PortfoliosLab logo
SUN vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SUN and GE is 0.32, 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.


Performance

SUN vs. GE - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SUN:

0.28

GE:

0.86

Sortino Ratio

SUN:

0.60

GE:

1.25

Omega Ratio

SUN:

1.07

GE:

1.18

Calmar Ratio

SUN:

0.37

GE:

1.32

Martin Ratio

SUN:

1.21

GE:

4.07

Ulcer Index

SUN:

6.47%

GE:

6.94%

Daily Std Dev

SUN:

26.15%

GE:

34.31%

Max Drawdown

SUN:

-65.47%

GE:

-85.53%

Current Drawdown

SUN:

-6.59%

GE:

0.00%

Fundamentals

Market Cap

SUN:

$7.89B

GE:

$222.81B

EPS

SUN:

$6.00

GE:

$6.33

PE Ratio

SUN:

9.10

GE:

33.01

PEG Ratio

SUN:

-3.00

GE:

9.17

PS Ratio

SUN:

0.35

GE:

5.62

PB Ratio

SUN:

1.83

GE:

11.51

Total Revenue (TTM)

SUN:

$17.19B

GE:

$39.68B

Gross Profit (TTM)

SUN:

$1.28B

GE:

$15.12B

EBITDA (TTM)

SUN:

$1.47B

GE:

$9.83B

Returns By Period

In the year-to-date period, SUN achieves a 10.98% return, which is significantly lower than GE's 29.12% return. Over the past 10 years, SUN has outperformed GE with an annualized return of 11.40%, while GE has yielded a comparatively lower 6.74% annualized return.


SUN

YTD

10.98%

1M

6.22%

6M

8.57%

1Y

7.38%

5Y*

28.14%

10Y*

11.40%

GE

YTD

29.12%

1M

14.79%

6M

16.72%

1Y

29.19%

5Y*

47.78%

10Y*

6.74%

*Annualized

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. GE — Risk-Adjusted Performance Rank

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

SUN
The Risk-Adjusted Performance Rank of SUN is 6161
Overall Rank
The Sharpe Ratio Rank of SUN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 6767
Martin Ratio Rank

GE
The Risk-Adjusted Performance Rank of GE is 8080
Overall Rank
The Sharpe Ratio Rank of GE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GE is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SUN Sharpe Ratio is 0.28, which is lower than the GE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SUN and GE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SUN vs. GE - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 7.98%, more than GE's 0.56% yield.


TTM20242023202220212020201920182017201620152014
SUN
Sunoco LP
7.98%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%
GE
General Electric Company
0.56%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%

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.


Loading data...

Volatility

SUN vs. GE - Volatility Comparison


Loading data...

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.


Quarterly
Annual

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


5.00B10.00B15.00B20.00B20212022202320242025
5.27B
9.94B
(SUN) Total Revenue
(GE) Total Revenue
Values in USD except per share items

SUN vs. GE - Profitability Comparison

The chart below illustrates the profitability comparison between Sunoco LP and General Electric Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20212022202320242025
9.0%
39.7%
(SUN) Gross Margin
(GE) Gross Margin
SUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sunoco LP reported a gross profit of 473.00M and revenue of 5.27B. Therefore, the gross margin over that period was 9.0%.

GE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, General Electric Company reported a gross profit of 3.94B and revenue of 9.94B. Therefore, the gross margin over that period was 39.7%.

SUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sunoco LP reported an operating income of 237.00M and revenue of 5.27B, resulting in an operating margin of 4.5%.

GE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, General Electric Company reported an operating income of 1.94B and revenue of 9.94B, resulting in an operating margin of 19.6%.

SUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sunoco LP reported a net income of 103.00M and revenue of 5.27B, resulting in a net margin of 2.0%.

GE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, General Electric Company reported a net income of 1.98B and revenue of 9.94B, resulting in a net margin of 19.9%.