SU vs. USHY
SU (Suncor Energy Inc.) is a stock, while USHY (iShares Broad USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Constrained Index. Over the past 5 years, SU returned 33.88%/yr vs 4.16%/yr for USHY. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
SU vs. USHY - 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 USHY's 2.08% 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%
USHY
- 1D
- 0.31%
- 1M
- 0.01%
- 6M
- 1.32%
- YTD
- 2.08%
- 1Y
- 5.64%
- 3Y*
- 8.63%
- 5Y*
- 4.16%
- 10Y*
- —
- ALL TIME*
- 4.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $233.05M | $239.36M | $261.23M | |
| $552.78M | $427.44M | $406.45M |
SU vs. USHY - 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% | 12.54% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 2.08% | 8.81% | 8.45% | 12.73% | -11.18% | 5.02% | 6.17% | 14.24% | -2.41% | 0.16% |
Correlation
The correlation between SU and USHY is -0.13, 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. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.28 |
The correlation between SU and USHY shifts across timeframes, from -0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. USHY — Risk / Return Rank
SU
USHY
SU vs. USHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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 | USHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.33 | +0.99 |
| Martin ratioReturn relative to average drawdown | 11.12 | 10.25 | +0.88 |
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Drawdowns
SU vs. USHY - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for SU and USHY.
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Drawdown Indicators
| SU | USHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -22.44% | -57.78% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -2.43% | -20.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -4.66% | -18.01% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -15.56% | -21.02% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | — | — |
Current DrawdownCurrent decline from peak | -4.75% | -0.18% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -27.35% | -2.62% | -24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 0.55% | +6.21% |
Volatility
SU vs. USHY - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 8.71% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 0.82%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU | USHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 0.82% | +7.89% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 3.03% | +18.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 3.69% | +22.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 7.35% | +25.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 8.18% | +28.78% |
Dividends
SU vs. USHY - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.60%, less than USHY's 6.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.95% | 6.79% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% | 0.00% | 0.00% |
Frequently Asked Questions
SU and USHY have a correlation of -0.13, 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 USHY (0.82%). In terms of maximum drawdown, SU dropped -80.22% vs USHY's -22.44%.
SU currently has the higher Sharpe Ratio (2.92 vs 1.54), 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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