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

Correlation

The correlation between SCCO and BHP is 0.56, 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.


-0.50.00.51.00.6

Performance

SCCO vs. BHP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.70%
-10.58%
SCCO
BHP

Key characteristics

Sharpe Ratio

SCCO:

0.42

BHP:

-0.85

Sortino Ratio

SCCO:

0.87

BHP:

-1.11

Omega Ratio

SCCO:

1.10

BHP:

0.87

Calmar Ratio

SCCO:

0.57

BHP:

-0.85

Martin Ratio

SCCO:

1.14

BHP:

-1.40

Ulcer Index

SCCO:

13.65%

BHP:

15.31%

Daily Std Dev

SCCO:

37.29%

BHP:

25.33%

Max Drawdown

SCCO:

-78.57%

BHP:

-75.95%

Current Drawdown

SCCO:

-26.30%

BHP:

-24.71%

Fundamentals

Market Cap

SCCO:

$76.46B

BHP:

$130.09B

EPS

SCCO:

$3.83

BHP:

$3.11

PE Ratio

SCCO:

25.26

BHP:

16.40

PEG Ratio

SCCO:

1.20

BHP:

0.00

Total Revenue (TTM)

SCCO:

$10.94B

BHP:

$55.53B

Gross Profit (TTM)

SCCO:

$5.25B

BHP:

$19.00B

EBITDA (TTM)

SCCO:

$6.01B

BHP:

$22.03B

Returns By Period

In the year-to-date period, SCCO achieves a 11.80% return, which is significantly higher than BHP's -24.07% return. Over the past 10 years, SCCO has outperformed BHP with an annualized return of 17.00%, while BHP has yielded a comparatively lower 8.06% annualized return.


SCCO

YTD

11.80%

1M

-9.70%

6M

-12.70%

1Y

11.91%

5Y*

22.69%

10Y*

17.00%

BHP

YTD

-24.07%

1M

-5.87%

6M

-10.58%

1Y

-23.48%

5Y*

6.19%

10Y*

8.06%

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Risk-Adjusted Performance

SCCO vs. BHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and BHP Group (BHP). 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 SCCO, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.42-0.85
The chart of Sortino ratio for SCCO, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87-1.11
The chart of Omega ratio for SCCO, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.87
The chart of Calmar ratio for SCCO, currently valued at 0.57, compared to the broader market0.002.004.006.000.57-0.85
The chart of Martin ratio for SCCO, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.14-1.40
SCCO
BHP

The current SCCO Sharpe Ratio is 0.42, which is higher than the BHP Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of SCCO and BHP, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.42
-0.85
SCCO
BHP

Dividends

SCCO vs. BHP - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.24%, less than BHP's 5.93% yield.


TTM20232022202120202019201820172016201520142013
SCCO
Southern Copper Corporation
2.24%4.68%5.83%5.19%2.31%4.83%4.57%1.25%0.57%1.31%1.64%2.37%
BHP
BHP Group
5.93%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%

Drawdowns

SCCO vs. BHP - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.57%, roughly equal to the maximum BHP drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for SCCO and BHP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-26.30%
-24.71%
SCCO
BHP

Volatility

SCCO vs. BHP - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.89% compared to BHP Group (BHP) at 7.46%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than BHP 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%JulyAugustSeptemberOctoberNovemberDecember
9.89%
7.46%
SCCO
BHP

Financials

SCCO vs. BHP - Financials Comparison

This section allows you to compare key financial metrics between Southern Copper Corporation and BHP Group. 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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