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SUN vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SUN vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunoco LP (SUN) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SUN having a 28.86% return and XOM slightly lower at 27.80%. Over the past 10 years, SUN has outperformed XOM with an annualized return of 18.61%, while XOM has yielded a comparatively lower 10.04% 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%

XOM

1D
1.22%
1M
5.68%
YTD
27.80%
6M
32.61%
1Y
50.17%
3Y*
16.03%
5Y*
23.83%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUN vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUN
Sunoco LP
28.86%8.88%-8.59%49.38%13.95%55.26%6.28%24.78%7.71%17.86%
XOM
Exxon Mobil Corporation
27.80%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Correlation

The correlation between SUN and XOM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.34

The correlation between SUN and XOM shifts across timeframes, from 0.30 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SUN:

$3.38T

XOM:

$634.77B

EPS

SUN:

$0.06

XOM:

$5.93

PE Ratio

SUN:

1.02K

XOM:

25.60

PS Ratio

SUN:

42.48

XOM:

1.99

PB Ratio

SUN:

1.30K

XOM:

2.50

Total Revenue (TTM)

SUN:

$20.02B

XOM:

$326.01B

Gross Profit (TTM)

SUN:

$1.75B

XOM:

$83.11B

EBITDA (TTM)

SUN:

$2.10B

XOM:

$60.44B

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Return for Risk

SUN vs. XOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUN
SUN Risk / Return Rank: 7777
Overall Rank
SUN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SUN Sortino Ratio Rank: 7474
Sortino Ratio Rank
SUN Omega Ratio Rank: 7070
Omega Ratio Rank
SUN Calmar Ratio Rank: 8282
Calmar Ratio Rank
SUN Martin Ratio Rank: 8282
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8686
Overall Rank
XOM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
XOM Omega Ratio Rank: 8484
Omega Ratio Rank
XOM Calmar Ratio Rank: 8585
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUN vs. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Exxon Mobil Corporation (XOM). 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.


SUNXOMDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

2.76

3.21

-0.45

Martin ratioReturn relative to average drawdown

7.02

8.97

-1.95

SUN vs. XOM - Sharpe Ratio Comparison

The current SUN Sharpe Ratio is 1.32, which is lower than the XOM Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SUN and XOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUNXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.07

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.90

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.36

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.48

+0.05

Drawdowns

SUN vs. XOM - Drawdown Comparison

The maximum SUN drawdown since its inception was -65.47%, roughly equal to the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for SUN and XOM.


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Drawdown Indicators


SUNXOMDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-62.40%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-15.69%

+4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-18.92%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-20.51%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-62.94%

-61.34%

-1.60%

Current Drawdown

Current decline from peak

-9.29%

-10.90%

+1.61%

Average Drawdown

Average peak-to-trough decline

-16.31%

-10.20%

-6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

5.61%

-1.33%

Volatility

SUN vs. XOM - Volatility Comparison

The current volatility for Sunoco LP (SUN) is 8.42%, while Exxon Mobil Corporation (XOM) has a volatility of 9.20%. This indicates that SUN experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUNXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

9.20%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

20.29%

-3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

24.44%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

26.73%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

28.19%

+3.56%

Dividends

SUN vs. XOM - Dividend Comparison

SUN's dividend yield for the trailing twelve months is around 5.73%, more than XOM's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XOM
Exxon Mobil Corporation
2.69%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Financials

SUN vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Sunoco LP and Exxon Mobil 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B120.00B202220232024202520260
83.16B
(SUN) Total Revenue
(XOM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SUN and XOM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.20%) compared to SUN (8.42%). In terms of maximum drawdown, SUN dropped -65.47% vs XOM's -62.40%.

XOM currently has the higher Sharpe Ratio (2.07 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.

Portfolio Optimizer

Find the right allocation for SUN and XOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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