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SCOR PK (SCRYY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US80917Q1067
IPO Date
Oct 9, 1996

Highlights

Market Cap
$61.59B
Enterprise Value
$63.32B
EPS (TTM)
$0.09
PE Ratio
39.99
PEG Ratio
0.08
Total Revenue (TTM)
$15.75B
Gross Profit (TTM)
$15.89B
EBITDA (TTM)
$4.31B
Year Range
$2.31 - $3.73
ROA (TTM)
2.35%
ROE (TTM)
19.15%

Share Price Chart


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SCOR PK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SCOR PK, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SCOR PK (SCRYY) has returned 2.51% so far this year and 29.27% over the past 12 months. Over the last ten years, SCRYY has returned 5.84% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SCOR PK

1D
6.29%
1M
-1.84%
YTD
2.51%
6M
-1.28%
1Y
29.27%
3Y*
21.85%
5Y*
6.93%
10Y*
5.84%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 13, 2007, SCRYY's average daily return is +0.06%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jun 2012 with a return of +49.1%, while the worst month was Mar 2020 at -41.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SCRYY closed higher 45% of trading days. The best single day was Oct 31, 2008 with a return of +27.9%, while the worst single day was Oct 27, 2008 at -44.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.62%10.66%-1.84%2.51%
20254.05%1.17%9.81%11.38%10.70%1.36%-1.04%-1.66%7.67%-12.82%4.90%5.30%45.76%
20245.50%0.00%11.35%-4.86%-5.18%-10.98%-15.46%-8.33%10.13%-3.69%18.10%-0.40%-8.79%
20238.10%-2.83%-4.30%11.46%4.49%14.09%3.65%4.03%-1.94%-4.28%11.34%-11.36%33.42%
20228.17%-4.53%0.63%-12.89%-0.03%-19.15%-16.27%-7.43%-11.47%0.40%27.78%24.18%-20.01%
2021-6.41%10.18%2.73%-5.01%-0.31%-0.27%-8.05%10.04%-5.14%16.08%-8.13%0.33%2.73%

Benchmark Metrics

SCOR PK has an annualized alpha of 8.80%, beta of 0.73, and R² of 0.11 versus S&P 500 Index. Calculated based on daily prices since July 16, 2007.

  • This stock participated in 90.08% of S&P 500 Index downside but only 82.47% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.11 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.80%
Beta
0.73
0.11
Upside Capture
82.47%
Downside Capture
90.08%

Return for Risk

Risk / Return Rank

SCRYY ranks 62 for risk / return — better than 62% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SCRYY Risk / Return Rank: 6262
Overall Rank
SCRYY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SCRYY Sortino Ratio Rank: 5858
Sortino Ratio Rank
SCRYY Omega Ratio Rank: 5555
Omega Ratio Rank
SCRYY Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCRYY Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SCOR PK (SCRYY) and compare them to a chosen benchmark (S&P 500 Index).


SCRYYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.90

-0.33

Sortino ratio

Return per unit of downside risk

1.12

1.39

-0.26

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

1.46

1.40

+0.06

Martin ratio

Return relative to average drawdown

3.23

6.61

-3.38

Explore SCRYY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SCOR PK provided a 5.61% dividend yield over the last twelve months, with an annual payout of $0.19 per share. The company has been increasing its dividends for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.19$0.19$0.19$0.15$0.20$0.22$0.00$0.20$0.20$0.37$0.17$0.15

Dividend yield

5.61%5.75%7.81%5.35%8.55%7.12%0.00%4.62%4.61%9.12%4.86%3.95%

Monthly Dividends

The table displays the monthly dividend distributions for SCOR PK. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2024$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2023$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2022$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.00$0.22

Dividend Yield & Payout


Dividend Yield

SCOR PK has a dividend yield of 5.61%, which means its dividend payment is significantly above the market average.

Payout Ratio

SCOR PK has a payout ratio of 37.99%, which is quite average when compared to the overall market. This suggests that SCOR PK strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SCOR PK. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SCOR PK was 67.49%, occurring on Sep 29, 2022. Recovery took 671 trading sessions.

The current SCOR PK drawdown is 6.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.49%Nov 12, 2018977Sep 29, 2022671Jun 4, 20251648
-55.23%Jul 16, 2007324Oct 27, 2008210Aug 27, 2009534
-34.12%Jul 5, 201221Aug 2, 2012250Aug 2, 2013271
-33.33%May 23, 201186Sep 22, 2011188Jun 21, 2012274
-31.69%Oct 13, 2009165Jun 9, 2010152Jan 13, 2011317

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of SCOR PK over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how SCOR PK is priced in the market compared to other companies in the Insurance - Reinsurance industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for SCRYY, comparing it with other companies in the Insurance - Reinsurance industry. Currently, SCRYY has a P/E ratio of 40.0. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for SCRYY compared to other companies in the Insurance - Reinsurance industry. SCRYY currently has a PEG ratio of 0.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SCRYY relative to other companies in the Insurance - Reinsurance industry. Currently, SCRYY has a P/S ratio of 2.2. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SCRYY in comparison with other companies in the Insurance - Reinsurance industry. Currently, SCRYY has a P/B value of 13.9. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items