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MUX vs. CCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MUX vs. CCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McEwen Mining Inc. (MUX) and Clear Channel Outdoor Holdings, Inc. (CCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUX achieves a 3.03% return, which is significantly lower than CCO's 9.05% return. Over the past 10 years, MUX has outperformed CCO with an annualized return of -6.07%, while CCO has yielded a comparatively lower -6.90% annualized return.


MUX

1D
-1.60%
1M
-9.79%
YTD
3.03%
6M
-2.95%
1Y
110.72%
3Y*
39.33%
5Y*
5.78%
10Y*
-6.07%

CCO

1D
0.00%
1M
0.42%
YTD
9.05%
6M
11.57%
1Y
115.18%
3Y*
23.80%
5Y*
-2.89%
10Y*
-6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUX vs. CCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUX
McEwen Mining Inc.
3.03%137.92%7.91%23.04%-33.90%-10.00%-22.44%-30.01%-19.78%-21.37%
CCO
Clear Channel Outdoor Holdings, Inc.
9.05%61.31%-24.73%73.33%-68.28%100.61%-42.31%-44.89%14.80%10.53%

Correlation

The correlation between MUX and CCO 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

0.15

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2005

0.13

Fundamentals

EPS

MUX:

$1.26

CCO:

-$0.55

PS Ratio

MUX:

6.93

CCO:

0.55

Total Revenue (TTM)

MUX:

$161.86M

CCO:

$1.64B

Gross Profit (TTM)

MUX:

$53.23M

CCO:

$645.84M

EBITDA (TTM)

MUX:

$52.58M

CCO:

$258.11M

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Return for Risk

MUX vs. CCO — Risk / Return Rank

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

MUX
MUX Risk / Return Rank: 8080
Overall Rank
MUX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MUX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUX Omega Ratio Rank: 7878
Omega Ratio Rank
MUX Calmar Ratio Rank: 8282
Calmar Ratio Rank
MUX Martin Ratio Rank: 8080
Martin Ratio Rank

CCO
CCO Risk / Return Rank: 9393
Overall Rank
CCO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CCO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CCO Omega Ratio Rank: 9292
Omega Ratio Rank
CCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCO Martin Ratio Rank: 9696
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.

MUX vs. CCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McEwen Mining Inc. (MUX) and Clear Channel Outdoor Holdings, Inc. (CCO). 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.


MUXCCODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.28

1.46

-0.18

Calmar ratioReturn relative to maximum drawdown

2.75

6.30

-3.54

Martin ratioReturn relative to average drawdown

6.38

21.25

-14.87

MUX vs. CCO - Sharpe Ratio Comparison

The current MUX Sharpe Ratio is 1.63, which is lower than the CCO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of MUX and CCO, 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

MUX vs. CCO - Drawdown Comparison

The maximum MUX drawdown since its inception was -99.67%, which is greater than CCO's maximum drawdown of -94.19%. Use the drawdown chart below to compare losses from any high point for MUX and CCO.


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Drawdown Indicators


MUXCCODifference

Max Drawdown

Largest peak-to-trough decline

-99.67%

-94.19%

-5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-40.48%

-18.40%

-22.08%

Max Drawdown (3Y)

Largest decline over 3 years

-46.49%

-57.07%

+10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-80.47%

-78.80%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-93.89%

-93.12%

-0.77%

Current Drawdown

Current decline from peak

-93.66%

-67.44%

-26.22%

Average Drawdown

Average peak-to-trough decline

-86.48%

-53.99%

-32.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.43%

5.44%

+11.99%

Volatility

MUX vs. CCO - Volatility Comparison

McEwen Mining Inc. (MUX) has a higher volatility of 21.38% compared to Clear Channel Outdoor Holdings, Inc. (CCO) at 1.41%. This indicates that MUX's price experiences larger fluctuations and is considered to be riskier than CCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUXCCODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.38%

1.41%

+19.97%

Volatility (6M)

Calculated over the trailing 6-month period

51.06%

21.38%

+29.68%

Volatility (1Y)

Calculated over the trailing 1-year period

68.43%

47.89%

+20.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.42%

65.81%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.89%

69.67%

-5.78%

Dividends

MUX vs. CCO - Dividend Comparison

Neither MUX nor CCO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCO
Clear Channel Outdoor Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%19.94%41.51%0.00%
MUX
McEwen Mining Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.39%0.55%0.44%0.34%0.47%

Financials

MUX vs. CCO - Financials Comparison

This section allows you to compare key financial metrics between McEwen Mining Inc. and Clear Channel Outdoor Holdings, 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
373.86M
(MUX) Total Revenue
(CCO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MUX and CCO 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.

MUX has higher volatility (21.38%) compared to CCO (1.41%). In terms of maximum drawdown, MUX dropped -99.67% vs CCO's -94.19%.

CCO currently has the higher Sharpe Ratio (2.42 vs 1.63), 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 MUX and CCO

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