SU vs. SCYB
SU (Suncor Energy Inc.) is a stock, while SCYB (Schwab High Yield Bond ETF) is High Yield Bonds fund tracking the ICE BofA US Cash Pay High Yield Constrained Index. Over the past 3 years, SU returned 33.98%/yr vs 8.18%/yr for SCYB. At a 0.10 correlation, their price movements are largely independent.
Performance
SU vs. SCYB - Performance Comparison
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Returns By Period
In the year-to-date period, SU achieves a 40.11% return, which is significantly higher than SCYB's 1.87% return.
SU
- 1D
- 3.41%
- 1M
- -0.54%
- 6M
- 33.29%
- YTD
- 40.11%
- 1Y
- 58.13%
- 3Y*
- 33.98%
- 5Y*
- 28.02%
- 10Y*
- 12.77%
SCYB
- 1D
- -0.23%
- 1M
- 0.01%
- 6M
- 1.30%
- YTD
- 1.87%
- 1Y
- 5.87%
- 3Y*
- 8.18%
- 5Y*
- —
- 10Y*
- —
SU vs. SCYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SU Suncor Energy Inc. | 40.11% | 29.69% | 16.22% | 12.67% |
SCYB Schwab High Yield Bond ETF | 1.87% | 8.33% | 8.15% | 7.29% |
Correlation
The correlation between SU and SCYB is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2023 | 0.10 |
The correlation between SU and SCYB shifts across timeframes, from -0.09 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. SCYB — Risk / Return Rank
SU
SCYB
SU vs. SCYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Schwab High Yield Bond ETF (SCYB). 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 | SCYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.41 | +0.17 |
| Martin ratioReturn relative to average drawdown | 8.97 | 10.78 | -1.81 |
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Drawdowns
SU vs. SCYB - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for SU and SCYB.
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Drawdown Indicators
| SU | SCYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -4.92% | -75.30% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -2.44% | -20.23% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -4.92% | -17.75% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | — | — |
Current DrawdownCurrent decline from peak | -11.55% | -0.46% | -11.09% |
Average DrawdownAverage peak-to-trough decline | -27.38% | -0.50% | -26.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 0.55% | +5.96% |
Volatility
SU vs. SCYB - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 10.06% compared to Schwab High Yield Bond ETF (SCYB) at 0.85%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU | SCYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 0.85% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 3.01% | +18.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.23% | 3.75% | +21.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.97% | 5.08% | +27.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 5.08% | +31.88% |
Dividends
SU vs. SCYB - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.80%, less than SCYB's 6.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCYB Schwab High Yield Bond ETF | 6.94% | 6.99% | 7.06% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SU Suncor Energy Inc. | 2.80% | 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 SCYB have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SU has higher volatility (10.06%) compared to SCYB (0.85%). In terms of maximum drawdown, SU dropped -80.22% vs SCYB's -4.92%.
SU currently has the higher Sharpe Ratio (2.32 vs 1.58), 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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