SUN vs. XLE
Compare and contrast key facts about Sunoco LP (SUN) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUN or XLE.
Key characteristics
| SUN | XLE | |
|---|---|---|
| YTD Return | -7.49% | 14.18% |
| 1Y Return | 29.85% | 24.31% |
| 3Y Return (Ann) | 23.84% | 26.12% |
| 5Y Return (Ann) | 22.40% | 13.71% |
| 10Y Return (Ann) | 11.49% | 4.10% |
| Sharpe Ratio | 1.32 | 1.39 |
| Daily Std Dev | 24.28% | 18.20% |
| Max Drawdown | -65.47% | -71.54% |
| Current Drawdown | -14.82% | -3.18% |
Correlation
The correlation between SUN and XLE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SUN vs. XLE - Performance Comparison
In the year-to-date period, SUN achieves a -7.49% return, which is significantly lower than XLE's 14.18% return. Over the past 10 years, SUN has outperformed XLE with an annualized return of 11.49%, while XLE has yielded a comparatively lower 4.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SUN vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Energy Select Sector SPDR Fund (XLE). 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.
Dividends
SUN vs. XLE - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 6.32%, more than XLE's 3.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 6.32% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% | 4.12% | 5.43% |
XLE Energy Select Sector SPDR Fund | 3.07% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
SUN vs. XLE - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for SUN and XLE. For additional features, visit the drawdowns tool.
Volatility
SUN vs. XLE - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 7.14% compared to Energy Select Sector SPDR Fund (XLE) at 4.64%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.