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

Correlation

The correlation between SU and UNH is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SU vs. UNH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.44%
-9.16%
SU
UNH

Key characteristics

Sharpe Ratio

SU:

1.18

UNH:

-0.05

Sortino Ratio

SU:

1.69

UNH:

0.12

Omega Ratio

SU:

1.21

UNH:

1.02

Calmar Ratio

SU:

0.88

UNH:

-0.06

Martin Ratio

SU:

4.87

UNH:

-0.18

Ulcer Index

SU:

6.03%

UNH:

7.69%

Daily Std Dev

SU:

24.80%

UNH:

27.99%

Max Drawdown

SU:

-81.07%

UNH:

-82.68%

Current Drawdown

SU:

-13.57%

UNH:

-18.16%

Fundamentals

Market Cap

SU:

$49.35B

UNH:

$469.12B

EPS

SU:

$4.34

UNH:

$15.50

PE Ratio

SU:

8.99

UNH:

32.89

PEG Ratio

SU:

0.07

UNH:

1.41

Total Revenue (TTM)

SU:

$40.10B

UNH:

$398.27B

Gross Profit (TTM)

SU:

$17.61B

UNH:

$87.39B

EBITDA (TTM)

SU:

$13.00B

UNH:

$23.82B

Returns By Period

In the year-to-date period, SU achieves a 9.39% return, which is significantly higher than UNH's 0.77% return. Over the past 10 years, SU has underperformed UNH with an annualized return of 7.07%, while UNH has yielded a comparatively higher 18.93% annualized return.


SU

YTD

9.39%

1M

11.99%

6M

3.44%

1Y

29.56%

5Y*

7.55%

10Y*

7.07%

UNH

YTD

0.77%

1M

2.01%

6M

-9.16%

1Y

0.27%

5Y*

13.07%

10Y*

18.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SU vs. UNH — 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 7777
Overall Rank
The Sharpe Ratio Rank of SU is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SU is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SU is 8181
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 4040
Overall Rank
The Sharpe Ratio Rank of UNH is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 4242
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 4242
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. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and UnitedHealth Group Incorporated (UNH). 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.


Sharpe ratio
The chart of Sharpe ratio for SU, currently valued at 1.18, compared to the broader market-2.000.002.004.001.18-0.05
The chart of Sortino ratio for SU, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.690.12
The chart of Omega ratio for SU, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.02
The chart of Calmar ratio for SU, currently valued at 0.88, compared to the broader market0.002.004.006.000.88-0.06
The chart of Martin ratio for SU, currently valued at 4.87, compared to the broader market-10.000.0010.0020.0030.004.87-0.18
SU
UNH

The current SU Sharpe Ratio is 1.18, which is higher than the UNH Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of SU and UNH, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.18
-0.05
SU
UNH

Dividends

SU vs. UNH - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 4.13%, more than UNH's 1.60% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
4.13%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%
UNH
UnitedHealth Group Incorporated
1.60%1.62%1.74%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

SU vs. UNH - Drawdown Comparison

The maximum SU drawdown since its inception was -81.07%, roughly equal to the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for SU and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.57%
-18.16%
SU
UNH

Volatility

SU vs. UNH - Volatility Comparison

The current volatility for Suncor Energy Inc. (SU) is 6.81%, while UnitedHealth Group Incorporated (UNH) has a volatility of 9.64%. This indicates that SU experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.81%
9.64%
SU
UNH

Financials

SU vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Suncor Energy Inc. and UnitedHealth Group Incorporated. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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