SUN vs. ET
SUN (Sunoco LP) and ET (Energy Transfer LP) are both stocks. Both are in the Energy sector — SUN in Oil & Gas Refining & Marketing, ET in Oil & Gas Midstream. Over the past 10 years, SUN returned 19.75%/yr vs 10.65%/yr for ET. At a 0.42 correlation, their price movements are largely independent.
Performance
SUN vs. ET - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 47.34% return, which is significantly higher than ET's 27.45% return. Over the past 10 years, SUN has outperformed ET with an annualized return of 19.75%, while ET has yielded a comparatively lower 10.65% annualized return.
SUN
- 1D
- 1.19%
- 1M
- 17.92%
- 6M
- 33.93%
- YTD
- 47.34%
- 1Y
- 49.92%
- 3Y*
- 26.67%
- 5Y*
- 23.95%
- 10Y*
- 19.75%
- ALL TIME*
- 18.02%
ET
- 1D
- -0.20%
- 1M
- 8.16%
- 6M
- 21.13%
- YTD
- 27.45%
- 1Y
- 25.06%
- 3Y*
- 25.05%
- 5Y*
- 24.73%
- 10Y*
- 10.65%
- ALL TIME*
- 13.86%
SUN vs. ET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 47.34% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
ET Energy Transfer LP | 27.45% | -9.37% | 53.87% | 27.87% | 55.74% | 42.96% | -44.92% | 5.88% | -17.74% | -4.66% |
Correlation
The correlation between SUN and ET is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.42 |
The correlation between SUN and ET has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
Fundamentals
SUN:
$10.23B
ET:
$69.79B
SUN:
$0.05
ET:
$1.35
SUN:
1.55K
ET:
15.03
SUN:
64.59
ET:
0.81
SUN:
1.49K
ET:
1.41
SUN:
$20.02B
ET:
$89.38B
SUN:
$1.75B
ET:
$20.48B
SUN:
$2.10B
ET:
$13.02B
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Return for Risk
SUN vs. ET — Risk / Return Rank
SUN
ET
SUN vs. ET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Energy Transfer LP (ET). 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 | ET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.93 | +0.66 |
| Martin ratioReturn relative to average drawdown | 10.11 | 6.38 | +3.73 |
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Drawdowns
SUN vs. ET - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for SUN and ET.
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Drawdown Indicators
| SUN | ET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -87.81% | +22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -8.59% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -24.56% | +3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -24.56% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -72.82% | +9.88% |
Current DrawdownCurrent decline from peak | 0.00% | -0.54% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -16.23% | -25.63% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 3.94% | +1.02% |
Volatility
SUN vs. ET - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 10.23% compared to Energy Transfer LP (ET) at 5.26%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | ET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 5.26% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 19.25% | 12.38% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.17% | 16.37% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 24.40% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.78% | 34.30% | -2.52% |
Dividends
SUN vs. ET - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.01%, less than ET's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ET Energy Transfer LP | 6.58% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
SUN Sunoco LP | 5.01% | 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. ET - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and Energy Transfer LP. 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 ET have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (10.23%) compared to ET (5.26%). In terms of maximum drawdown, SUN dropped -65.47% vs ET's -87.81%.
SUN currently has the higher Sharpe Ratio (2.08 vs 1.54), 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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