PortfoliosLab logoPortfoliosLab logo
SU vs. CVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SU vs. CVI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SU achieves a 28.59% return, which is significantly higher than CVI's 11.71% return. Over the past 10 years, SU has underperformed CVI with an annualized return of 12.24%, while CVI has yielded a comparatively higher 19.62% annualized return.


SU

1D
1.63%
1M
-15.94%
YTD
28.59%
6M
32.81%
1Y
44.95%
3Y*
30.95%
5Y*
23.12%
10Y*
12.24%

CVI

1D
1.82%
1M
-14.02%
YTD
11.71%
6M
6.80%
1Y
3.30%
3Y*
10.95%
5Y*
27.36%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SU vs. CVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SU
Suncor Energy Inc.
28.59%29.69%16.22%6.40%32.31%54.94%-46.67%22.10%-21.27%17.86%
CVI
CVR Energy, Inc.
11.71%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%

Correlation

The correlation between SU and CVI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2007

0.48

The correlation between SU and CVI shifts across timeframes, from 0.37 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SU:

$66.86B

CVI:

$2.80B

EPS

SU:

CA$5.24

CVI:

-$0.42

PS Ratio

SU:

1.85

CVI:

0.37

PB Ratio

SU:

2.07

CVI:

5.21

Total Revenue (TTM)

SU:

CA$52.01B

CVI:

$7.50B

Gross Profit (TTM)

SU:

CA$28.85B

CVI:

-$1.54B

EBITDA (TTM)

SU:

CA$16.36B

CVI:

$441.00M

Compare stocks, funds, or ETFs

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


Return for Risk

SU vs. CVI — Risk / Return Rank

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

SU
SU Risk / Return Rank: 8383
Overall Rank
SU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SU Sortino Ratio Rank: 8282
Sortino Ratio Rank
SU Omega Ratio Rank: 8181
Omega Ratio Rank
SU Calmar Ratio Rank: 7878
Calmar Ratio Rank
SU Martin Ratio Rank: 8888
Martin Ratio Rank

CVI
CVI Risk / Return Rank: 4343
Overall Rank
CVI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 4242
Sortino Ratio Rank
CVI Omega Ratio Rank: 4141
Omega Ratio Rank
CVI Calmar Ratio Rank: 4343
Calmar Ratio Rank
CVI Martin Ratio Rank: 4343
Martin Ratio Rank
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 vs. CVI - Risk-Adjusted Trends Comparison

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


SUCVIDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.30

1.06

+0.25

Calmar ratioReturn relative to maximum drawdown

2.24

0.07

+2.18

Martin ratioReturn relative to average drawdown

9.65

0.15

+9.50

SU vs. CVI - Sharpe Ratio Comparison

The current SU Sharpe Ratio is 1.84, which is higher than the CVI Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SU and CVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SU vs. CVI - Drawdown Comparison

The maximum SU drawdown since its inception was -80.22%, smaller than the maximum CVI drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for SU and CVI.


Loading charts...

Drawdown Indicators


SUCVIDifference

Max Drawdown

Largest peak-to-trough decline

-80.22%

-92.39%

+12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-20.12%

-48.21%

+28.09%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-56.17%

+33.75%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-56.17%

+19.59%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

-80.26%

+6.72%

Current Drawdown

Current decline from peak

-18.83%

-28.97%

+10.14%

Average Drawdown

Average peak-to-trough decline

-27.40%

-35.14%

+7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

22.61%

-17.83%

Volatility

SU vs. CVI - Volatility Comparison

The current volatility for Suncor Energy Inc. (SU) is 9.58%, while CVR Energy, Inc. (CVI) has a volatility of 14.44%. This indicates that SU experiences smaller price fluctuations and is considered to be less risky than CVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUCVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

14.44%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

41.24%

-20.91%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

52.10%

-27.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.89%

57.96%

-25.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.95%

59.15%

-22.20%

Dividends

SU vs. CVI - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 3.05%, more than CVI's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CVI
CVR Energy, Inc.
1.68%8.88%8.00%14.85%32.04%14.28%8.05%7.54%7.25%5.37%7.88%5.08%
SU
Suncor Energy Inc.
3.05%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%

Financials

SU vs. CVI - Financials Comparison

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


0.005.00B10.00B15.00B20222023202420252026
15.42B
1.98B
(SU) Total Revenue
(CVI) Total Revenue
Please note, different currencies. SU values in CAD, CVI values in USD

Frequently Asked Questions


SU and CVI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVI has higher volatility (14.44%) compared to SU (9.58%). In terms of maximum drawdown, SU dropped -80.22% vs CVI's -92.39%.

SU currently has the higher Sharpe Ratio (1.84 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for SU and CVI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer