SUN vs. XYLD
Compare and contrast key facts about Sunoco LP (SUN) and Global X S&P 500 Covered Call ETF (XYLD).
XYLD is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 2% OTM BuyWrite Index. It was launched on Jun 24, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUN or XYLD.
Performance
SUN vs. XYLD - Performance Comparison
Returns By Period
In the year-to-date period, SUN achieves a -4.36% return, which is significantly lower than XYLD's 15.85% return. Over the past 10 years, SUN has outperformed XYLD with an annualized return of 11.41%, while XYLD has yielded a comparatively lower 6.78% annualized return.
SUN
-4.36%
5.05%
6.34%
6.95%
21.12%
11.41%
XYLD
15.85%
1.54%
9.61%
18.60%
6.67%
6.78%
Key characteristics
| SUN | XYLD | |
|---|---|---|
| Sharpe Ratio | 0.17 | 2.75 |
| Sortino Ratio | 0.43 | 3.73 |
| Omega Ratio | 1.05 | 1.72 |
| Calmar Ratio | 0.20 | 3.13 |
| Martin Ratio | 0.36 | 24.11 |
| Ulcer Index | 11.90% | 0.79% |
| Daily Std Dev | 25.58% | 6.90% |
| Max Drawdown | -65.47% | -33.46% |
| Current Drawdown | -11.94% | -0.11% |
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Correlation
The correlation between SUN and XYLD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SUN vs. XYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunoco LP (SUN) and Global X S&P 500 Covered Call ETF (XYLD). 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. XYLD - Dividend Comparison
SUN's dividend yield for the trailing twelve months is around 6.45%, less than XYLD's 9.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 6.45% | 5.59% | 7.67% | 8.09% | 11.48% | 10.80% | 12.15% | 11.63% | 12.16% | 6.77% | 4.13% | 5.43% |
XYLD Global X S&P 500 Covered Call ETF | 9.43% | 10.51% | 13.44% | 9.08% | 7.93% | 5.76% | 7.12% | 4.67% | 3.24% | 4.65% | 4.15% | 2.49% |
Drawdowns
SUN vs. XYLD - Drawdown Comparison
The maximum SUN drawdown since its inception was -65.47%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for SUN and XYLD. For additional features, visit the drawdowns tool.
Volatility
SUN vs. XYLD - Volatility Comparison
Sunoco LP (SUN) has a higher volatility of 6.49% compared to Global X S&P 500 Covered Call ETF (XYLD) at 2.46%. This indicates that SUN's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.