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

Correlation

The correlation between SUN and GLAD 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.


-0.50.00.51.00.2

Performance

SUN vs. GLAD - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-5.09%
28.33%
SUN
GLAD

Key characteristics

Sharpe Ratio

SUN:

-0.17

GLAD:

2.57

Sortino Ratio

SUN:

-0.07

GLAD:

3.09

Omega Ratio

SUN:

0.99

GLAD:

1.45

Calmar Ratio

SUN:

-0.21

GLAD:

3.85

Martin Ratio

SUN:

-0.37

GLAD:

10.58

Ulcer Index

SUN:

12.33%

GLAD:

4.34%

Daily Std Dev

SUN:

25.78%

GLAD:

17.88%

Max Drawdown

SUN:

-65.47%

GLAD:

-74.87%

Current Drawdown

SUN:

-16.78%

GLAD:

-0.90%

Fundamentals

Market Cap

SUN:

$7.07B

GLAD:

$622.11M

EPS

SUN:

$3.91

GLAD:

$4.34

PE Ratio

SUN:

13.29

GLAD:

6.42

PEG Ratio

SUN:

-3.00

GLAD:

2.31

Total Revenue (TTM)

SUN:

$23.07B

GLAD:

$109.55M

Gross Profit (TTM)

SUN:

$1.31B

GLAD:

$100.42M

EBITDA (TTM)

SUN:

$1.40B

GLAD:

$74.92M

Returns By Period

In the year-to-date period, SUN achieves a -9.62% return, which is significantly lower than GLAD's 42.07% return. Over the past 10 years, SUN has underperformed GLAD with an annualized return of 10.80%, while GLAD has yielded a comparatively higher 15.33% annualized return.


SUN

YTD

-9.62%

1M

-5.61%

6M

-3.49%

1Y

-7.29%

5Y*

20.66%

10Y*

10.80%

GLAD

YTD

42.07%

1M

5.39%

6M

28.33%

1Y

45.89%

5Y*

16.22%

10Y*

15.33%

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Risk-Adjusted Performance

SUN vs. GLAD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Gladstone Capital Corporation (GLAD). 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 -0.33, compared to the broader market-4.00-2.000.002.00-0.332.57
The chart of Sortino ratio for SUN, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.323.09
The chart of Omega ratio for SUN, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.45
The chart of Calmar ratio for SUN, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.403.85
The chart of Martin ratio for SUN, currently valued at -0.69, compared to the broader market0.0010.0020.00-0.6910.58
SUN
GLAD

The current SUN Sharpe Ratio is -0.17, which is lower than the GLAD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SUN and GLAD, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
2.57
SUN
GLAD

Dividends

SUN vs. GLAD - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 6.82%, less than GLAD's 8.62% yield.


TTM20232022202120202019201820172016201520142013
SUN
Sunoco LP
6.82%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%5.43%
GLAD
Gladstone Capital Corporation
8.62%9.19%8.45%6.73%8.97%8.46%11.51%9.12%8.95%11.49%10.16%8.78%

Drawdowns

SUN vs. GLAD - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum GLAD drawdown of -74.87%. Use the drawdown chart below to compare losses from any high point for SUN and GLAD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.78%
-0.90%
SUN
GLAD

Volatility

SUN vs. GLAD - Volatility Comparison

Sunoco LP (SUN) has a higher volatility of 6.71% compared to Gladstone Capital Corporation (GLAD) at 5.22%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than GLAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
5.22%
SUN
GLAD

Financials

SUN vs. GLAD - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Gladstone Capital 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
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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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