SCCO vs. CSX
Compare and contrast key facts about Southern Copper Corporation (SCCO) and CSX Corporation (CSX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCCO or CSX.
Key characteristics
| SCCO | CSX | |
|---|---|---|
| YTD Return | 21.40% | 6.31% |
| 1Y Return | 41.02% | 18.89% |
| 3Y Return (Ann) | 23.44% | 2.52% |
| 5Y Return (Ann) | 27.67% | 10.30% |
| 10Y Return (Ann) | 16.84% | 13.31% |
| Sharpe Ratio | 1.27 | 1.01 |
| Sortino Ratio | 1.94 | 1.52 |
| Omega Ratio | 1.23 | 1.20 |
| Calmar Ratio | 1.85 | 1.31 |
| Martin Ratio | 4.10 | 2.39 |
| Ulcer Index | 11.93% | 8.97% |
| Daily Std Dev | 38.54% | 21.15% |
| Max Drawdown | -78.57% | -69.19% |
| Current Drawdown | -19.98% | -4.27% |
Fundamentals
| SCCO | CSX | |
|---|---|---|
| Market Cap | $81.18B | $69.67B |
| EPS | $3.83 | $1.88 |
| PE Ratio | 26.81 | 19.22 |
| PEG Ratio | 1.20 | 2.27 |
| Total Revenue (TTM) | $2.30B | $14.68B |
| Gross Profit (TTM) | -$4.81B | $5.45B |
| EBITDA (TTM) | $8.52B | $7.18B |
Correlation
The correlation between SCCO and CSX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SCCO vs. CSX - Performance Comparison
In the year-to-date period, SCCO achieves a 21.40% return, which is significantly higher than CSX's 6.31% return. Over the past 10 years, SCCO has outperformed CSX with an annualized return of 16.84%, while CSX has yielded a comparatively lower 13.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCCO vs. CSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and CSX Corporation (CSX). 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.
Dividends
SCCO vs. CSX - Dividend Comparison
SCCO's dividend yield for the trailing twelve months is around 2.07%, more than CSX's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 2.07% | 4.67% | 5.82% | 5.20% | 2.32% | 4.83% | 4.57% | 1.25% | 0.56% | 1.31% | 1.64% | 2.38% |
CSX CSX Corporation | 1.29% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
Drawdowns
SCCO vs. CSX - Drawdown Comparison
The maximum SCCO drawdown since its inception was -78.57%, which is greater than CSX's maximum drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for SCCO and CSX. For additional features, visit the drawdowns tool.
Volatility
SCCO vs. CSX - Volatility Comparison
The current volatility for Southern Copper Corporation (SCCO) is 9.65%, while CSX Corporation (CSX) has a volatility of 12.63%. This indicates that SCCO experiences smaller price fluctuations and is considered to be less risky than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SCCO vs. CSX - Financials Comparison
This section allows you to compare key financial metrics between Southern Copper Corporation and CSX 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.
Total Revenue: Total amount of money received from sales and other business activities