WMB vs. SUN
WMB (The Williams Companies, Inc.) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — WMB in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, WMB returned 19.28%/yr vs 18.66%/yr for SUN. At a 0.40 correlation, their price movements are largely independent.
Performance
WMB vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, WMB achieves a 21.67% return, which is significantly lower than SUN's 28.53% return. Both investments have delivered pretty close results over the past 10 years, with WMB having a 19.28% annualized return and SUN not far behind at 18.66%.
WMB
- 1D
- 1.39%
- 1M
- -4.09%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.82%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
SUN
- 1D
- 1.57%
- 1M
- -6.67%
- YTD
- 28.53%
- 6M
- 25.21%
- 1Y
- 29.03%
- 3Y*
- 21.16%
- 5Y*
- 19.32%
- 10Y*
- 18.66%
WMB vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
SUN Sunoco LP | 28.53% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between WMB and SUN is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.40 |
The correlation between WMB and SUN shifts across timeframes, from 0.34 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WMB:
$88.15B
SUN:
$3.37T
WMB:
$2.28
SUN:
$0.06
WMB:
31.55
SUN:
1.02K
WMB:
7.39
SUN:
42.37
WMB:
6.80
SUN:
1.30K
WMB:
$11.92B
SUN:
$20.02B
WMB:
$7.49B
SUN:
$1.75B
WMB:
$6.88B
SUN:
$2.10B
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Return for Risk
WMB vs. SUN — Risk / Return Rank
WMB
SUN
WMB vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMB | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.64 | -0.62 |
| Martin ratioReturn relative to average drawdown | 4.27 | 6.54 | -2.27 |
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Drawdowns
WMB vs. SUN - Drawdown Comparison
The maximum WMB drawdown since its inception was -98.03%, which is greater than SUN's maximum drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for WMB and SUN.
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Drawdown Indicators
| WMB | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.03% | -65.47% | -32.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -11.05% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -21.29% | +8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.01% | -21.29% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -68.08% | -62.94% | -5.14% |
Current DrawdownCurrent decline from peak | -8.55% | -9.53% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -27.07% | -16.30% | -10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 4.47% | +1.35% |
Volatility
WMB vs. SUN - Volatility Comparison
The current volatility for The Williams Companies, Inc. (WMB) is 7.36%, while Sunoco LP (SUN) has a volatility of 8.22%. This indicates that WMB 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.
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Volatility by Period
| WMB | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 8.22% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 16.97% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 23.06% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 23.67% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.95% | 31.76% | -0.81% |
Dividends
WMB vs. SUN - Dividend Comparison
WMB's dividend yield for the trailing twelve months is around 3.54%, less than SUN's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUN Sunoco LP | 5.74% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
WMB The Williams Companies, Inc. | 3.54% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Financials
WMB vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between The Williams Companies, 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
WMB and SUN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.22%) compared to WMB (7.36%). In terms of maximum drawdown, WMB dropped -98.03% vs SUN's -65.47%.
SUN currently has the higher Sharpe Ratio (1.27 vs 1.08), 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.
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