PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SUN vs. MMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SUNMMP

Fundamentals


SUNMMP
Market Cap$7.43B$13.94B
EPS$3.65$5.00
PE Ratio15.0813.80
PEG Ratio-3.004.90
Revenue (TTM)$23.07B$3.48B
Gross Profit (TTM)$1.38B$1.49B
EBITDA (TTM)$815.00M$1.42B

Correlation

-0.50.00.51.00.4

The correlation between SUN and MMP is 0.39, 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.

Performance

SUN vs. MMP - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
537.34%
212.75%
SUN
MMP

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sunoco LP

Magellan Midstream Partners, L.P.

Risk-Adjusted Performance

SUN vs. MMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Magellan Midstream Partners, L.P. (MMP). 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
Sharpe ratio
The chart of Sharpe ratio for SUN, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.004.001.32
Sortino ratio
The chart of Sortino ratio for SUN, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for SUN, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for SUN, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for SUN, currently valued at 5.49, compared to the broader market-10.000.0010.0020.0030.005.49
MMP
Sharpe ratio
The chart of Sharpe ratio for MMP, currently valued at 1.58, compared to the broader market-2.00-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for MMP, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for MMP, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for MMP, currently valued at 2.40, compared to the broader market0.002.004.006.002.40
Martin ratio
The chart of Martin ratio for MMP, currently valued at 11.26, compared to the broader market-10.000.0010.0020.0030.0011.26

SUN vs. MMP - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.32
1.58
SUN
MMP

Dividends

SUN vs. MMP - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 6.32%, while MMP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SUN
Sunoco LP
6.32%5.59%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%4.12%5.43%
MMP
Magellan Midstream Partners, L.P.
1.87%4.90%8.26%8.84%9.65%6.39%6.62%4.95%4.28%4.28%3.02%3.30%

Drawdowns

SUN vs. MMP - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.82%
-0.09%
SUN
MMP

Volatility

SUN vs. MMP - Volatility Comparison

Sunoco LP (SUN) has a higher volatility of 7.14% compared to Magellan Midstream Partners, L.P. (MMP) at 0.00%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than MMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
7.14%
0
SUN
MMP

Financials

SUN vs. MMP - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Magellan Midstream Partners, L.P.. 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