SUN vs. PG
SUN (Sunoco LP) and PG (The Procter & Gamble Company) are both stocks. SUN operates in Oil & Gas Refining & Marketing (Energy), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SUN returned 18.66%/yr vs 8.96%/yr for PG. At a 0.11 correlation, their price movements are largely independent.
Performance
SUN vs. PG - 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 PG's 5.93% return. Over the past 10 years, SUN has outperformed PG with an annualized return of 18.66%, while PG has yielded a comparatively lower 8.96% 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%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
SUN vs. PG - 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% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SUN and PG is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.11 |
The correlation between SUN and PG shifts across timeframes, from -0.04 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SUN:
$3.37T
PG:
$361.53B
SUN:
$0.06
PG:
$5.23
SUN:
1.02K
PG:
28.63
SUN:
42.37
PG:
4.20
SUN:
1.30K
PG:
6.70
SUN:
$20.02B
PG:
$86.72B
SUN:
$1.75B
PG:
$43.64B
SUN:
$2.10B
PG:
$22.63B
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Return for Risk
SUN vs. PG — Risk / Return Rank
SUN
PG
SUN vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.97 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.37 | +3.01 |
| Martin ratioReturn relative to average drawdown | 6.54 | -0.68 | +7.22 |
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Drawdowns
SUN vs. PG - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SUN and PG.
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Drawdown Indicators
| SUN | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -54.25% | -11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -15.52% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -21.15% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -23.77% | +2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -23.77% | -39.17% |
Current DrawdownCurrent decline from peak | -9.53% | -13.29% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -12.16% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 8.80% | -4.33% |
Volatility
SUN vs. PG - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 8.22% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 6.99% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 15.01% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 18.78% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 17.82% | +5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 19.05% | +12.71% |
Dividends
SUN vs. PG - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.74%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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. PG - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and The Procter & Gamble Company. 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 PG have a correlation of -0.04, 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 PG (6.99%). In terms of maximum drawdown, SUN dropped -65.47% vs PG's -54.25%.
SUN currently has the higher Sharpe Ratio (1.27 vs -0.30), 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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