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

Correlation

The correlation between SUN and GFF 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SUN vs. GFF - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
632.53%
788.50%
SUN
GFF

Key characteristics

Sharpe Ratio

SUN:

0.44

GFF:

-0.04

Sortino Ratio

SUN:

0.78

GFF:

0.28

Omega Ratio

SUN:

1.10

GFF:

1.04

Calmar Ratio

SUN:

0.51

GFF:

-0.06

Martin Ratio

SUN:

1.70

GFF:

-0.14

Ulcer Index

SUN:

6.45%

GFF:

12.29%

Daily Std Dev

SUN:

25.00%

GFF:

45.64%

Max Drawdown

SUN:

-65.47%

GFF:

-75.71%

Current Drawdown

SUN:

-2.10%

GFF:

-20.76%

Fundamentals

Market Cap

SUN:

$8.01B

GFF:

$3.19B

EPS

SUN:

$6.00

GFF:

$4.90

PE Ratio

SUN:

9.80

GFF:

13.71

PEG Ratio

SUN:

-3.00

GFF:

2.36

PS Ratio

SUN:

0.35

GFF:

1.22

PB Ratio

SUN:

1.97

GFF:

13.75

Total Revenue (TTM)

SUN:

$17.19B

GFF:

$1.94B

Gross Profit (TTM)

SUN:

$1.28B

GFF:

$792.65M

EBITDA (TTM)

SUN:

$1.45B

GFF:

$390.86M

Returns By Period

In the year-to-date period, SUN achieves a 16.32% return, which is significantly higher than GFF's -5.32% return. Over the past 10 years, SUN has underperformed GFF with an annualized return of 11.33%, while GFF has yielded a comparatively higher 18.32% annualized return.


SUN

YTD

16.32%

1M

1.81%

6M

16.52%

1Y

11.58%

5Y*

31.55%

10Y*

11.33%

GFF

YTD

-5.32%

1M

-7.79%

6M

6.57%

1Y

0.78%

5Y*

40.07%

10Y*

18.32%

*Annualized

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Risk-Adjusted Performance

SUN vs. GFF — 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 6666
Overall Rank
The Sharpe Ratio Rank of SUN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 7171
Martin Ratio Rank

GFF
The Risk-Adjusted Performance Rank of GFF is 4747
Overall Rank
The Sharpe Ratio Rank of GFF is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 4545
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 4848
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 4848
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. GFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Griffon Corporation (GFF). 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 chart of Sharpe ratio for SUN, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.00
SUN: 0.44
GFF: -0.04
The chart of Sortino ratio for SUN, currently valued at 0.78, compared to the broader market-6.00-4.00-2.000.002.004.00
SUN: 0.78
GFF: 0.28
The chart of Omega ratio for SUN, currently valued at 1.10, compared to the broader market0.501.001.502.00
SUN: 1.10
GFF: 1.04
The chart of Calmar ratio for SUN, currently valued at 0.51, compared to the broader market0.001.002.003.004.005.00
SUN: 0.51
GFF: -0.06
The chart of Martin ratio for SUN, currently valued at 1.70, compared to the broader market-5.000.005.0010.0015.0020.00
SUN: 1.70
GFF: -0.14

The current SUN Sharpe Ratio is 0.44, which is higher than the GFF Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SUN and GFF, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.44
-0.04
SUN
GFF

Dividends

SUN vs. GFF - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 5.96%, more than GFF's 0.98% yield.


TTM20242023202220212020201920182017201620152014
SUN
Sunoco LP
5.96%6.74%5.59%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%4.12%
GFF
Griffon Corporation
0.98%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%

Drawdowns

SUN vs. GFF - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum GFF drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for SUN and GFF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.10%
-20.76%
SUN
GFF

Volatility

SUN vs. GFF - Volatility Comparison

The current volatility for Sunoco LP (SUN) is 12.75%, while Griffon Corporation (GFF) has a volatility of 15.57%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.75%
15.57%
SUN
GFF

Financials

SUN vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Griffon Corporation. 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