T vs. SUN
T (AT&T Inc.) and SUN (Sunoco LP) are both stocks. T operates in Telecom Services (Communication Services), while SUN operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, T returned 2.86%/yr vs 18.61%/yr for SUN. At a 0.18 correlation, their price movements are largely independent.
Performance
T vs. SUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than SUN's 28.86% return. Over the past 10 years, T has underperformed SUN with an annualized return of 2.86%, while SUN has yielded a comparatively higher 18.61% annualized return.
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
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%
T vs. SUN - Yearly Performance Comparison
Correlation
The correlation between T and SUN is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.18 |
The correlation between T and SUN shifts across timeframes, from 0.01 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
SUN:
$0.06
T:
7.39
SUN:
1.02K
T:
1.29
SUN:
42.48
T:
$125.65B
SUN:
$20.02B
T:
$105.41B
SUN:
$1.75B
T:
$54.70B
SUN:
$2.10B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
T vs. SUN — Risk / Return Rank
T
SUN
T vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Sunoco LP (SUN). 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.
| T | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.22 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.76 | -3.51 |
| Martin ratioReturn relative to average drawdown | -1.59 | 7.02 | -8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| T | SUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 1.32 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.85 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.59 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.53 | -0.15 |
Drawdowns
T vs. SUN - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum SUN drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for T and SUN.
Loading charts...
Drawdown Indicators
| T | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -65.47% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -10.91% | -10.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -21.29% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -21.29% | -10.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -62.94% | +20.59% |
Current DrawdownCurrent decline from peak | -21.87% | -9.29% | -12.58% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -16.31% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 4.28% | +6.06% |
Volatility
T vs. SUN - Volatility Comparison
The current volatility for AT&T Inc. (T) is 7.50%, while Sunoco LP (SUN) has a volatility of 8.42%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| T | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 8.42% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 16.61% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 22.92% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 23.62% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 31.75% | -8.04% |
Dividends
T vs. SUN - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, less than SUN's 5.73% yield.
Financials
T vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between AT&T Inc. and Sunoco LP. 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
T and SUN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.42%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.32 vs -0.75), 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.
Find the right allocation for T and SUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer