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

Correlation

The correlation between SU and SHEL is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SU vs. SHEL - Performance Comparison

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

120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
146.07%
156.32%
SU
SHEL

Key characteristics

Sharpe Ratio

SU:

-0.17

SHEL:

-0.28

Sortino Ratio

SU:

-0.02

SHEL:

-0.23

Omega Ratio

SU:

1.00

SHEL:

0.97

Calmar Ratio

SU:

-0.17

SHEL:

-0.35

Martin Ratio

SU:

-0.63

SHEL:

-0.85

Ulcer Index

SU:

7.94%

SHEL:

7.58%

Daily Std Dev

SU:

30.24%

SHEL:

22.74%

Max Drawdown

SU:

-81.07%

SHEL:

-67.46%

Current Drawdown

SU:

-20.29%

SHEL:

-11.24%

Fundamentals

Market Cap

SU:

$43.77B

SHEL:

$192.08B

EPS

SU:

$3.37

SHEL:

$5.06

PE Ratio

SU:

10.41

SHEL:

12.75

PEG Ratio

SU:

0.07

SHEL:

2.49

PS Ratio

SU:

0.86

SHEL:

0.68

PB Ratio

SU:

1.35

SHEL:

1.08

Total Revenue (TTM)

SU:

$41.58B

SHEL:

$211.83B

Gross Profit (TTM)

SU:

$15.98B

SHEL:

$39.88B

EBITDA (TTM)

SU:

$11.81B

SHEL:

$41.36B

Returns By Period

In the year-to-date period, SU achieves a 0.89% return, which is significantly lower than SHEL's 4.95% return. Over the past 10 years, SU has underperformed SHEL with an annualized return of 4.73%, while SHEL has yielded a comparatively higher 5.31% annualized return.


SU

YTD

0.89%

1M

-7.48%

6M

-5.54%

1Y

-5.45%

5Y*

23.13%

10Y*

4.73%

SHEL

YTD

4.95%

1M

-9.69%

6M

0.05%

1Y

-7.41%

5Y*

17.77%

10Y*

5.31%

*Annualized

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Risk-Adjusted Performance

SU vs. SHEL — 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 4040
Overall Rank
The Sharpe Ratio Rank of SU is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SU is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SU is 3939
Martin Ratio Rank

SHEL
The Risk-Adjusted Performance Rank of SHEL is 3232
Overall Rank
The Sharpe Ratio Rank of SHEL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SHEL is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SHEL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SHEL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SHEL is 3333
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. SHEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Shell plc (SHEL). 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 chart of Sharpe ratio for SU, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.003.00
SU: -0.17
SHEL: -0.28
The chart of Sortino ratio for SU, currently valued at -0.02, compared to the broader market-6.00-4.00-2.000.002.004.00
SU: -0.02
SHEL: -0.23
The chart of Omega ratio for SU, currently valued at 1.00, compared to the broader market0.501.001.502.00
SU: 1.00
SHEL: 0.97
The chart of Calmar ratio for SU, currently valued at -0.17, compared to the broader market0.001.002.003.004.005.00
SU: -0.17
SHEL: -0.35
The chart of Martin ratio for SU, currently valued at -0.63, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SU: -0.63
SHEL: -0.85

The current SU Sharpe Ratio is -0.17, which is higher than the SHEL Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SU and SHEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.28
SU
SHEL

Dividends

SU vs. SHEL - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 4.52%, more than SHEL's 4.27% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
4.52%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%
SHEL
Shell plc
4.27%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%

Drawdowns

SU vs. SHEL - Drawdown Comparison

The maximum SU drawdown since its inception was -81.07%, which is greater than SHEL's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for SU and SHEL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.29%
-11.24%
SU
SHEL

Volatility

SU vs. SHEL - Volatility Comparison

Suncor Energy Inc. (SU) has a higher volatility of 17.77% compared to Shell plc (SHEL) at 15.40%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.77%
15.40%
SU
SHEL

Financials

SU vs. SHEL - Financials Comparison

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


Values in USD except per share items