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

Performance

SUN vs. CVI - Performance Comparison

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

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Returns By Period

In the year-to-date period, SUN achieves a 31.76% return, which is significantly lower than CVI's 42.78% return. Over the past 10 years, SUN has underperformed CVI with an annualized return of 17.44%, while CVI has yielded a comparatively higher 20.34% annualized return.


SUN

1D
1.32%
1M
-0.58%
YTD
31.76%
6M
27.15%
1Y
33.29%
3Y*
22.72%
5Y*
20.93%
10Y*
17.44%

CVI

1D
2.12%
1M
7.47%
YTD
42.78%
6M
4.92%
1Y
56.16%
3Y*
23.31%
5Y*
32.35%
10Y*
20.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUN vs. CVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUN
Sunoco LP
31.76%8.88%-8.59%49.38%13.95%55.26%6.28%24.78%7.71%17.86%
CVI
CVR Energy, Inc.
42.78%51.83%-34.88%11.51%210.18%25.69%-61.31%25.44%-0.80%59.94%

Correlation

The correlation between SUN and CVI 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

0.16

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2012

0.26

The correlation between SUN and CVI shifts across timeframes, from 0.08 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SUN:

$3.45T

CVI:

$3.58B

EPS

SUN:

$0.06

CVI:

-$0.42

PS Ratio

SUN:

43.44

CVI:

0.48

PB Ratio

SUN:

1.33K

CVI:

6.66

Total Revenue (TTM)

SUN:

$20.02B

CVI:

$7.50B

Gross Profit (TTM)

SUN:

$1.75B

CVI:

-$1.54B

EBITDA (TTM)

SUN:

$2.10B

CVI:

$441.00M

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Return for Risk

SUN vs. CVI — Risk / Return Rank

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

SUN
SUN Risk / Return Rank: 7878
Overall Rank
SUN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SUN Sortino Ratio Rank: 7575
Sortino Ratio Rank
SUN Omega Ratio Rank: 7171
Omega Ratio Rank
SUN Calmar Ratio Rank: 8282
Calmar Ratio Rank
SUN Martin Ratio Rank: 8383
Martin Ratio Rank

CVI
CVI Risk / Return Rank: 6767
Overall Rank
CVI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CVI Sortino Ratio Rank: 6969
Sortino Ratio Rank
CVI Omega Ratio Rank: 6666
Omega Ratio Rank
CVI Calmar Ratio Rank: 6363
Calmar Ratio Rank
CVI Martin Ratio Rank: 6363
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. CVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and CVR Energy, Inc. (CVI). 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.


SUNCVIDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.09

+0.37

Sortino ratio

Return per unit of downside risk

2.02

1.70

+0.32

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.99

1.15

+1.84

Martin ratio

Return relative to average drawdown

7.80

2.51

+5.29

SUN vs. CVI - Sharpe Ratio Comparison

The current SUN Sharpe Ratio is 1.46, which is higher than the CVI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SUN and CVI, 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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Sharpe Ratios by Period


SUNCVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.09

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.56

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.35

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.21

+0.32

Drawdowns

SUN vs. CVI - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum CVI drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for SUN and CVI.


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Drawdown Indicators


SUNCVIDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-92.39%

+26.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-48.21%

+37.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-56.17%

+34.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-56.17%

+34.88%

Max Drawdown (10Y)

Largest decline over 10 years

-62.94%

-80.26%

+17.32%

Current Drawdown

Current decline from peak

-7.26%

-9.22%

+1.96%

Average Drawdown

Average peak-to-trough decline

-16.32%

-35.18%

+18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

22.03%

-17.86%

Volatility

SUN vs. CVI - Volatility Comparison

The current volatility for Sunoco LP (SUN) is 9.29%, while CVR Energy, Inc. (CVI) has a volatility of 14.78%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than CVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUNCVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

14.78%

-5.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

40.20%

-23.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

51.62%

-28.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

58.18%

-34.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.87%

59.09%

-27.22%

Dividends

SUN vs. CVI - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 5.60%, more than CVI's 1.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CVI
CVR Energy, Inc.
1.32%8.88%8.00%14.85%32.04%14.28%8.05%7.54%7.25%5.37%7.88%5.08%
SUN
Sunoco LP
5.60%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. CVI - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and CVR Energy, Inc.. 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
1.98B
(SUN) Total Revenue
(CVI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SUN and CVI 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.

CVI has higher volatility (14.78%) compared to SUN (9.29%). In terms of maximum drawdown, SUN dropped -65.47% vs CVI's -92.39%.

SUN currently has the higher Sharpe Ratio (1.46 vs 1.09), 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 CVI

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