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DRD vs. SXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DRD and SXC is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DRD vs. SXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DRDGOLD Limited (DRD) and SunCoke Energy, Inc. (SXC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DRD:

1.50

SXC:

-0.42

Sortino Ratio

DRD:

1.95

SXC:

-0.46

Omega Ratio

DRD:

1.26

SXC:

0.94

Calmar Ratio

DRD:

0.91

SXC:

-0.32

Martin Ratio

DRD:

5.17

SXC:

-0.86

Ulcer Index

DRD:

14.88%

SXC:

21.76%

Daily Std Dev

DRD:

53.77%

SXC:

40.90%

Max Drawdown

DRD:

-98.54%

SXC:

-90.41%

Current Drawdown

DRD:

-68.93%

SXC:

-54.23%

Fundamentals

Market Cap

DRD:

$1.30B

SXC:

$717.84M

EPS

DRD:

$1.10

SXC:

$1.06

PE Ratio

DRD:

13.74

SXC:

7.79

PEG Ratio

DRD:

0.00

SXC:

-3.65

PS Ratio

DRD:

0.18

SXC:

0.38

PB Ratio

DRD:

3.05

SXC:

1.02

Total Revenue (TTM)

DRD:

$8.43B

SXC:

$1.88B

Gross Profit (TTM)

DRD:

$2.69B

SXC:

$290.80M

EBITDA (TTM)

DRD:

$3.14B

SXC:

$262.00M

Returns By Period

In the year-to-date period, DRD achieves a 75.96% return, which is significantly higher than SXC's -21.94% return. Over the past 10 years, DRD has outperformed SXC with an annualized return of 30.35%, while SXC has yielded a comparatively lower -3.88% annualized return.


DRD

YTD

75.96%

1M

0.74%

6M

55.90%

1Y

79.65%

3Y*

36.29%

5Y*

14.35%

10Y*

30.35%

SXC

YTD

-21.94%

1M

-8.92%

6M

-32.97%

1Y

-17.05%

3Y*

4.68%

5Y*

24.18%

10Y*

-3.88%

*Annualized

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DRDGOLD Limited

SunCoke Energy, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DRD vs. SXC — Risk-Adjusted Performance Rank

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

DRD
The Risk-Adjusted Performance Rank of DRD is 8585
Overall Rank
The Sharpe Ratio Rank of DRD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DRD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DRD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DRD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DRD is 8686
Martin Ratio Rank

SXC
The Risk-Adjusted Performance Rank of SXC is 2626
Overall Rank
The Sharpe Ratio Rank of SXC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SXC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SXC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SXC is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SXC is 3131
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.

DRD vs. SXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DRDGOLD Limited (DRD) and SunCoke Energy, Inc. (SXC). 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 current DRD Sharpe Ratio is 1.50, which is higher than the SXC Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of DRD and SXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DRD vs. SXC - Dividend Comparison

DRD's dividend yield for the trailing twelve months is around 1.84%, less than SXC's 5.90% yield.


TTM20242023202220212020201920182017201620152014
DRD
DRDGOLD Limited
1.84%2.54%5.75%5.01%6.53%4.47%2.65%2.07%1.20%7.60%4.50%1.17%
SXC
SunCoke Energy, Inc.
5.90%4.11%3.35%3.24%3.64%5.52%0.96%0.00%0.00%0.00%12.51%0.31%

Drawdowns

DRD vs. SXC - Drawdown Comparison

The maximum DRD drawdown since its inception was -98.54%, which is greater than SXC's maximum drawdown of -90.41%. Use the drawdown chart below to compare losses from any high point for DRD and SXC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DRD vs. SXC - Volatility Comparison

DRDGOLD Limited (DRD) has a higher volatility of 18.61% compared to SunCoke Energy, Inc. (SXC) at 7.50%. This indicates that DRD's price experiences larger fluctuations and is considered to be riskier than SXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DRD vs. SXC - Financials Comparison

This section allows you to compare key financial metrics between DRDGOLD Limited and SunCoke 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
1.90B
436.00M
(DRD) Total Revenue
(SXC) Total Revenue
Values in USD except per share items

DRD vs. SXC - Profitability Comparison

The chart below illustrates the profitability comparison between DRDGOLD Limited and SunCoke Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%20212022202320242025
34.5%
16.9%
(DRD) Gross Margin
(SXC) Gross Margin
DRD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DRDGOLD Limited reported a gross profit of 655.95M and revenue of 1.90B. Therefore, the gross margin over that period was 34.5%.

SXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SunCoke Energy, Inc. reported a gross profit of 73.70M and revenue of 436.00M. Therefore, the gross margin over that period was 16.9%.

DRD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DRDGOLD Limited reported an operating income of 606.30M and revenue of 1.90B, resulting in an operating margin of 31.9%.

SXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SunCoke Energy, Inc. reported an operating income of 30.20M and revenue of 436.00M, resulting in an operating margin of 6.9%.

DRD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DRDGOLD Limited reported a net income of 485.05M and revenue of 1.90B, resulting in a net margin of 25.5%.

SXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SunCoke Energy, Inc. reported a net income of 17.30M and revenue of 436.00M, resulting in a net margin of 4.0%.