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CCRN vs. SD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CCRN vs. SD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cross Country Healthcare, Inc. (CCRN) and SandRidge Energy, Inc. (SD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCRN achieves a 62.59% return, which is significantly higher than SD's -1.00% return.


CCRN

1D
0.00%
1M
0.92%
YTD
62.59%
6M
65.45%
1Y
-6.13%
3Y*
-20.79%
5Y*
-5.69%
10Y*
-0.27%

SD

1D
-0.93%
1M
-9.22%
YTD
-1.00%
6M
-0.24%
1Y
22.29%
3Y*
9.04%
5Y*
25.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRN vs. SD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCRN
Cross Country Healthcare, Inc.
62.59%-55.40%-19.79%-14.79%-4.29%212.97%-23.67%58.53%-42.55%-18.26%
SD
SandRidge Energy, Inc.
-1.00%28.18%-0.35%-8.19%62.81%237.42%-26.89%-44.28%-63.88%-10.53%

Correlation

The correlation between CCRN and SD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.19

Fundamentals

Market Cap

CCRN:

$414.46M

SD:

$513.82M

EPS

CCRN:

-$3.06

SD:

$2.06

PS Ratio

CCRN:

0.56

SD:

3.13

PB Ratio

CCRN:

1.32

SD:

0.98

Total Revenue (TTM)

CCRN:

$760.89M

SD:

$163.53M

Gross Profit (TTM)

CCRN:

$138.12M

SD:

$48.88M

EBITDA (TTM)

CCRN:

$9.42M

SD:

$91.86M

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Return for Risk

CCRN vs. SD — Risk / Return Rank

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

CCRN
CCRN Risk / Return Rank: 3838
Overall Rank
CCRN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CCRN Sortino Ratio Rank: 3737
Sortino Ratio Rank
CCRN Omega Ratio Rank: 3838
Omega Ratio Rank
CCRN Calmar Ratio Rank: 3838
Calmar Ratio Rank
CCRN Martin Ratio Rank: 3838
Martin Ratio Rank

SD
SD Risk / Return Rank: 6060
Overall Rank
SD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SD Sortino Ratio Rank: 5656
Sortino Ratio Rank
SD Omega Ratio Rank: 5454
Omega Ratio Rank
SD Calmar Ratio Rank: 6464
Calmar Ratio Rank
SD Martin Ratio Rank: 6565
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.

CCRN vs. SD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cross Country Healthcare, Inc. (CCRN) and SandRidge Energy, Inc. (SD). 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.


CCRNSDDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.13

1.07

-1.20

Martin ratioReturn relative to average drawdown

-0.24

2.52

-2.77

CCRN vs. SD - Sharpe Ratio Comparison

The current CCRN Sharpe Ratio is -0.11, which is lower than the SD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CCRN and SD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CCRN vs. SD - Drawdown Comparison

The maximum CCRN drawdown since its inception was -90.04%, smaller than the maximum SD drawdown of -97.03%. Use the drawdown chart below to compare losses from any high point for CCRN and SD.


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Drawdown Indicators


CCRNSDDifference

Max Drawdown

Largest peak-to-trough decline

-90.04%

-97.03%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-47.08%

-20.98%

-26.10%

Max Drawdown (3Y)

Largest decline over 3 years

-73.43%

-37.87%

-35.56%

Max Drawdown (5Y)

Largest decline over 5 years

-80.24%

-57.05%

-23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-80.24%

Current Drawdown

Current decline from peak

-66.11%

-30.28%

-35.83%

Average Drawdown

Average peak-to-trough decline

-64.46%

-50.83%

-13.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.26%

9.32%

+15.94%

Volatility

CCRN vs. SD - Volatility Comparison

The current volatility for Cross Country Healthcare, Inc. (CCRN) is 0.84%, while SandRidge Energy, Inc. (SD) has a volatility of 12.45%. This indicates that CCRN experiences smaller price fluctuations and is considered to be less risky than SD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRNSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

12.45%

-11.61%

Volatility (6M)

Calculated over the trailing 6-month period

33.60%

27.15%

+6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

55.58%

36.96%

+18.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

48.29%

+11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.88%

66.34%

-9.46%

Dividends

CCRN vs. SD - Dividend Comparison

CCRN has not paid dividends to shareholders, while SD's dividend yield for the trailing twelve months is around 4.97%.


PositionTTM202520242023
CCRN
Cross Country Healthcare, Inc.
0.00%0.00%0.00%0.00%
SD
SandRidge Energy, Inc.
4.97%3.19%17.51%16.09%

Financials

CCRN vs. SD - Financials Comparison

This section allows you to compare key financial metrics between Cross Country Healthcare, Inc. and SandRidge Energy, Inc.. 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


0.00200.00M400.00M600.00M800.00M202220232024202520260
49.78M
(CCRN) Total Revenue
(SD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CCRN and SD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SD has higher volatility (12.45%) compared to CCRN (0.84%). In terms of maximum drawdown, CCRN dropped -90.04% vs SD's -97.03%.

SD currently has the higher Sharpe Ratio (0.61 vs -0.11), 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.

Portfolio Optimizer

Find the right allocation for CCRN and SD

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