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NUE vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NUE and SCCO is 0.48, 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

NUE vs. SCCO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-24.32%
-9.60%
NUE
SCCO

Key characteristics

Sharpe Ratio

NUE:

-0.77

SCCO:

0.56

Sortino Ratio

NUE:

-1.07

SCCO:

1.05

Omega Ratio

NUE:

0.87

SCCO:

1.12

Calmar Ratio

NUE:

-0.62

SCCO:

0.74

Martin Ratio

NUE:

-1.18

SCCO:

1.40

Ulcer Index

NUE:

22.08%

SCCO:

14.76%

Daily Std Dev

NUE:

33.62%

SCCO:

37.13%

Max Drawdown

NUE:

-68.34%

SCCO:

-78.57%

Current Drawdown

NUE:

-38.03%

SCCO:

-23.15%

Fundamentals

Market Cap

NUE:

$28.90B

SCCO:

$76.66B

EPS

NUE:

$10.39

SCCO:

$3.83

PE Ratio

NUE:

11.85

SCCO:

25.32

PEG Ratio

NUE:

0.75

SCCO:

1.20

Total Revenue (TTM)

NUE:

$23.66B

SCCO:

$8.65B

Gross Profit (TTM)

NUE:

$3.49B

SCCO:

$4.34B

EBITDA (TTM)

NUE:

$3.47B

SCCO:

$4.93B

Returns By Period

In the year-to-date period, NUE achieves a 5.46% return, which is significantly lower than SCCO's 6.43% return. Over the past 10 years, NUE has underperformed SCCO with an annualized return of 13.52%, while SCCO has yielded a comparatively higher 17.78% annualized return.


NUE

YTD

5.46%

1M

-0.40%

6M

-24.32%

1Y

-26.88%

5Y*

20.48%

10Y*

13.52%

SCCO

YTD

6.43%

1M

-0.41%

6M

-9.60%

1Y

25.94%

5Y*

22.85%

10Y*

17.78%

*Annualized

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Risk-Adjusted Performance

NUE vs. SCCO — Risk-Adjusted Performance Rank

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

NUE
The Risk-Adjusted Performance Rank of NUE is 1212
Overall Rank
The Sharpe Ratio Rank of NUE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NUE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of NUE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of NUE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NUE is 1818
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 6666
Overall Rank
The Sharpe Ratio Rank of SCCO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 6363
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.

NUE vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nucor Corporation (NUE) 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.


Sharpe ratio
The chart of Sharpe ratio for NUE, currently valued at -0.77, compared to the broader market-2.000.002.00-0.770.56
The chart of Sortino ratio for NUE, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.00-1.071.05
The chart of Omega ratio for NUE, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.12
The chart of Calmar ratio for NUE, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.620.74
The chart of Martin ratio for NUE, currently valued at -1.18, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.181.40
NUE
SCCO

The current NUE Sharpe Ratio is -0.77, which is lower than the SCCO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of NUE and SCCO, 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-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.77
0.56
NUE
SCCO

Dividends

NUE vs. SCCO - Dividend Comparison

NUE's dividend yield for the trailing twelve months is around 1.76%, less than SCCO's 2.15% yield.


TTM20242023202220212020201920182017201620152014
NUE
Nucor Corporation
1.76%1.86%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%
SCCO
Southern Copper Corporation
2.15%2.29%4.66%5.82%5.20%2.31%4.84%4.58%1.25%0.56%1.31%1.64%

Drawdowns

NUE vs. SCCO - Drawdown Comparison

The maximum NUE drawdown since its inception was -68.34%, smaller than the maximum SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for NUE and SCCO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-38.03%
-23.15%
NUE
SCCO

Volatility

NUE vs. SCCO - Volatility Comparison

Nucor Corporation (NUE) has a higher volatility of 9.88% compared to Southern Copper Corporation (SCCO) at 6.98%. This indicates that NUE'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.88%
6.98%
NUE
SCCO

Financials

NUE vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between Nucor Corporation 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


Values in USD except per share items
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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.

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