SUN vs. JPM
SUN (Sunoco LP) and JPM (JPMorgan Chase & Co.) are both stocks. SUN operates in Oil & Gas Refining & Marketing (Energy), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, SUN returned 18.66%/yr vs 21.02%/yr for JPM. At a 0.26 correlation, their price movements are largely independent.
Performance
SUN vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 28.53% return, which is significantly higher than JPM's 0.50% return. Over the past 10 years, SUN has underperformed JPM with an annualized return of 18.66%, while JPM has yielded a comparatively higher 21.02% annualized return.
SUN
- 1D
- 1.57%
- 1M
- -6.67%
- YTD
- 28.53%
- 6M
- 25.21%
- 1Y
- 29.03%
- 3Y*
- 21.16%
- 5Y*
- 19.32%
- 10Y*
- 18.66%
JPM
- 1D
- 2.31%
- 1M
- 6.82%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 21.89%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
SUN vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between SUN and JPM is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.26 |
The correlation between SUN and JPM shifts across timeframes, from 0.08 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SUN:
$3.37T
JPM:
$896.00B
SUN:
$0.06
JPM:
$21.08
SUN:
1.02K
JPM:
15.21
SUN:
42.37
JPM:
3.14
SUN:
1.30K
JPM:
2.60
SUN:
$20.02B
JPM:
$285.09B
SUN:
$1.75B
JPM:
$173.52B
SUN:
$2.10B
JPM:
$81.46B
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Return for Risk
SUN vs. JPM — Risk / Return Rank
SUN
JPM
SUN vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and JPMorgan Chase & Co. (JPM). 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.
| SUN | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.42 | +1.22 |
| Martin ratioReturn relative to average drawdown | 6.54 | 3.36 | +3.19 |
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Drawdowns
SUN vs. JPM - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for SUN and JPM.
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Drawdown Indicators
| SUN | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -76.16% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -15.47% | +4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -24.42% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -38.77% | +17.48% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -43.63% | -19.31% |
Current DrawdownCurrent decline from peak | -9.53% | -3.66% | -5.87% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -17.62% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 6.54% | -2.07% |
Volatility
SUN vs. JPM - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 8.22% compared to JPMorgan Chase & Co. (JPM) at 6.35%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 6.35% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 16.67% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 21.76% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 24.46% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 27.39% | +4.37% |
Dividends
SUN vs. JPM - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.74%, more than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
SUN Sunoco LP | 5.74% | 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. JPM - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SUN and JPM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.22%) compared to JPM (6.35%). In terms of maximum drawdown, SUN dropped -65.47% vs JPM's -76.16%.
SUN currently has the higher Sharpe Ratio (1.27 vs 1.01), 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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