SU vs. JPST
SU (Suncor Energy Inc.) is a stock, while JPST (JPMorgan Ultra-Short Income ETF) is Ultrashort Bond fund actively managed by JPMorgan. Over the past 5 years, SU returned 33.88%/yr vs 3.72%/yr for JPST. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
SU vs. JPST - Performance Comparison
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Returns By Period
In the year-to-date period, SU achieves a 50.88% return, which is significantly higher than JPST's 2.01% return.
SU
- 1D
- -1.93%
- 1M
- 19.85%
- 6M
- 27.10%
- YTD
- 50.88%
- 1Y
- 74.91%
- 3Y*
- 34.61%
- 5Y*
- 33.88%
- 10Y*
- 14.16%
- ALL TIME*
- 15.29%
JPST
- 1D
- 0.06%
- 1M
- 0.30%
- 6M
- 1.62%
- YTD
- 2.01%
- 1Y
- 3.96%
- 3Y*
- 5.07%
- 5Y*
- 3.72%
- 10Y*
- —
- ALL TIME*
- 2.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $283.32M | $279.21M | $317.05M | |
| $233.05M | $239.36M | $261.23M |
SU vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 50.88% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 21.37% |
JPST JPMorgan Ultra-Short Income ETF | 2.01% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 0.98% |
Correlation
The correlation between SU and JPST is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.06 |
Correlation (All Time) Calculated using the full available price history since May 19, 2017 | -0.05 |
The correlation between SU and JPST shifts across timeframes, from -0.19 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. JPST — Risk / Return Rank
SU
JPST
SU vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and JPMorgan Ultra-Short Income ETF (JPST). 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 | JPST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.79 | ||
| Sortino ratioReturn per unit of downside risk | -12.12 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 3.51 | -2.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 26.75 | -23.43 |
| Martin ratioReturn relative to average drawdown | 11.12 | 126.55 | -115.43 |
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Drawdowns
SU vs. JPST - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for SU and JPST.
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Drawdown Indicators
| SU | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -3.28% | -76.94% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -0.15% | -22.52% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -0.30% | -22.37% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -0.79% | -35.79% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | — | — |
Current DrawdownCurrent decline from peak | -4.75% | 0.00% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -27.35% | -0.08% | -27.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 0.03% | +6.73% |
Volatility
SU vs. JPST - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 8.71% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.14%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 0.14% | +8.57% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 0.39% | +20.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 0.52% | +25.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 0.58% | +32.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 0.93% | +36.03% |
Dividends
SU vs. JPST - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.60%, less than JPST's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 4.20% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% |
SU Suncor Energy Inc. | 2.60% | 3.72% | 4.51% | 5.27% | 4.56% | 3.34% | 4.93% | 3.84% | 4.24% | 4.16% | 3.55% | 4.42% |
Frequently Asked Questions
SU and JPST have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SU has higher volatility (8.71%) compared to JPST (0.14%). In terms of maximum drawdown, SU dropped -80.22% vs JPST's -3.28%.
JPST currently has the higher Sharpe Ratio (7.71 vs 2.92), 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.
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