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SUN vs. GLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SUN vs. GLP - Performance Comparison

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

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Returns By Period

In the year-to-date period, SUN achieves a 28.39% return, which is significantly higher than GLP's 13.70% return. Over the past 10 years, SUN has underperformed GLP with an annualized return of 18.33%, while GLP has yielded a comparatively higher 24.72% annualized return.


SUN

1D
3.98%
1M
-7.20%
YTD
28.39%
6M
28.15%
1Y
31.03%
3Y*
22.43%
5Y*
19.61%
10Y*
18.33%

GLP

1D
6.94%
1M
-7.13%
YTD
13.70%
6M
10.28%
1Y
-9.75%
3Y*
23.58%
5Y*
20.77%
10Y*
24.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUN vs. GLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUN
Sunoco LP
28.39%8.88%-8.59%49.38%13.95%55.26%6.28%24.78%7.71%17.86%
GLP
Global Partners LP
13.70%-4.39%17.27%35.29%61.23%60.17%-6.40%37.24%8.06%-5.21%

Correlation

The correlation between SUN and GLP is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.35

Fundamentals

Market Cap

SUN:

$3.36T

GLP:

$1.57B

EPS

SUN:

$0.06

GLP:

$3.75

PE Ratio

SUN:

1.01K

GLP:

12.29

PS Ratio

SUN:

42.33

GLP:

0.08

PB Ratio

SUN:

1.30K

GLP:

2.20

Total Revenue (TTM)

SUN:

$20.02B

GLP:

$19.29B

Gross Profit (TTM)

SUN:

$1.75B

GLP:

$955.74M

EBITDA (TTM)

SUN:

$2.10B

GLP:

$392.67M

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Return for Risk

SUN vs. GLP — Risk / Return Rank

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

SUN
SUN Risk / Return Rank: 7777
Overall Rank
SUN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUN Sortino Ratio Rank: 7575
Sortino Ratio Rank
SUN Omega Ratio Rank: 7171
Omega Ratio Rank
SUN Calmar Ratio Rank: 7979
Calmar Ratio Rank
SUN Martin Ratio Rank: 8181
Martin Ratio Rank

GLP
GLP Risk / Return Rank: 2626
Overall Rank
GLP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLP Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLP Omega Ratio Rank: 2626
Omega Ratio Rank
GLP Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLP Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUN vs. GLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Global Partners LP (GLP). 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.


SUNGLPDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.22

0.97

+0.25

Calmar ratioReturn relative to maximum drawdown

2.38

-0.41

+2.79

Martin ratioReturn relative to average drawdown

6.48

-0.88

+7.37

SUN vs. GLP - Sharpe Ratio Comparison

The current SUN Sharpe Ratio is 1.33, which is higher than the GLP Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SUN and GLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SUN vs. GLP - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum GLP drawdown of -81.18%. Use the drawdown chart below to compare losses from any high point for SUN and GLP.


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Drawdown Indicators


SUNGLPDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-81.18%

+15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-24.12%

+11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-30.60%

+9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-31.80%

+10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-62.94%

-62.57%

-0.37%

Current Drawdown

Current decline from peak

-9.63%

-16.56%

+6.93%

Average Drawdown

Average peak-to-trough decline

-16.29%

-24.15%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

11.89%

-7.09%

Volatility

SUN vs. GLP - Volatility Comparison

The current volatility for Sunoco LP (SUN) is 8.94%, while Global Partners LP (GLP) has a volatility of 12.94%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than GLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUNGLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

12.94%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

22.70%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

28.91%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

36.07%

-12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

38.11%

-6.36%

Dividends

SUN vs. GLP - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 5.75%, less than GLP's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
GLP
Global Partners LP
6.58%7.14%6.14%8.48%6.93%12.28%11.30%10.14%11.50%11.08%9.51%15.57%
SUN
Sunoco LP
5.75%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. GLP - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Global Partners 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B202220232024202520260
5.32B
(SUN) Total Revenue
(GLP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SUN and GLP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLP has higher volatility (12.94%) compared to SUN (8.94%). In terms of maximum drawdown, SUN dropped -65.47% vs GLP's -81.18%.

SUN currently has the higher Sharpe Ratio (1.33 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for SUN and GLP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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