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SUN vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SUN and EPD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SUN vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunoco LP (SUN) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
525.64%
155.52%
SUN
EPD

Key characteristics

Sharpe Ratio

SUN:

-0.32

EPD:

2.13

Sortino Ratio

SUN:

-0.29

EPD:

3.02

Omega Ratio

SUN:

0.97

EPD:

1.39

Calmar Ratio

SUN:

-0.38

EPD:

2.43

Martin Ratio

SUN:

-0.65

EPD:

10.79

Ulcer Index

SUN:

12.41%

EPD:

2.60%

Daily Std Dev

SUN:

25.57%

EPD:

13.15%

Max Drawdown

SUN:

-65.47%

EPD:

-58.78%

Current Drawdown

SUN:

-16.42%

EPD:

-9.99%

Fundamentals

Market Cap

SUN:

$7.07B

EPD:

$67.82B

EPS

SUN:

$3.91

EPD:

$2.66

PE Ratio

SUN:

13.29

EPD:

11.76

PEG Ratio

SUN:

-3.00

EPD:

3.03

Total Revenue (TTM)

SUN:

$23.07B

EPD:

$56.51B

Gross Profit (TTM)

SUN:

$1.31B

EPD:

$7.05B

EBITDA (TTM)

SUN:

$1.40B

EPD:

$9.74B

Returns By Period

In the year-to-date period, SUN achieves a -9.23% return, which is significantly lower than EPD's 26.49% return. Over the past 10 years, SUN has outperformed EPD with an annualized return of 10.58%, while EPD has yielded a comparatively lower 5.82% annualized return.


SUN

YTD

-9.23%

1M

-5.44%

6M

-5.92%

1Y

-8.67%

5Y*

20.42%

10Y*

10.58%

EPD

YTD

26.49%

1M

-2.52%

6M

12.45%

1Y

27.51%

5Y*

10.36%

10Y*

5.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SUN vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Enterprise Products Partners L.P. (EPD). 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.


Sharpe ratio
The chart of Sharpe ratio for SUN, currently valued at -0.32, compared to the broader market-4.00-2.000.002.00-0.322.13
The chart of Sortino ratio for SUN, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.293.02
The chart of Omega ratio for SUN, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.39
The chart of Calmar ratio for SUN, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.382.43
The chart of Martin ratio for SUN, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6510.79
SUN
EPD

The current SUN Sharpe Ratio is -0.32, which is lower than the EPD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SUN and EPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
2.13
SUN
EPD

Dividends

SUN vs. EPD - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 6.79%, more than EPD's 6.71% yield.


TTM20232022202120202019201820172016201520142013
SUN
Sunoco LP
6.79%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%5.43%
EPD
Enterprise Products Partners L.P.
6.71%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

SUN vs. EPD - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for SUN and EPD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.42%
-9.99%
SUN
EPD

Volatility

SUN vs. EPD - Volatility Comparison

Sunoco LP (SUN) and Enterprise Products Partners L.P. (EPD) have volatilities of 6.73% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.73%
6.85%
SUN
EPD

Financials

SUN vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Enterprise Products 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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