SUN vs. VEA
SUN (Sunoco LP) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, SUN returned 18.61%/yr vs 10.14%/yr for VEA. At a 0.30 correlation, their price movements are largely independent.
Performance
SUN vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 28.86% return, which is significantly higher than VEA's 12.02% return. Over the past 10 years, SUN has outperformed VEA with an annualized return of 18.61%, while VEA has yielded a comparatively lower 10.14% annualized return.
SUN
- 1D
- -1.15%
- 1M
- -2.20%
- YTD
- 28.86%
- 6M
- 25.56%
- 1Y
- 29.97%
- 3Y*
- 21.63%
- 5Y*
- 20.04%
- 10Y*
- 18.61%
VEA
- 1D
- 1.00%
- 1M
- -1.37%
- YTD
- 12.02%
- 6M
- 14.95%
- 1Y
- 28.06%
- 3Y*
- 18.65%
- 5Y*
- 9.09%
- 10Y*
- 10.14%
SUN vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 28.86% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
VEA Vanguard FTSE Developed Markets ETF | 12.02% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between SUN and VEA is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.30 |
Over the past year, the correlation between SUN and VEA has dropped to 0.00 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
SUN vs. VEA — Risk / Return Rank
SUN
VEA
SUN vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.42 | +0.34 |
| Martin ratioReturn relative to average drawdown | 7.02 | 9.39 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUN | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.75 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.55 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.24 | +0.29 |
Drawdowns
SUN vs. VEA - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for SUN and VEA.
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Drawdown Indicators
| SUN | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -60.68% | -4.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.63% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -13.45% | -7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -29.71% | +8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -35.73% | -27.21% |
Current DrawdownCurrent decline from peak | -9.29% | -3.40% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -16.31% | -13.29% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 3.00% | +1.28% |
Volatility
SUN vs. VEA - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 8.42% compared to Vanguard FTSE Developed Markets ETF (VEA) at 6.03%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 6.03% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 13.91% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 16.15% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 16.63% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 17.40% | +14.35% |
Dividends
SUN vs. VEA - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.73%, more than VEA's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 5.73% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
VEA Vanguard FTSE Developed Markets ETF | 2.69% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
SUN and VEA have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.42%) compared to VEA (6.03%). In terms of maximum drawdown, SUN dropped -65.47% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.75 vs 1.32), 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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