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

Performance

NG vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovaGold Resources Inc. (NG) 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, NG achieves a -18.88% return, which is significantly lower than SCCO's 36.12% return. Over the past 10 years, NG has underperformed SCCO with an annualized return of 1.68%, while SCCO has yielded a comparatively higher 27.52% annualized return.


NG

1D
-3.08%
1M
-2.20%
YTD
-18.88%
6M
-25.00%
1Y
82.61%
3Y*
18.18%
5Y*
-1.83%
10Y*
1.68%

SCCO

1D
-1.57%
1M
5.70%
YTD
36.12%
6M
32.69%
1Y
115.90%
3Y*
45.44%
5Y*
31.42%
10Y*
27.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NG vs. SCCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NG
NovaGold Resources Inc.
-18.88%179.88%-10.96%-37.46%-12.83%-29.06%7.92%126.84%0.51%-13.82%
SCCO
Southern Copper Corporation
36.12%66.62%9.45%50.12%4.25%-0.62%58.79%46.59%-33.11%50.79%

Correlation

The correlation between NG and SCCO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.44

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

0.45

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

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2003

0.34

The correlation between NG and SCCO shifts across timeframes, from 0.31 (10 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NG:

$3.14B

SCCO:

$156.05B

EPS

NG:

-$0.25

SCCO:

$6.04

Total Revenue (TTM)

NG:

$0.00

SCCO:

$14.55B

Gross Profit (TTM)

NG:

-$19.45K

SCCO:

$6.04B

EBITDA (TTM)

NG:

-$56.72M

SCCO:

$8.80B

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Return for Risk

NG vs. SCCO — Risk / Return Rank

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

NG
NG Risk / Return Rank: 7272
Overall Rank
NG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NG Sortino Ratio Rank: 7171
Sortino Ratio Rank
NG Omega Ratio Rank: 7272
Omega Ratio Rank
NG Calmar Ratio Rank: 7171
Calmar Ratio Rank
NG Martin Ratio Rank: 7070
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: 8585
Omega Ratio Rank
SCCO Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCCO Martin Ratio Rank: 8989
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.

NG vs. SCCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NovaGold Resources Inc. (NG) 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.


NGSCCODifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

1.59

3.86

-2.26

Martin ratioReturn relative to average drawdown

3.61

10.88

-7.27

NG vs. SCCO - Sharpe Ratio Comparison

The current NG Sharpe Ratio is 1.12, which is lower than the SCCO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of NG 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

NG vs. SCCO - Drawdown Comparison

The maximum NG drawdown since its inception was -97.85%, which is greater than SCCO's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for NG and SCCO.


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Drawdown Indicators


NGSCCODifference

Max Drawdown

Largest peak-to-trough decline

-97.85%

-78.60%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-30.22%

-21.89%

Max Drawdown (3Y)

Largest decline over 3 years

-52.30%

-39.69%

-12.61%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-43.07%

-30.26%

Max Drawdown (10Y)

Largest decline over 10 years

-81.22%

-54.83%

-26.39%

Current Drawdown

Current decline from peak

-55.75%

-11.90%

-43.85%

Average Drawdown

Average peak-to-trough decline

-58.02%

-22.03%

-35.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.98%

10.69%

+12.29%

Volatility

NG vs. SCCO - Volatility Comparison

NovaGold Resources Inc. (NG) has a higher volatility of 21.07% compared to Southern Copper Corporation (SCCO) at 18.62%. This indicates that NG's price experiences larger fluctuations and is considered to be riskier 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


NGSCCODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

18.62%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

61.86%

41.41%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

74.33%

49.73%

+24.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.81%

39.86%

+19.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.05%

37.55%

+18.50%

Dividends

NG vs. SCCO - Dividend Comparison

NG has not paid dividends to shareholders, while SCCO's dividend yield for the trailing twelve months is around 1.92%.


PositionTTM20252024202320222021202020192018201720162015
NG
NovaGold Resources Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
1.92%2.13%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%

Financials

NG vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between NovaGold Resources 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


0.001.00B2.00B3.00B4.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
4.25B
(NG) Total Revenue
(SCCO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NG and SCCO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NG has higher volatility (21.07%) compared to SCCO (18.62%). In terms of maximum drawdown, NG dropped -97.85% vs SCCO's -78.60%.

SCCO currently has the higher Sharpe Ratio (2.35 vs 1.12), 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 NG and SCCO

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