SUN vs. CQP
SUN (Sunoco LP) and CQP (Cheniere Energy Partners, L.P.) are both stocks. Both are in the Energy sector — SUN in Oil & Gas Refining & Marketing, CQP in Oil & Gas Midstream. Over the past 10 years, SUN returned 18.66%/yr vs 14.69%/yr for CQP. At a 0.35 correlation, their price movements are largely independent.
Performance
SUN vs. CQP - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 28.53% return, which is significantly higher than CQP's 21.40% return. Over the past 10 years, SUN has outperformed CQP with an annualized return of 18.66%, while CQP has yielded a comparatively lower 14.69% annualized return.
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%
CQP
- 1D
- -3.81%
- 1M
- 0.64%
- YTD
- 21.40%
- 6M
- 22.64%
- 1Y
- 15.22%
- 3Y*
- 19.41%
- 5Y*
- 15.15%
- 10Y*
- 14.69%
SUN vs. CQP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
CQP Cheniere Energy Partners, L.P. | 21.40% | 6.80% | 12.59% | -5.09% | 44.79% | 27.83% | -4.97% | 16.60% | 30.13% | 8.91% |
Correlation
The correlation between SUN and CQP is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.35 |
Fundamentals
SUN:
$3.37T
CQP:
$30.58B
SUN:
$0.06
CQP:
$5.21
SUN:
1.02K
CQP:
12.13
SUN:
42.37
CQP:
2.69
SUN:
1.30K
CQP:
392.10
SUN:
$20.02B
CQP:
$11.37B
SUN:
$1.75B
CQP:
$3.20B
SUN:
$2.10B
CQP:
$3.96B
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Return for Risk
SUN vs. CQP — Risk / Return Rank
SUN
CQP
SUN vs. CQP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Cheniere Energy Partners, L.P. (CQP). 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 | CQP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.04 | +1.60 |
| Martin ratioReturn relative to average drawdown | 6.54 | 2.51 | +4.03 |
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Drawdowns
SUN vs. CQP - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum CQP drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for SUN and CQP.
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Drawdown Indicators
| SUN | CQP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -78.70% | +13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -14.72% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -24.87% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -29.12% | +7.83% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -60.31% | -2.63% |
Current DrawdownCurrent decline from peak | -9.53% | -8.77% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -14.73% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 6.41% | -1.94% |
Volatility
SUN vs. CQP - Volatility Comparison
The current volatility for Sunoco LP (SUN) is 8.22%, while Cheniere Energy Partners, L.P. (CQP) has a volatility of 9.30%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than CQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | CQP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 9.30% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 19.67% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 26.21% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 32.44% | -8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 32.14% | -0.38% |
Dividends
SUN vs. CQP - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.74%, more than CQP's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CQP Cheniere Energy Partners, L.P. | 5.17% | 6.15% | 5.06% | 8.36% | 6.82% | 6.30% | 7.28% | 6.08% | 6.07% | 5.79% | 5.90% | 6.52% |
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. CQP - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and Cheniere Energy Partners, L.P.. 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 CQP have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CQP has higher volatility (9.30%) compared to SUN (8.22%). In terms of maximum drawdown, SUN dropped -65.47% vs CQP's -78.70%.
SUN currently has the higher Sharpe Ratio (1.27 vs 0.58), 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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