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 17.87%/yr vs 13.23%/yr for COP. At a 0.36 correlation, their price movements are largely independent.
Performance
SUN vs. COP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUN achieves a 23.47% return, which is significantly higher than COP's 18.98% return. Over the past 10 years, SUN has outperformed COP with an annualized return of 17.87%, while COP has yielded a comparatively lower 13.23% annualized return.
SUN
- 1D
- -1.18%
- 1M
- -10.75%
- YTD
- 23.47%
- 6M
- 22.89%
- 1Y
- 25.23%
- 3Y*
- 20.84%
- 5Y*
- 18.49%
- 10Y*
- 17.87%
COP
- 1D
- 1.82%
- 1M
- -8.93%
- YTD
- 18.98%
- 6M
- 19.36%
- 1Y
- 19.69%
- 3Y*
- 6.42%
- 5Y*
- 16.67%
- 10Y*
- 13.23%
SUN vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 23.47% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
COP ConocoPhillips Company | 18.98% | -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 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.36 |
Fundamentals
SUN:
$3.23T
COP:
$134.38B
SUN:
$0.06
COP:
$5.90
SUN:
976.05
COP:
18.60
SUN:
40.71
COP:
2.34
SUN:
1.25K
COP:
2.08
SUN:
$20.02B
COP:
$58.31B
SUN:
$1.75B
COP:
$17.02B
SUN:
$2.10B
COP:
$22.44B
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
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 | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.05 | +0.89 |
| Martin ratioReturn relative to average drawdown | 5.31 | 2.79 | +2.52 |
Loading charts...
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.
Loading charts...
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 | -13.09% | -18.88% | +5.79% |
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 | -13.09% | -17.40% | +4.31% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -25.48% | +9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 7.11% | -2.35% |
Volatility
SUN vs. COP - Volatility Comparison
The current volatility for Sunoco LP (SUN) is 7.94%, while ConocoPhillips Company (COP) has a volatility of 9.15%. 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.
Loading charts...
Volatility by Period
| SUN | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 9.15% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.09% | 22.91% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.16% | 29.65% | -6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.65% | 32.77% | -9.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 37.66% | -5.92% |
Dividends
SUN vs. COP - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.98%, more than COP's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 3.01% | 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 | 5.98% | 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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (9.15%) compared to SUN (7.94%). In terms of maximum drawdown, SUN dropped -65.47% vs COP's -84.55%.
SUN currently has the higher Sharpe Ratio (1.10 vs 0.67), 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 SUN and COP
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