SCCO vs. CSX

In the year-to-date period, SCCO achieves a -12.72% return, which is significantly higher than CSX's -15.34% return. Over the past 10 years, SCCO has outperformed CSX with an annualized return of 14.60%, while CSX has yielded a comparatively lower 10.96% annualized return.

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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.

The current SCCO Sharpe Ratio is -0.71, which is higher than the CSX Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SCCO and CSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCCO's dividend yield for the trailing twelve months is around 2.53%, more than CSX's 1.80% yield.

The maximum SCCO drawdown since its inception was -78.60%, 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.

Southern Copper Corporation (SCCO) has a higher volatility of 15.50% compared to CSX Corporation (CSX) at 9.36%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than CSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.