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HCA vs. SCCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HCA vs. SCCO - Performance Comparison

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

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Returns By Period

In the year-to-date period, HCA achieves a -16.35% return, which is significantly lower than SCCO's 38.49% return. Over the past 10 years, HCA has underperformed SCCO with an annualized return of 18.45%, while SCCO has yielded a comparatively higher 27.23% annualized return.


HCA

1D
0.72%
1M
-7.81%
YTD
-16.35%
6M
-18.12%
1Y
5.77%
3Y*
11.15%
5Y*
14.44%
10Y*
18.45%

SCCO

1D
1.81%
1M
9.30%
YTD
38.49%
6M
38.12%
1Y
116.65%
3Y*
44.16%
5Y*
32.01%
10Y*
27.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCA vs. SCCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCA
HCA Healthcare, Inc.
-16.35%56.71%11.75%13.83%-5.64%57.58%12.07%20.24%43.37%18.67%
SCCO
Southern Copper Corporation
38.49%66.62%9.45%50.12%4.25%-0.62%58.79%46.59%-33.11%50.79%

Correlation

The correlation between HCA and SCCO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.19

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2011

0.27

The correlation between HCA and SCCO shifts across timeframes, from 0.13 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

HCA:

$28.46

SCCO:

$6.04

PE Ratio

HCA:

13.70

SCCO:

32.01

PEG Ratio

HCA:

1.63

SCCO:

4.41

PS Ratio

HCA:

1.23

SCCO:

10.92

Total Revenue (TTM)

HCA:

$75.60B

SCCO:

$14.55B

Gross Profit (TTM)

HCA:

$31.37B

SCCO:

$6.04B

EBITDA (TTM)

HCA:

$15.60B

SCCO:

$8.80B

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Return for Risk

HCA vs. SCCO — Risk / Return Rank

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

HCA
HCA Risk / Return Rank: 4646
Overall Rank
HCA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HCA Sortino Ratio Rank: 4242
Sortino Ratio Rank
HCA Omega Ratio Rank: 4343
Omega Ratio Rank
HCA Calmar Ratio Rank: 4646
Calmar Ratio Rank
HCA Martin Ratio Rank: 4848
Martin Ratio Rank

SCCO
SCCO Risk / Return Rank: 8888
Overall Rank
SCCO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCCO Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCCO Omega Ratio Rank: 8686
Omega Ratio Rank
SCCO Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCCO Martin Ratio Rank: 9090
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.

HCA vs. SCCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) 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.

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.


HCASCCODifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.28

Calmar ratioReturn relative to maximum drawdown

0.17

3.88

-3.71

Martin ratioReturn relative to average drawdown

0.51

11.04

-10.52

HCA vs. SCCO - Sharpe Ratio Comparison

The current HCA Sharpe Ratio is 0.21, which is lower than the SCCO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of HCA and SCCO, 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

HCA vs. SCCO - Drawdown Comparison

The maximum HCA drawdown since its inception was -54.74%, smaller than the maximum SCCO drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for HCA and SCCO.


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Drawdown Indicators


HCASCCODifference

Max Drawdown

Largest peak-to-trough decline

-54.74%

-78.60%

+23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-33.62%

-30.22%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-33.62%

-39.69%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-39.49%

-43.07%

+3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-54.74%

-54.83%

+0.09%

Current Drawdown

Current decline from peak

-28.36%

-10.36%

-18.00%

Average Drawdown

Average peak-to-trough decline

-11.05%

-22.04%

+10.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

10.61%

+0.68%

Volatility

HCA vs. SCCO - Volatility Comparison

The current volatility for HCA Healthcare, Inc. (HCA) is 8.89%, while Southern Copper Corporation (SCCO) has a volatility of 20.20%. This indicates that HCA 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.


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Volatility by Period


HCASCCODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

20.20%

-11.31%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

41.61%

-20.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

49.75%

-22.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.90%

39.94%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.64%

37.55%

-4.91%

Dividends

HCA vs. SCCO - Dividend Comparison

HCA's dividend yield for the trailing twelve months is around 0.75%, less than SCCO's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
HCA
HCA Healthcare, Inc.
0.75%0.62%0.88%0.89%0.93%0.75%0.63%1.08%1.12%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
1.89%2.13%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%

Financials

HCA vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between HCA Healthcare, Inc. 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


5.00B10.00B15.00B20.00B20222023202420252026
19.51B
4.25B
(HCA) Total Revenue
(SCCO) Total Revenue
Values in USD except per share items

HCA vs. SCCO - Profitability Comparison

The chart below illustrates the profitability comparison between HCA Healthcare, Inc. and Southern Copper Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
41.9%
0
Portfolio components
HCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a gross profit of 8.18B and revenue of 19.51B. Therefore, the gross margin over that period was 41.9%.

SCCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported a gross profit of 0.00 and revenue of 4.25B. Therefore, the gross margin over that period was 0.0%.

HCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported an operating income of 3.18B and revenue of 19.51B, resulting in an operating margin of 16.3%.

SCCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported an operating income of 2.48B and revenue of 4.25B, resulting in an operating margin of 58.3%.

HCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a net income of 1.88B and revenue of 19.51B, resulting in a net margin of 9.6%.

SCCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Southern Copper Corporation reported a net income of 1.58B and revenue of 4.25B, resulting in a net margin of 37.1%.


Frequently Asked Questions


HCA and SCCO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCCO has higher volatility (20.20%) compared to HCA (8.89%). In terms of maximum drawdown, HCA dropped -54.74% vs SCCO's -78.60%.

SCCO currently has the higher Sharpe Ratio (2.36 vs 0.21), 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

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