SUN vs. VLO
SUN (Sunoco LP) and VLO (Valero Energy Corporation) are both stocks. Both operate in the Oil & Gas Refining & Marketing industry within the Energy sector. Over the past 10 years, SUN returned 18.66%/yr vs 22.25%/yr for VLO. At a 0.29 correlation, their price movements are largely independent.
Performance
SUN vs. VLO - Performance Comparison
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Returns By Period
In the year-to-date period, SUN achieves a 28.53% return, which is significantly lower than VLO's 60.63% return. Over the past 10 years, SUN has underperformed VLO with an annualized return of 18.66%, while VLO has yielded a comparatively higher 22.25% 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%
VLO
- 1D
- 1.20%
- 1M
- 6.47%
- YTD
- 60.63%
- 6M
- 55.37%
- 1Y
- 98.72%
- 3Y*
- 35.62%
- 5Y*
- 30.28%
- 10Y*
- 22.25%
SUN vs. VLO - 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% |
VLO Valero Energy Corporation | 60.63% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
Correlation
The correlation between SUN and VLO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.29 |
Fundamentals
SUN:
$3.37T
VLO:
$77.08B
SUN:
$0.06
VLO:
$13.77
SUN:
1.02K
VLO:
18.79
SUN:
42.37
VLO:
0.63
SUN:
1.30K
VLO:
2.86
SUN:
$20.02B
VLO:
$126.17B
SUN:
$1.75B
VLO:
$12.45B
SUN:
$2.10B
VLO:
$9.02B
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Return for Risk
SUN vs. VLO — Risk / Return Rank
SUN
VLO
SUN vs. VLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Valero Energy Corporation (VLO). 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 | VLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 7.00 | -4.36 |
| Martin ratioReturn relative to average drawdown | 6.54 | 17.41 | -10.87 |
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Drawdowns
SUN vs. VLO - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for SUN and VLO.
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Drawdown Indicators
| SUN | VLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -87.50% | +22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -14.19% | +3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -41.22% | +19.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -41.22% | +19.93% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -71.88% | +8.94% |
Current DrawdownCurrent decline from peak | -9.53% | -1.06% | -8.47% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -34.25% | +17.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 5.69% | -1.22% |
Volatility
SUN vs. VLO - Volatility Comparison
The current volatility for Sunoco LP (SUN) is 8.22%, while Valero Energy Corporation (VLO) has a volatility of 9.80%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUN | VLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 9.80% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 27.42% | -10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 34.83% | -11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 36.92% | -13.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 40.36% | -8.60% |
Dividends
SUN vs. VLO - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 5.74%, more than VLO's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VLO Valero Energy Corporation | 1.80% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Financials
SUN vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between Sunoco LP and Valero Energy Corporation. 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 VLO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (9.80%) compared to SUN (8.22%). In terms of maximum drawdown, SUN dropped -65.47% vs VLO's -87.50%.
VLO currently has the higher Sharpe Ratio (2.85 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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