PXI vs. SXC

In the year-to-date period, PXI achieves a -8.02% return, which is significantly higher than SXC's -19.32% return. Over the past 10 years, PXI has outperformed SXC with an annualized return of 0.11%, while SXC has yielded a comparatively lower -3.88% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Energy Momentum ETF (PXI) and SunCoke Energy, Inc. (SXC). 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.

The current PXI Sharpe Ratio is -0.49, which is lower than the SXC Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of PXI and SXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PXI's dividend yield for the trailing twelve months is around 1.85%, less than SXC's 5.39% yield.

The maximum PXI drawdown since its inception was -85.08%, smaller than the maximum SXC drawdown of -90.41%. Use the drawdown chart below to compare losses from any high point for PXI and SXC. For additional features, visit the drawdowns tool.

Invesco DWA Energy Momentum ETF (PXI) and SunCoke Energy, Inc. (SXC) have volatilities of 10.48% and 10.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.