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.
Key characteristics
| SUN | XYLD | |
|---|---|---|
| YTD Return | -7.49% | 5.53% |
| 1Y Return | 29.85% | 8.24% |
| 3Y Return (Ann) | 23.84% | 4.90% |
| 5Y Return (Ann) | 22.40% | 6.20% |
| 10Y Return (Ann) | 11.49% | 6.34% |
| Sharpe Ratio | 1.32 | 1.38 |
| Daily Std Dev | 24.28% | 6.10% |
| Max Drawdown | -65.47% | -33.46% |
| Current Drawdown | -14.82% | -0.42% |
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.
Performance
SUN vs. XYLD - Performance Comparison
In the year-to-date period, SUN achieves a -7.49% return, which is significantly lower than XYLD's 5.53% return. Over the past 10 years, SUN has outperformed XYLD with an annualized return of 11.49%, while XYLD has yielded a comparatively lower 6.34% 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. 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 6.32%, less than XYLD's 9.50% 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% |
XYLD Global X S&P 500 Covered Call ETF | 9.50% | 10.51% | 13.44% | 9.08% | 7.93% | 5.76% | 7.12% | 4.67% | 3.23% | 4.65% | 4.14% | 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 7.14% compared to Global X S&P 500 Covered Call ETF (XYLD) at 1.48%. 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.