SUN vs. GE
Compare and contrast key facts about Sunoco LP (SUN) and General Electric Company (GE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUN or GE.
Performance
SUN vs. GE - Performance Comparison
Returns By Period
In the year-to-date period, SUN achieves a -4.01% return, which is significantly lower than GE's 76.31% return. Over the past 10 years, SUN has outperformed GE with an annualized return of 11.54%, while GE has yielded a comparatively lower 4.95% annualized return.
SUN
-4.01%
6.21%
11.98%
8.24%
21.47%
11.54%
GE
76.31%
1.15%
8.48%
88.26%
26.03%
4.95%
Fundamentals
SUN | GE | |
---|---|---|
Market Cap | $7.27B | $192.63B |
EPS | $3.91 | $5.07 |
PE Ratio | 13.67 | 35.10 |
PEG Ratio | -3.00 | 1.92 |
Total Revenue (TTM) | $22.74B | $54.41B |
Gross Profit (TTM) | $982.00M | $16.59B |
EBITDA (TTM) | $1.40B | $8.68B |
Key characteristics
SUN | GE | |
---|---|---|
Sharpe Ratio | 0.33 | 2.99 |
Sortino Ratio | 0.67 | 3.53 |
Omega Ratio | 1.08 | 1.52 |
Calmar Ratio | 0.40 | 2.19 |
Martin Ratio | 0.71 | 23.69 |
Ulcer Index | 11.94% | 3.71% |
Daily Std Dev | 25.47% | 29.39% |
Max Drawdown | -65.47% | -85.53% |
Current Drawdown | -11.61% | -8.00% |
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Correlation
The correlation between SUN and GE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SUN vs. GE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and General Electric Company (GE). 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.
Dividends
SUN vs. GE - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 6.42%, more than GE's 0.51% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sunoco LP | 6.42% | 5.59% | 7.67% | 8.09% | 11.48% | 10.80% | 12.15% | 11.63% | 12.16% | 6.77% | 4.13% | 5.43% |
General Electric Company | 0.51% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
Drawdowns
SUN vs. GE - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for SUN and GE. For additional features, visit the drawdowns tool.
Volatility
SUN vs. GE - Volatility Comparison
Sunoco LP (SUN) and General Electric Company (GE) have volatilities of 6.57% and 6.88%, 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.
Financials
SUN vs. GE - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and General Electric 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