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

Correlation

The correlation between SUN and MO is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

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Performance

SUN vs. MO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
1.30%
17.74%
SUN
MO

Key characteristics

Sharpe Ratio

SUN:

-0.24

MO:

2.43

Sortino Ratio

SUN:

-0.17

MO:

3.45

Omega Ratio

SUN:

0.98

MO:

1.45

Calmar Ratio

SUN:

-0.28

MO:

3.04

Martin Ratio

SUN:

-0.89

MO:

10.72

Ulcer Index

SUN:

6.62%

MO:

4.19%

Daily Std Dev

SUN:

24.90%

MO:

18.51%

Max Drawdown

SUN:

-65.47%

MO:

-57.39%

Current Drawdown

SUN:

-13.53%

MO:

-7.26%

Fundamentals

Market Cap

SUN:

$7.20B

MO:

$94.55B

EPS

SUN:

$6.00

MO:

$6.54

PE Ratio

SUN:

8.81

MO:

8.57

PEG Ratio

SUN:

-3.00

MO:

4.01

Total Revenue (TTM)

SUN:

$17.19B

MO:

$15.73B

Gross Profit (TTM)

SUN:

$1.28B

MO:

$11.09B

EBITDA (TTM)

SUN:

$1.45B

MO:

$12.01B

Returns By Period

In the year-to-date period, SUN achieves a 2.74% return, which is significantly lower than MO's 8.36% return. Over the past 10 years, SUN has outperformed MO with an annualized return of 10.42%, while MO has yielded a comparatively lower 7.34% annualized return.


SUN

YTD

2.74%

1M

-8.40%

6M

1.10%

1Y

-4.48%

5Y*

36.62%

10Y*

10.42%

MO

YTD

8.36%

1M

-1.95%

6M

15.71%

1Y

44.51%

5Y*

15.73%

10Y*

7.34%

*Annualized

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Sunoco LP

Altria Group, Inc.

Risk-Adjusted Performance

SUN vs. MO — Risk-Adjusted Performance Rank

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

SUN
The Risk-Adjusted Performance Rank of SUN is 4242
Overall Rank
The Sharpe Ratio Rank of SUN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SUN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SUN is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SUN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SUN is 4040
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9797
Overall Rank
The Sharpe Ratio Rank of MO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SUN vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Altria Group, Inc. (MO). 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.


The chart of Sharpe ratio for SUN, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.00
SUN: -0.08
MO: 2.44
The chart of Sortino ratio for SUN, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
SUN: 0.07
MO: 3.47
The chart of Omega ratio for SUN, currently valued at 1.01, compared to the broader market0.501.001.502.00
SUN: 1.01
MO: 1.45
The chart of Calmar ratio for SUN, currently valued at -0.10, compared to the broader market0.001.002.003.004.00
SUN: -0.10
MO: 3.07
The chart of Martin ratio for SUN, currently valued at -0.32, compared to the broader market-10.00-5.000.005.0010.0015.00
SUN: -0.32
MO: 10.68

The current SUN Sharpe Ratio is -0.24, which is lower than the MO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SUN and MO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
2.44
SUN
MO

Dividends

SUN vs. MO - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 6.75%, less than MO's 7.26% yield.


TTM20242023202220212020201920182017201620152014
SUN
Sunoco LP
6.64%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%
MO
Altria Group, Inc.
7.17%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

Drawdowns

SUN vs. MO - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, which is greater than MO's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for SUN and MO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.06%
-6.10%
SUN
MO

Volatility

SUN vs. MO - Volatility Comparison

Sunoco LP (SUN) has a higher volatility of 11.33% compared to Altria Group, Inc. (MO) at 6.94%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.33%
6.94%
SUN
MO

Financials

SUN vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Altria Group, Inc.. 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


2.00B3.00B4.00B5.00B6.00B7.00B8.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
5.27B
5.11B
(SUN) Total Revenue
(MO) Total Revenue
Values in USD except per share items

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