SUN vs. SGOV
SUN (Sunoco LP) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, SUN returned 19.32%/yr vs 3.56%/yr for SGOV. At a correlation of -0.05, they often move in opposite directions.
Performance
SUN vs. SGOV - 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 SGOV's 1.61% 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%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
SUN vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 19.89% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between SUN and SGOV is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.05 |
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Return for Risk
SUN vs. SGOV — Risk / Return Rank
SUN
SGOV
SUN vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.01 | ||
| Sortino ratioReturn per unit of downside risk | -273.89 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 195.55 | -194.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 398.20 | -395.56 |
| Martin ratioReturn relative to average drawdown | 6.54 | 4,461.98 | -4,455.44 |
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Drawdowns
SUN vs. SGOV - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SUN and SGOV.
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Drawdown Indicators
| SUN | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -0.03% | -65.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -0.01% | -11.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -0.01% | -21.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -0.03% | -21.26% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | — | — |
Current DrawdownCurrent decline from peak | -9.53% | 0.00% | -9.53% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -0.00% | -16.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 0.00% | +4.47% |
Volatility
SUN vs. SGOV - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 8.22% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 0.05% | +8.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 0.13% | +16.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 0.20% | +22.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 0.24% | +23.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 0.24% | +31.52% |
Dividends
SUN vs. SGOV - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.74%, more than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SUN and SGOV have a correlation of -0.06, 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 SGOV (0.05%). In terms of maximum drawdown, SUN dropped -65.47% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs 1.27), 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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