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STT vs SLF

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

Both STT and SLF are from the Financial Services sector.

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

STT vs SLF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

STT vs SLF - Historical Returns

Returns include dividend reinvestment.

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

STT vs SLF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

STT vs SLF Drawdown Comparison

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

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

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

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

Correlation

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

0.93
-101

Dividend Comparison (1999 - 2026)

STT vs SLF dividend yield comparison.

YearSTTSLF
20261.12%0.96%
20252.42%4.03%
20242.18%4.00%
20233.41%4.98%
20223.09%4.59%
20212.34%3.32%
20202.86%3.69%
20192.50%3.47%
20182.82%4.71%
20171.64%3.17%
20161.85%3.98%
20151.99%4.64%
20141.48%3.99%
20131.42%4.08%
20122.04%5.43%
20111.79%7.78%
20100.09%4.78%
20090.09%5.01%
20082.42%6.22%
20071.08%2.36%
20061.19%2.63%
20051.30%2.35%
20041.30%2.56%
20031.08%2.72%
20021.23%2.40%
20010.78%2.59%
20000.56%0.75%
19990.22%0.00%

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