SUN vs. COP
SUN (Sunoco LP) and COP (ConocoPhillips Company) are both stocks. Both are in the Energy sector — SUN in Oil & Gas Refining & Marketing, COP in Oil & Gas E&P. Over the past 10 years, SUN returned 19.84%/yr vs 15.17%/yr for COP. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
SUN vs. COP - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 50.90% return, which is significantly higher than COP's 30.67% return. Over the past 10 years, SUN has outperformed COP with an annualized return of 19.84%, while COP has yielded a comparatively lower 15.17% annualized return.
SUN
- 1D
- 0.95%
- 1M
- 12.32%
- 6M
- 37.35%
- YTD
- 50.90%
- 1Y
- 52.60%
- 3Y*
- 26.72%
- 5Y*
- 23.41%
- 10Y*
- 19.84%
- ALL TIME*
- 18.18%
COP
- 1D
- 1.22%
- 1M
- 15.04%
- 6M
- 17.36%
- YTD
- 30.67%
- 1Y
- 34.19%
- 3Y*
- 4.04%
- 5Y*
- 20.62%
- 10Y*
- 15.17%
- ALL TIME*
- 7.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $720.22M | $713.48M | $821.22M | |
SUN Sunoco LP | $37.03M | $33.51M | $34.47M |
SUN vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 50.90% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
COP ConocoPhillips Company | 30.67% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Correlation
The correlation between SUN and COP is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.36 |
Fundamentals
SUN:
$10.48B
COP:
$146.78B
SUN:
$0.05
COP:
$5.93
SUN:
1.59K
COP:
20.33
SUN:
66.16
COP:
2.55
SUN:
1.53K
COP:
2.29
SUN:
$20.02B
COP:
$58.31B
SUN:
$1.75B
COP:
$17.02B
SUN:
$2.10B
COP:
$22.44B
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Return for Risk
SUN vs. COP — Risk / Return Rank
SUN
COP
SUN vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and ConocoPhillips Company (COP). 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.
| SUN | COP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.18 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 1.38 | +2.08 |
| Martin ratioReturn relative to average drawdown | 10.66 | 3.46 | +7.20 |
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Drawdowns
SUN vs. COP - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for SUN and COP.
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Drawdown Indicators
| SUN | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -84.55% | +19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -22.28% | +8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -36.19% | +14.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -36.19% | +14.90% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -70.66% | +7.72% |
Current DrawdownCurrent decline from peak | 0.00% | -9.29% | +9.29% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -25.46% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 8.87% | -3.91% |
Volatility
SUN vs. COP - Volatility Comparison
The current volatility for Sunoco LP (SUN) is 6.78%, while ConocoPhillips Company (COP) has a volatility of 9.06%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 9.06% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 22.54% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 29.92% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 32.69% | -8.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.79% | 37.58% | -5.79% |
Dividends
SUN vs. COP - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 4.89%, more than COP's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.74% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
SUN Sunoco LP | 4.89% | 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. COP - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and ConocoPhillips Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SUN and COP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (9.06%) compared to SUN (6.78%). In terms of maximum drawdown, SUN dropped -65.47% vs COP's -84.55%.
SUN currently has the higher Sharpe Ratio (2.00 vs 1.03), 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.
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