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

Correlation

The correlation between SU and CVX 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. CVX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SU:

-0.30

CVX:

-0.51

Sortino Ratio

SU:

-0.09

CVX:

-0.44

Omega Ratio

SU:

0.99

CVX:

0.94

Calmar Ratio

SU:

-0.22

CVX:

-0.51

Martin Ratio

SU:

-0.76

CVX:

-1.28

Ulcer Index

SU:

8.41%

CVX:

8.75%

Daily Std Dev

SU:

30.40%

CVX:

25.10%

Max Drawdown

SU:

-81.07%

CVX:

-55.77%

Current Drawdown

SU:

-21.72%

CVX:

-19.17%

Fundamentals

Market Cap

SU:

$43.16B

CVX:

$236.68B

EPS

SU:

$3.42

CVX:

$8.75

PE Ratio

SU:

10.20

CVX:

15.49

PEG Ratio

SU:

0.07

CVX:

3.62

PS Ratio

SU:

0.88

CVX:

1.21

PB Ratio

SU:

1.38

CVX:

1.62

Total Revenue (TTM)

SU:

$54.91B

CVX:

$194.44B

Gross Profit (TTM)

SU:

$22.34B

CVX:

$89.79B

EBITDA (TTM)

SU:

$11.81B

CVX:

$43.57B

Returns By Period

In the year-to-date period, SU achieves a -0.93% return, which is significantly higher than CVX's -3.32% return. Over the past 10 years, SU has underperformed CVX with an annualized return of 5.40%, while CVX has yielded a comparatively higher 7.06% annualized return.


SU

YTD

-0.93%

1M

2.19%

6M

-8.78%

1Y

-9.17%

5Y*

20.43%

10Y*

5.40%

CVX

YTD

-3.32%

1M

-5.16%

6M

-9.86%

1Y

-12.67%

5Y*

12.64%

10Y*

7.06%

*Annualized

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Risk-Adjusted Performance

SU vs. CVX — 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 3535
Overall Rank
The Sharpe Ratio Rank of SU is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SU is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SU is 3535
Martin Ratio Rank

CVX
The Risk-Adjusted Performance Rank of CVX is 2222
Overall Rank
The Sharpe Ratio Rank of CVX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CVX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CVX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CVX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CVX is 1515
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. CVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Chevron Corporation (CVX). 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 -0.30, which is higher than the CVX Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SU and CVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SU vs. CVX - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 4.60%, less than CVX's 4.77% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
4.60%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%
CVX
Chevron Corporation
4.77%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%

Drawdowns

SU vs. CVX - Drawdown Comparison

The maximum SU drawdown since its inception was -81.07%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for SU and CVX. For additional features, visit the drawdowns tool.


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Volatility

SU vs. CVX - Volatility Comparison


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Financials

SU vs. CVX - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
13.33B
47.61B
(SU) Total Revenue
(CVX) Total Revenue
Values in USD except per share items

SU vs. CVX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
47.7%
100.0%
(SU) Gross Margin
(CVX) 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%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chevron Corporation reported a gross profit of 47.61B and revenue of 47.61B. Therefore, the gross margin over that period was 100.0%.

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%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chevron Corporation reported an operating income of 39.97B and revenue of 47.61B, resulting in an operating margin of 84.0%.

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%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chevron Corporation reported a net income of 3.51B and revenue of 47.61B, resulting in a net margin of 7.4%.