SU vs. VOO
SU (Suncor Energy Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SU returned 12.77%/yr vs 15.16%/yr for VOO. At a 0.43 correlation, their price movements are largely independent.
Performance
SU vs. VOO - 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 VOO's 10.45% return. Over the past 10 years, SU has underperformed VOO with an annualized return of 12.77%, while VOO has yielded a comparatively higher 15.16% annualized 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%
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SU vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 40.11% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 17.86% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SU and VOO is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.43 |
The correlation between SU and VOO shifts across timeframes, from -0.08 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. VOO — Risk / Return Rank
SU
VOO
SU vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.43 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.97 | 10.60 | -1.63 |
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Drawdowns
SU vs. VOO - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SU and VOO.
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Drawdown Indicators
| SU | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -33.99% | -46.23% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -8.90% | -13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.67% | -18.69% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -24.52% | -12.06% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | -33.99% | -39.55% |
Current DrawdownCurrent decline from peak | -11.55% | -1.11% | -10.44% |
Average DrawdownAverage peak-to-trough decline | -27.38% | -3.68% | -23.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 2.04% | +4.47% |
Volatility
SU vs. VOO - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 10.06% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 4.16% | +5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 9.97% | +11.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.23% | 12.53% | +12.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.97% | 16.93% | +16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 18.00% | +18.96% |
Dividends
SU vs. VOO - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.80%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SU and VOO have a correlation of -0.08, 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 VOO (4.16%). In terms of maximum drawdown, SU dropped -80.22% vs VOO's -33.99%.
SU currently has the higher Sharpe Ratio (2.32 vs 1.73), 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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