SU vs. CVX
SU (Suncor Energy Inc.) and CVX (Chevron Corporation) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 10 years, SU returned 12.24%/yr vs 10.13%/yr for CVX. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
SU vs. CVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SU achieves a 28.59% return, which is significantly higher than CVX's 17.05% return. Over the past 10 years, SU has outperformed CVX with an annualized return of 12.24%, while CVX has yielded a comparatively lower 10.13% 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%
CVX
- 1D
- 0.82%
- 1M
- -8.55%
- YTD
- 17.05%
- 6M
- 19.09%
- 1Y
- 21.96%
- 3Y*
- 9.49%
- 5Y*
- 15.13%
- 10Y*
- 10.13%
SU vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 28.59% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 17.86% |
CVX Chevron Corporation | 17.05% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between SU and CVX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2001 | 0.66 |
The correlation between SU and CVX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
Fundamentals
SU:
$66.86B
CVX:
$347.65B
SU:
CA$5.24
CVX:
$5.75
SU:
15.20
CVX:
30.42
SU:
0.55
CVX:
2.96
SU:
1.85
CVX:
1.80
SU:
2.07
CVX:
1.89
SU:
CA$52.01B
CVX:
$185.89B
SU:
CA$28.85B
CVX:
$47.27B
SU:
CA$16.36B
CVX:
$40.44B
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. CVX — Risk / Return Rank
SU
CVX
SU vs. CVX - Risk-Adjusted Trends 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.
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 | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.30 | +0.95 |
| Martin ratioReturn relative to average drawdown | 9.65 | 3.64 | +6.01 |
Loading charts...
Drawdowns
SU vs. CVX - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, 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.
Loading charts...
Drawdown Indicators
| SU | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -55.77% | -24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -20.12% | -17.02% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -20.64% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -24.95% | -11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | -55.77% | -17.77% |
Current DrawdownCurrent decline from peak | -18.83% | -16.33% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -27.40% | -11.39% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 6.08% | -1.30% |
Volatility
SU vs. CVX - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 9.58% compared to Chevron Corporation (CVX) at 7.19%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SU | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 7.19% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 18.28% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.58% | 22.51% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.89% | 25.12% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.95% | 29.20% | +7.75% |
Dividends
SU vs. CVX - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 3.05%, less than CVX's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.99% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
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. 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.
Total Revenue: Total amount of money received from sales and other business activities
SU vs. CVX - Profitability Comparison
SU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Suncor Energy Inc. reported a gross profit of 7.53B and revenue of 15.42B. Therefore, the gross margin over that period was 48.8%.
CVX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.
SU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Suncor Energy Inc. reported an operating income of 2.90B and revenue of 15.42B, resulting in an operating margin of 18.8%.
CVX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.
SU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Suncor Energy Inc. reported a net income of 2.10B and revenue of 15.42B, resulting in a net margin of 13.6%.
CVX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.
Frequently Asked Questions
SU and CVX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SU has higher volatility (9.58%) compared to CVX (7.19%). In terms of maximum drawdown, SU dropped -80.22% vs CVX's -55.77%.
SU currently has the higher Sharpe Ratio (1.84 vs 0.98), 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.
Find the right allocation for SU and CVX
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