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SLF vs STT

Comparison between Sun Life Financial Inc (SLF, Company) and State Street Corp (STT, Company).

Both SLF and STT are from the Financial Services sector.

5-Year PerformanceSTT has outperformed SLF, delivering a return of +15.0% compared to +9.9%

SLF vs STT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
SLF
$42B
Winner
STT
$42B
Max Drawdown
Winner
SLF
80.09%
STT
82.56%
Sharpe Ratio
SLF
0.87
Winner
STT
2.08
5Y Beta
Winner
SLF
0.51
STT
1.04
Industry
SLF
Insurance - Diversified
STT
Asset Management
P/E Ratio
SLF
15.49
Winner
STT
13.86
Forward P/E
SLF
12.69
Winner
STT
12.42
PEG Ratio
Winner
SLF
0.86
STT
1.22
Dividend Yield
Winner
SLF
5.18%
STT
2.20%
5Y Dividends CAGR
SLF
14.20%
STT
14.20%
5Y EPS CAGR
SLF
5.85%
Winner
STT
10.73%
Debt to Equity
SLF
89.92%
Winner
STT
0.00%
Free Cash Flow Yield
Winner
SLF
11.83%
STT
-8.93%
P/S Ratio
Winner
SLF
1.16
STT
2.91
P/B Ratio
SLF
2.27
Winner
STT
1.70

SLF vs STT - Historical Returns

Returns include dividend reinvestment.

1M
SLF
+6.25%
Winner
STT
+9.81%
3M
SLF
+9.77%
Winner
STT
+12.06%
6M
SLF
+22.25%
Winner
STT
+28.01%
1Y
SLF
+21.92%
Winner
STT
+63.36%
5Y(CAGR)
SLF
+9.86%
Winner
STT
+14.99%
10Y(CAGR)
SLF
+12.52%
Winner
STT
+12.79%
Max(CAGR)
Winner
SLF
+12.38%
STT
+7.33%

SLF vs STT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearSLFSTT
2026+12.63%+16.58%
2025+10.50%+34.77%
2024+20.82%+29.69%
2023+17.79%+2.42%
2022-13.00%-15.02%
2021+30.55%+32.02%
2020+0.83%-6.79%
2019+42.57%+27.59%
2018-16.04%-33.36%
2017+10.08%+25.36%
2016+31.50%+22.05%
2015-8.64%-13.71%
2014+8.41%+9.04%
2013+36.37%+54.30%
2012+46.51%+14.88%
2011-36.45%-13.83%
2010+5.55%+4.33%
2009+29.81%+6.04%
2008-55.92%-49.21%
2007+36.64%+20.72%
2006+5.41%+19.89%
2005+24.72%+15.49%
2004+35.43%-3.35%
2003+49.26%+29.77%
2002-16.04%-24.32%
2001-16.10%-12.89%
2000+186.37%+79.16%
1999N/A-2.78%

SLF vs STT Drawdown Comparison

The maximum drawdown for SLF was -78.55%, occurring on Mar 9, 2009. Recovery took 2274 trading sessions.

The maximum drawdown for STT was -82.23%, occurring on Jan 20, 2009. Recovery took 1742 trading sessions.

The current SLF drawdown is -4.30%. The current STT drawdown is -2.94%.

RankSLFSTT
#1-78.55%
Oct 31, 2007 - Nov 10, 2016
-82.23%
Jan 3, 2008 - Dec 3, 2014
#2-50.82%
Feb 14, 2020 - Jan 20, 2021
-59.60%
Jan 24, 2018 - Jan 7, 2022
#3-42.49%
Dec 29, 2000 - Oct 16, 2003
-51.72%
Nov 9, 2000 - Feb 22, 2006
#4-30.75%
Feb 9, 2022 - Feb 9, 2024
-41.42%
Jan 14, 2022 - Nov 6, 2024
#5-24.79%
Jan 22, 2018 - Jul 1, 2019
-36.14%
Jul 22, 2015 - Nov 15, 2016
#6-18.09%
Feb 15, 2017 - Sep 26, 2017
-25.68%
Jan 30, 2025 - Jun 24, 2025
#7-16.46%
Sep 6, 2000 - Nov 3, 2000
-24.72%
Feb 8, 2000 - Mar 16, 2000
#8-14.91%
Jun 30, 2025 - Feb 4, 2026
-18.74%
Oct 2, 2000 - Nov 9, 2000
#9-14.35%
Mar 3, 2006 - Nov 15, 2006
-17.88%
Apr 3, 2000 - May 8, 2000
#10-13.92%
Dec 5, 2024 - May 9, 2025
-17.46%
Aug 8, 2007 - Oct 16, 2007
#11-13.65%
Mar 13, 2024 - Aug 26, 2024
-17.04%
May 8, 2006 - Dec 14, 2006
#12-11.44%
Feb 15, 2005 - Jun 24, 2005
-16.18%
May 23, 2000 - Sep 6, 2000
#13-10.77%
Apr 5, 2004 - Jun 8, 2004
-15.76%
Nov 16, 1999 - Jan 14, 2000
#14-10.76%
Nov 8, 2000 - Dec 6, 2000
-13.57%
Jan 17, 2007 - Jul 17, 2007
#15-10.08%
Feb 13, 2026 - Apr 15, 2026
-11.79%
Jan 15, 2026 - Apr 8, 2026

Correlation

Correlation between SLF and STT is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (1999 - 2026)

SLF vs STT dividend yield comparison.

YearSLFSTT
20260.96%1.12%
20254.03%2.42%
20244.00%2.18%
20234.98%3.41%
20224.59%3.09%
20213.32%2.34%
20203.69%2.86%
20193.47%2.50%
20184.71%2.82%
20173.17%1.64%
20163.98%1.85%
20154.64%1.99%
20143.99%1.48%
20134.08%1.42%
20125.43%2.04%
20117.78%1.79%
20104.78%0.09%
20095.01%0.09%
20086.22%2.42%
20072.36%1.08%
20062.63%1.19%
20052.35%1.30%
20042.56%1.30%
20032.72%1.08%
20022.40%1.23%
20012.59%0.78%
20000.75%0.56%
19990.00%0.22%

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