SUN vs. IWS
SUN (Sunoco LP) is a stock, while IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index. Over the past 10 years, SUN returned 18.61%/yr vs 10.08%/yr for IWS. At a 0.35 correlation, their price movements are largely independent.
Performance
SUN vs. IWS - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 28.86% return, which is significantly higher than IWS's 13.43% return. Over the past 10 years, SUN has outperformed IWS with an annualized return of 18.61%, while IWS has yielded a comparatively lower 10.08% annualized return.
SUN
- 1D
- -1.15%
- 1M
- -2.20%
- YTD
- 28.86%
- 6M
- 25.56%
- 1Y
- 29.97%
- 3Y*
- 21.63%
- 5Y*
- 20.04%
- 10Y*
- 18.61%
IWS
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 13.43%
- 6M
- 13.77%
- 1Y
- 24.70%
- 3Y*
- 16.23%
- 5Y*
- 8.15%
- 10Y*
- 10.08%
SUN vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 28.86% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
IWS iShares Russell Mid-Cap Value ETF | 13.43% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -12.43% | 13.14% |
Correlation
The correlation between SUN and IWS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.35 |
Over the past year, the correlation between SUN and IWS has dropped to 0.09 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
SUN vs. IWS — Risk / Return Rank
SUN
IWS
SUN vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and iShares Russell Mid-Cap Value ETF (IWS). 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.
| SUN | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.29 | -0.53 |
| Martin ratioReturn relative to average drawdown | 7.02 | 12.38 | -5.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUN | IWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.87 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.47 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.42 | +0.11 |
Drawdowns
SUN vs. IWS - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, roughly equal to the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for SUN and IWS.
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Drawdown Indicators
| SUN | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -62.40% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -7.53% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -20.57% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -21.23% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -43.83% | -19.11% |
Current DrawdownCurrent decline from peak | -9.29% | -1.83% | -7.46% |
Average DrawdownAverage peak-to-trough decline | -16.31% | -8.02% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.00% | +2.28% |
Volatility
SUN vs. IWS - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 8.42% compared to iShares Russell Mid-Cap Value ETF (IWS) at 3.45%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 3.45% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 9.74% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 13.30% | +9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 17.32% | +6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 19.37% | +12.38% |
Dividends
SUN vs. IWS - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.73%, more than IWS's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Mid-Cap Value ETF | 1.36% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
SUN Sunoco LP | 5.73% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Frequently Asked Questions
SUN and IWS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.42%) compared to IWS (3.45%). In terms of maximum drawdown, SUN dropped -65.47% vs IWS's -62.40%.
IWS currently has the higher Sharpe Ratio (1.87 vs 1.32), 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.
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