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BHP vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BHP and SCCO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BHP vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BHP Group (BHP) and Southern Copper Corporation (SCCO). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
1,814.84%
16,085.41%
BHP
SCCO

Key characteristics

Sharpe Ratio

BHP:

-0.47

SCCO:

-0.26

Sortino Ratio

BHP:

-0.50

SCCO:

-0.11

Omega Ratio

BHP:

0.94

SCCO:

0.99

Calmar Ratio

BHP:

-0.37

SCCO:

-0.27

Martin Ratio

BHP:

-0.92

SCCO:

-0.53

Ulcer Index

BHP:

15.02%

SCCO:

20.13%

Daily Std Dev

BHP:

29.30%

SCCO:

40.54%

Max Drawdown

BHP:

-75.95%

SCCO:

-78.60%

Current Drawdown

BHP:

-24.74%

SCCO:

-24.20%

Fundamentals

Market Cap

BHP:

$122.92B

SCCO:

$76.30B

EPS

BHP:

$4.38

SCCO:

$4.30

PE Ratio

BHP:

11.01

SCCO:

21.93

PEG Ratio

BHP:

0.00

SCCO:

1.20

PS Ratio

BHP:

2.28

SCCO:

6.67

PB Ratio

BHP:

2.69

SCCO:

8.18

Total Revenue (TTM)

BHP:

$53.75B

SCCO:

$11.96B

Gross Profit (TTM)

BHP:

$31.03B

SCCO:

$7.60B

EBITDA (TTM)

BHP:

$25.71B

SCCO:

$6.69B

Returns By Period

In the year-to-date period, BHP achieves a 0.72% return, which is significantly lower than SCCO's 4.97% return. Over the past 10 years, BHP has underperformed SCCO with an annualized return of 7.57%, while SCCO has yielded a comparatively higher 15.46% annualized return.


BHP

YTD

0.72%

1M

-2.86%

6M

-12.86%

1Y

-10.38%

5Y*

14.24%

10Y*

7.57%

SCCO

YTD

4.97%

1M

-2.64%

6M

-16.09%

1Y

-16.22%

5Y*

29.72%

10Y*

15.46%

*Annualized

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Risk-Adjusted Performance

BHP vs. SCCO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BHP
The Risk-Adjusted Performance Rank of BHP is 2727
Overall Rank
The Sharpe Ratio Rank of BHP is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BHP is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BHP is 2424
Omega Ratio Rank
The Calmar Ratio Rank of BHP is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BHP is 3030
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 3737
Overall Rank
The Sharpe Ratio Rank of SCCO is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BHP vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) and Southern Copper Corporation (SCCO). 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.


The chart of Sharpe ratio for BHP, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.003.00
BHP: -0.47
SCCO: -0.26
The chart of Sortino ratio for BHP, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
BHP: -0.50
SCCO: -0.11
The chart of Omega ratio for BHP, currently valued at 0.94, compared to the broader market0.501.001.502.00
BHP: 0.94
SCCO: 0.99
The chart of Calmar ratio for BHP, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
BHP: -0.37
SCCO: -0.27
The chart of Martin ratio for BHP, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.00
BHP: -0.92
SCCO: -0.53

The current BHP Sharpe Ratio is -0.47, which is lower than the SCCO Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of BHP and SCCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.47
-0.26
BHP
SCCO

Dividends

BHP vs. SCCO - Dividend Comparison

BHP's dividend yield for the trailing twelve months is around 5.14%, more than SCCO's 2.11% yield.


TTM20242023202220212020201920182017201620152014
BHP
BHP Group
5.14%5.98%4.98%9.95%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%
SCCO
Southern Copper Corporation
2.11%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%1.63%

Drawdowns

BHP vs. SCCO - Drawdown Comparison

The maximum BHP drawdown since its inception was -75.95%, roughly equal to the maximum SCCO drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for BHP and SCCO. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-24.74%
-24.20%
BHP
SCCO

Volatility

BHP vs. SCCO - Volatility Comparison

The current volatility for BHP Group (BHP) is 17.16%, while Southern Copper Corporation (SCCO) has a volatility of 20.51%. This indicates that BHP experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.16%
20.51%
BHP
SCCO

Financials

BHP vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between BHP Group and Southern Copper Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items