio

SU:

0.07

CVE:

0.45

PS Ratio

SU:

0.88

CVE:

0.46

PB Ratio

SU:

1.39

CVE:

1.17

Total Revenue (TTM)

SU:

$54.91B

CVE:

$58.53B

Gross Profit (TTM)

SU:

$22.34B

CVE:

$11.53B

EBITDA (TTM)

SU:

$11.81B

CVE:

$6.68B

Returns By Period

In the year-to-date period, SU achieves a 1.99% return, which is significantly higher than CVE's -9.10% return. Over the past 10 years, SU has outperformed CVE with an annualized return of 5.80%, while CVE has yielded a comparatively lower -0.22% annualized return.


SU

YTD

1.99%

1M

8.11%

6M

-9.07%

1Y

-4.76%

5Y*

22.55%

10Y*

5.80%

CVE

YTD

-9.10%

1M

20.39%

6M

-12.32%

1Y

-29.74%

5Y*

32.25%

10Y*

-0.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 3838
Overall Rank
The Sharpe Ratio Rank of SU is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SU is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SU is 3737
Martin Ratio Rank

CVE
The Risk-Adjusted Performance Rank of CVE is 1414
Overall Rank
The Sharpe Ratio Rank of CVE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of CVE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of CVE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of CVE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of CVE is 1414
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 current SU Sharpe Ratio is -0.16, which is higher than the CVE Sharpe Ratio of -0.76. 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.


Loading data...

Dividends

SU vs. CVE - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 4.47%, less than CVE's 4.52% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
4.47%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.
3.79%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.


Loading data...

Volatility

SU vs. CVE - Volatility Comparison

The current volatility for Suncor Energy Inc. (SU) is 7.56%, while Cenovus Energy Inc. (CVE) has a volatility of 12.14%. 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.


Loading data...

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


5.00B10.00B15.00B20.00B20212022202320242025
13.33B
14.21B
(SU) Total Revenue
(CVE) Total Revenue
Values in USD except per share items

SU vs. CVE - Profitability Comparison

The chart below illustrates the profitability comparison between Suncor Energy Inc. and Cenovus Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20212022202320242025
47.7%
21.9%
(SU) Gross Margin
(CVE) Gross Margin
SU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Suncor Energy Inc. reported a gross profit of 6.36B and revenue of 13.33B. Therefore, the gross margin over that period was 47.7%.

CVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cenovus Energy Inc. reported a gross profit of 3.11B and revenue of 14.21B. Therefore, the gross margin over that period was 21.9%.

SU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Suncor Energy Inc. reported an operating income of 2.35B and revenue of 13.33B, resulting in an operating margin of 17.6%.

CVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cenovus Energy Inc. reported an operating income of 1.28B and revenue of 14.21B, resulting in an operating margin of 9.0%.

SU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Suncor Energy Inc. reported a net income of 1.69B and revenue of 13.33B, resulting in a net margin of 12.7%.

CVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cenovus Energy Inc. reported a net income of 859.00M and revenue of 14.21B, resulting in a net margin of 6.1%.