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SU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SU and VOO is 0.47, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suncor Energy Inc. (SU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
57.79%
525.86%
SU
VOO

Key characteristics

Sharpe Ratio

SU:

-0.44

VOO:

0.13

Sortino Ratio

SU:

-0.42

VOO:

0.31

Omega Ratio

SU:

0.94

VOO:

1.04

Calmar Ratio

SU:

-0.45

VOO:

0.13

Martin Ratio

SU:

-1.79

VOO:

0.61

Ulcer Index

SU:

7.40%

VOO:

3.84%

Daily Std Dev

SU:

29.96%

VOO:

18.62%

Max Drawdown

SU:

-81.07%

VOO:

-33.99%

Current Drawdown

SU:

-27.88%

VOO:

-14.18%

Returns By Period

In the year-to-date period, SU achieves a -8.72% return, which is significantly higher than VOO's -10.22% return. Over the past 10 years, SU has underperformed VOO with an annualized return of 4.18%, while VOO has yielded a comparatively higher 11.64% annualized return.


SU

YTD

-8.72%

1M

-8.96%

6M

-18.66%

1Y

-14.54%

5Y*

19.63%

10Y*

4.18%

VOO

YTD

-10.22%

1M

-5.39%

6M

-8.36%

1Y

3.36%

5Y*

15.31%

10Y*

11.64%

*Annualized

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Risk-Adjusted Performance

SU vs. VOO — 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 2727
Overall Rank
The Sharpe Ratio Rank of SU is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SU is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SU is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SU is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SU is 77
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5656
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5757
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. VOO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SU, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.00
SU: -0.44
VOO: 0.13
The chart of Sortino ratio for SU, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00
SU: -0.42
VOO: 0.31
The chart of Omega ratio for SU, currently valued at 0.94, compared to the broader market0.501.001.502.00
SU: 0.94
VOO: 1.04
The chart of Calmar ratio for SU, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
SU: -0.59
VOO: 0.13
The chart of Martin ratio for SU, currently valued at -1.79, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SU: -1.79
VOO: 0.61

The current SU Sharpe Ratio is -0.44, which is lower than the VOO Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SU and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.44
0.13
SU
VOO

Dividends

SU vs. VOO - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 4.99%, more than VOO's 1.45% yield.


TTM20242023202220212020201920182017201620152014
SU
Suncor Energy Inc.
4.99%4.51%4.85%4.55%3.39%4.92%3.84%3.95%2.67%2.67%3.43%2.90%
VOO
Vanguard S&P 500 ETF
1.45%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SU vs. VOO - Drawdown Comparison

The maximum SU drawdown since its inception was -81.07%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.75%
-14.18%
SU
VOO

Volatility

SU vs. VOO - Volatility Comparison

Suncor Energy Inc. (SU) has a higher volatility of 17.36% compared to Vanguard S&P 500 ETF (VOO) at 13.32%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.36%
13.32%
SU
VOO