PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SU vs. VUN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SU vs. VUN.TO

Last updated Jun 13, 2026

SU (Suncor Energy Inc.) is a stock, while VUN.TO (Vanguard U.S. Total Market Index ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, SU returned 13.39%/yr vs 14.58%/yr for VUN.TO. At a 0.16 correlation, their price movements are largely independent.

Performance

SU vs. VUN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suncor Energy Inc. (SU) and Vanguard U.S. Total Market Index ETF (VUN.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SU is traded in USD, while VUN.TO is traded in CAD. To make them comparable, the VUN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SU achieves a 40.87% return, which is significantly higher than VUN.TO's 9.30% return. Over the past 10 years, SU has underperformed VUN.TO with an annualized return of 13.39%, while VUN.TO has yielded a comparatively higher 14.58% annualized return.

SU

1D
-0.32%
1M
-9.20%
YTD
40.87%
6M
40.84%
1Y
55.65%
3Y*
32.55%
5Y*
25.10%
10Y*
13.39%

VUN.TO

1D
0.47%
1M
-0.33%
YTD
9.30%
6M
9.67%
1Y
26.16%
3Y*
20.37%
5Y*
11.71%
10Y*
14.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SU vs. VUN.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SU
Suncor Energy Inc.		40.87%29.69%16.22%6.40%32.31%54.94%-46.67%22.10%-21.27%17.86%
VUN.TO
Vanguard U.S. Total Market Index ETF		9.30%16.76%23.32%26.00%-19.31%24.60%21.10%29.32%-5.59%21.22%

Correlation

The correlation between SU and VUN.TO 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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2013

0.16

The correlation between SU and VUN.TO shifts across timeframes, from -0.08 (1 year) to 0.18 (10 years), 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.

Suncor Energy Inc.

Vanguard U.S. Total Market Index ETF

Often compared with SU:
SU vs. CVESU vs. CVXSU vs. VOOSU vs. SPYSU vs. OVVSU vs. CVISU vs. CVE.TO
Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY

Return for Risk

SU vs. VUN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SU
SU Risk / Return Rank: 9292
Overall Rank
SU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SU Sortino Ratio Rank: 9191
Sortino Ratio Rank
SU Omega Ratio Rank: 9191
Omega Ratio Rank
SU Calmar Ratio Rank: 9393
Calmar Ratio Rank
SU Martin Ratio Rank: 9393
Martin Ratio Rank
VUN.TO
VUN.TO Risk / Return Rank: 7979
Overall Rank
VUN.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SU vs. VUN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Vanguard U.S. Total Market Index ETF (VUN.TO). 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.

SUVUN.TODifference
Sharpe ratioReturn per unit of total volatility
2.60
1.91

+0.68

Sortino ratioReturn per unit of downside risk
3.17
2.62

+0.55

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

5.44

2.88

+2.56

Martin ratioReturn relative to average drawdown

14.28

12.50

+1.77

SU vs. VUN.TO - Sharpe Ratio Comparison

The current SU Sharpe Ratio is 2.60, which is higher than the VUN.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SU and VUN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

SU vs. VUN.TO - Drawdown Comparison

The maximum SU drawdown since its inception was -80.22%, which is greater than VUN.TO's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for SU and VUN.TO.

Loading charts...

Drawdown Indicators

SUVUN.TODifference

Max Drawdown

Largest peak-to-trough decline

-80.22%

-34.31%

-45.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-8.78%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-19.64%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-25.40%

-11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

-34.31%

-39.23%

Current Drawdown

Current decline from peak

-11.07%

-2.22%

-8.85%

Average Drawdown

Average peak-to-trough decline

-27.40%

-4.44%

-22.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.02%

+2.41%

Volatility

SU vs. VUN.TO - Volatility Comparison

Suncor Energy Inc. (SU) has a higher volatility of 9.48% compared to Vanguard U.S. Total Market Index ETF (VUN.TO) at 4.43%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than VUN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SUVUN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

4.43%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.83%

9.92%

+9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

13.21%

+11.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.95%

16.60%

+16.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

17.88%

+19.03%

Dividends

SU vs. VUN.TO - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 2.78%, more than VUN.TO's 0.75% yield.

PositionTTM20252024202320222021202020192018201720162015
SU
Suncor Energy Inc.		2.78%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%
VUN.TO
Vanguard U.S. Total Market Index ETF		0.75%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.50%1.49%

Frequently Asked Questions

SU and VUN.TO 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.

Portfolio Optimizer

Find the right allocation for SU and VUN.TO

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