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SUN vs. AA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SUN vs. AA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunoco LP (SUN) and Alcoa Corporation (AA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SUN having a 28.53% return and AA slightly higher at 29.83%.


SUN

1D
1.57%
1M
-6.67%
YTD
28.53%
6M
25.21%
1Y
29.03%
3Y*
21.16%
5Y*
19.32%
10Y*
18.66%

AA

1D
-0.30%
1M
0.64%
YTD
29.83%
6M
49.53%
1Y
140.52%
3Y*
24.73%
5Y*
14.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUN vs. AA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUN
Sunoco LP
28.53%8.88%-8.59%49.38%13.95%55.26%6.28%24.78%7.71%17.86%
AA
Alcoa Corporation
29.83%42.46%12.43%-24.33%-23.12%159.05%7.16%-19.07%-50.66%91.84%

Correlation

The correlation between SUN and AA is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2016

0.25

Over the past year, the correlation between SUN and AA has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SUN:

$3.37T

AA:

$18.13B

EPS

SUN:

$0.06

AA:

$3.92

PE Ratio

SUN:

1.02K

AA:

17.55

PS Ratio

SUN:

42.37

AA:

1.42

PB Ratio

SUN:

1.30K

AA:

2.66

Total Revenue (TTM)

SUN:

$20.02B

AA:

$12.66B

Gross Profit (TTM)

SUN:

$1.75B

AA:

$948.00M

EBITDA (TTM)

SUN:

$2.10B

AA:

$1.70B

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Return for Risk

SUN vs. AA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUN
SUN Risk / Return Rank: 7777
Overall Rank
SUN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUN Sortino Ratio Rank: 7373
Sortino Ratio Rank
SUN Omega Ratio Rank: 7070
Omega Ratio Rank
SUN Calmar Ratio Rank: 8282
Calmar Ratio Rank
SUN Martin Ratio Rank: 8282
Martin Ratio Rank

AA
AA Risk / Return Rank: 9292
Overall Rank
AA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AA Omega Ratio Rank: 8787
Omega Ratio Rank
AA Calmar Ratio Rank: 9595
Calmar Ratio Rank
AA Martin Ratio Rank: 9696
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.

SUN vs. AA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Alcoa Corporation (AA). 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.


SUNAADifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

2.64

6.49

-3.86

Martin ratioReturn relative to average drawdown

6.54

20.55

-14.01

SUN vs. AA - Sharpe Ratio Comparison

The current SUN Sharpe Ratio is 1.27, which is lower than the AA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of SUN and AA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SUN vs. AA - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum AA drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for SUN and AA.


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Drawdown Indicators


SUNAADifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-90.90%

+25.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-21.77%

+10.72%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-52.25%

+30.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-75.46%

+54.17%

Max Drawdown (10Y)

Largest decline over 10 years

-62.94%

Current Drawdown

Current decline from peak

-9.53%

-24.27%

+14.74%

Average Drawdown

Average peak-to-trough decline

-16.30%

-46.12%

+29.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

6.87%

-2.40%

Volatility

SUN vs. AA - Volatility Comparison

The current volatility for Sunoco LP (SUN) is 8.22%, while Alcoa Corporation (AA) has a volatility of 21.35%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than AA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUNAADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

21.35%

-13.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.97%

41.11%

-24.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

54.44%

-31.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.67%

56.26%

-32.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.76%

55.66%

-23.90%

Dividends

SUN vs. AA - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 5.74%, more than AA's 0.58% yield.


PositionTTM20252024202320222021202020192018201720162015
AA
Alcoa Corporation
0.58%0.75%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%
SUN
Sunoco LP
5.74%6.89%6.74%5.59%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%

Financials

SUN vs. AA - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Alcoa Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B202220232024202520260
3.19B
(SUN) Total Revenue
(AA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SUN and AA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AA has higher volatility (21.35%) compared to SUN (8.22%). In terms of maximum drawdown, SUN dropped -65.47% vs AA's -90.90%.

AA currently has the higher Sharpe Ratio (2.60 vs 1.27), 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.

Portfolio Optimizer

Find the right allocation for SUN and AA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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