PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CEIX vs. HCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CEIX and HCC is 0.53, 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.


-0.50.00.51.00.5

Performance

CEIX vs. HCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CONSOL Energy Inc. (CEIX) and Warrior Met Coal, Inc. (HCC). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%AugustSeptemberOctoberNovemberDecember2025
372.87%
341.62%
CEIX
HCC

Key characteristics

Sharpe Ratio

CEIX:

0.16

HCC:

-0.22

Sortino Ratio

CEIX:

0.52

HCC:

0.00

Omega Ratio

CEIX:

1.06

HCC:

1.00

Calmar Ratio

CEIX:

0.20

HCC:

-0.31

Martin Ratio

CEIX:

0.54

HCC:

-0.65

Ulcer Index

CEIX:

12.28%

HCC:

15.59%

Daily Std Dev

CEIX:

40.13%

HCC:

46.63%

Max Drawdown

CEIX:

-92.21%

HCC:

-64.81%

Current Drawdown

CEIX:

-23.57%

HCC:

-25.03%

Fundamentals

Market Cap

CEIX:

$2.93B

HCC:

$2.93B

EPS

CEIX:

$13.54

HCC:

$7.49

PE Ratio

CEIX:

7.36

HCC:

7.48

Total Revenue (TTM)

CEIX:

$1.59B

HCC:

$1.23B

Gross Profit (TTM)

CEIX:

$684.81M

HCC:

$304.96M

EBITDA (TTM)

CEIX:

$463.15M

HCC:

$393.34M

Returns By Period

In the year-to-date period, CEIX achieves a -4.47% return, which is significantly lower than HCC's 3.36% return.


CEIX

YTD

-4.47%

1M

-5.89%

6M

2.23%

1Y

1.44%

5Y*

58.43%

10Y*

N/A

HCC

YTD

3.36%

1M

0.36%

6M

-17.82%

1Y

-18.76%

5Y*

22.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CEIX vs. HCC — Risk-Adjusted Performance Rank

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

CEIX
The Risk-Adjusted Performance Rank of CEIX is 5050
Overall Rank
The Sharpe Ratio Rank of CEIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of CEIX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of CEIX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CEIX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CEIX is 5252
Martin Ratio Rank

HCC
The Risk-Adjusted Performance Rank of HCC is 3131
Overall Rank
The Sharpe Ratio Rank of HCC is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of HCC is 3131
Sortino Ratio Rank
The Omega Ratio Rank of HCC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HCC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of HCC is 3232
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.

CEIX vs. HCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CONSOL Energy Inc. (CEIX) and Warrior Met Coal, Inc. (HCC). 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.


Sharpe ratio
The chart of Sharpe ratio for CEIX, currently valued at 0.20, compared to the broader market-2.000.002.004.000.20-0.22
The chart of Sortino ratio for CEIX, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.00
The chart of Omega ratio for CEIX, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.00
The chart of Calmar ratio for CEIX, currently valued at 0.24, compared to the broader market0.002.004.006.000.24-0.31
The chart of Martin ratio for CEIX, currently valued at 0.63, compared to the broader market-10.000.0010.0020.0030.000.63-0.65
CEIX
HCC

The current CEIX Sharpe Ratio is 0.16, which is higher than the HCC Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of CEIX and HCC, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.20
-0.22
CEIX
HCC

Dividends

CEIX vs. HCC - Dividend Comparison

CEIX's dividend yield for the trailing twelve months is around 0.49%, less than HCC's 1.46% yield.


TTM20242023202220212020201920182017
CEIX
CONSOL Energy Inc.
0.49%0.47%2.19%4.77%0.00%0.00%0.00%0.00%0.00%
HCC
Warrior Met Coal, Inc.
1.46%1.51%1.90%4.45%0.78%0.94%21.85%27.91%45.17%

Drawdowns

CEIX vs. HCC - Drawdown Comparison

The maximum CEIX drawdown since its inception was -92.21%, which is greater than HCC's maximum drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for CEIX and HCC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.57%
-25.03%
CEIX
HCC

Volatility

CEIX vs. HCC - Volatility Comparison

The current volatility for CONSOL Energy Inc. (CEIX) is 9.70%, while Warrior Met Coal, Inc. (HCC) has a volatility of 10.28%. This indicates that CEIX experiences smaller price fluctuations and is considered to be less risky than HCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.70%
10.28%
CEIX
HCC

Financials

CEIX vs. HCC - Financials Comparison

This section allows you to compare key financial metrics between CONSOL Energy Inc. and Warrior Met Coal, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab