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 12.30%/yr vs 15.61%/yr for VOO. At a 0.43 correlation, their price movements are largely independent.
Performance
SU vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SU achieves a 29.20% return, which is significantly higher than VOO's 8.19% return. Over the past 10 years, SU has underperformed VOO with an annualized return of 12.30%, while VOO has yielded a comparatively higher 15.61% annualized return.
SU
- 1D
- 0.48%
- 1M
- -15.54%
- YTD
- 29.20%
- 6M
- 32.80%
- 1Y
- 50.05%
- 3Y*
- 31.15%
- 5Y*
- 23.05%
- 10Y*
- 12.30%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
SU vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 29.20% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 17.86% |
VOO Vanguard S&P 500 ETF | 8.19% | 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.44 |
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.67 | -0.17 |
| Martin ratioReturn relative to average drawdown | 10.48 | 11.96 | -1.48 |
Loading charts...
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.
Loading charts...
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 | -20.12% | -8.90% | -11.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -18.69% | -3.73% |
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 | -18.44% | -3.14% | -15.30% |
Average DrawdownAverage peak-to-trough decline | -27.40% | -3.68% | -23.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 1.99% | +2.82% |
Volatility
SU vs. VOO - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 9.65% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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.
Loading charts...
Volatility by Period
| SU | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 4.83% | +4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.30% | 9.82% | +10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.54% | 12.46% | +12.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.89% | 16.91% | +15.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.91% | 18.02% | +18.89% |
Dividends
SU vs. VOO - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 3.03%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 3.03% | 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 | 1.05% | 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 (9.65%) compared to VOO (4.83%). In terms of maximum drawdown, SU dropped -80.22% vs VOO's -33.99%.
SU currently has the higher Sharpe Ratio (2.07 vs 1.91), 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.
Find the right allocation for SU and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer