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 14.16%/yr vs 15.17%/yr for VOO. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
SU vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SU achieves a 50.88% return, which is significantly higher than VOO's 11.72% return. Over the past 10 years, SU has underperformed VOO with an annualized return of 14.16%, while VOO has yielded a comparatively higher 15.17% annualized 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%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $233.05M | $239.36M | $261.23M | |
| $3.97B | $3.80B | $5.49B |
SU vs. VOO - 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% | 17.86% |
VOO Vanguard S&P 500 ETF | 11.72% | 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 -0.12, 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. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 -0.12 (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 | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.63 | +0.69 |
| Martin ratioReturn relative to average drawdown | 11.12 | 11.23 | -0.11 |
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 | -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 | -4.75% | 0.00% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -27.35% | -3.67% | -23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 2.08% | +4.68% |
Volatility
SU vs. VOO - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 8.71% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. 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 | 8.71% | 3.81% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 10.18% | +11.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 12.80% | +13.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 16.95% | +15.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.96% | 18.02% | +18.94% |
Dividends
SU vs. VOO - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.60%, more than VOO's 1.05% 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% |
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 -0.12, 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 VOO (3.81%). In terms of maximum drawdown, SU dropped -80.22% vs VOO's -33.99%.
SU currently has the higher Sharpe Ratio (2.92 vs 1.83), 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