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NUE vs. SCCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUE and SCCPX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

NUE vs. SCCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nucor Corporation (NUE) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-23.12%
-0.11%
NUE
SCCPX

Key characteristics

Sharpe Ratio

NUE:

-0.75

SCCPX:

0.05

Sortino Ratio

NUE:

-1.02

SCCPX:

0.14

Omega Ratio

NUE:

0.88

SCCPX:

1.02

Calmar Ratio

NUE:

-0.60

SCCPX:

0.02

Martin Ratio

NUE:

-1.13

SCCPX:

0.13

Ulcer Index

NUE:

22.34%

SCCPX:

3.97%

Daily Std Dev

NUE:

33.60%

SCCPX:

10.51%

Max Drawdown

NUE:

-68.34%

SCCPX:

-39.18%

Current Drawdown

NUE:

-37.30%

SCCPX:

-27.53%

Returns By Period

In the year-to-date period, NUE achieves a 6.70% return, which is significantly higher than SCCPX's -0.59% return. Over the past 10 years, NUE has outperformed SCCPX with an annualized return of 13.73%, while SCCPX has yielded a comparatively lower -0.84% annualized return.


NUE

YTD

6.70%

1M

6.07%

6M

-22.72%

1Y

-24.06%

5Y*

20.73%

10Y*

13.73%

SCCPX

YTD

-0.59%

1M

-1.61%

6M

-0.39%

1Y

0.95%

5Y*

-4.95%

10Y*

-0.84%

*Annualized

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Risk-Adjusted Performance

NUE vs. SCCPX — 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 1313
Overall Rank
The Sharpe Ratio Rank of NUE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of NUE is 1010
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

SCCPX
The Risk-Adjusted Performance Rank of SCCPX is 66
Overall Rank
The Sharpe Ratio Rank of SCCPX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCPX is 66
Sortino Ratio Rank
The Omega Ratio Rank of SCCPX is 66
Omega Ratio Rank
The Calmar Ratio Rank of SCCPX is 66
Calmar Ratio Rank
The Martin Ratio Rank of SCCPX is 66
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. SCCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nucor Corporation (NUE) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). 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 -0.75, compared to the broader market-2.000.002.004.00-0.750.05
The chart of Sortino ratio for NUE, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.020.14
The chart of Omega ratio for NUE, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.02
The chart of Calmar ratio for NUE, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.600.02
The chart of Martin ratio for NUE, currently valued at -1.13, compared to the broader market-10.000.0010.0020.0030.00-1.130.13
NUE
SCCPX

The current NUE Sharpe Ratio is -0.75, which is lower than the SCCPX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of NUE and SCCPX, 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
-0.75
0.05
NUE
SCCPX

Dividends

NUE vs. SCCPX - Dividend Comparison

NUE's dividend yield for the trailing twelve months is around 1.74%, less than SCCPX's 4.87% yield.


TTM20242023202220212020201920182017201620152014
NUE
Nucor Corporation
1.74%1.86%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.87%4.85%4.25%4.14%2.93%2.76%3.02%3.33%3.10%3.03%3.16%3.26%

Drawdowns

NUE vs. SCCPX - Drawdown Comparison

The maximum NUE drawdown since its inception was -68.34%, which is greater than SCCPX's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for NUE and SCCPX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-37.30%
-27.53%
NUE
SCCPX

Volatility

NUE vs. SCCPX - Volatility Comparison

Nucor Corporation (NUE) has a higher volatility of 8.68% compared to Sterling Capital Long Duration Corporate Bond Fund (SCCPX) at 3.06%. This indicates that NUE's price experiences larger fluctuations and is considered to be riskier than SCCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.68%
3.06%
NUE
SCCPX
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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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