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

Correlation

The correlation between SCCO and CSX is 0.46, 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.


Performance

SCCO vs. CSX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SCCO:

-0.52

CSX:

-0.24

Sortino Ratio

SCCO:

-0.46

CSX:

-0.28

Omega Ratio

SCCO:

0.94

CSX:

0.97

Calmar Ratio

SCCO:

-0.49

CSX:

-0.27

Martin Ratio

SCCO:

-0.91

CSX:

-0.71

Ulcer Index

SCCO:

21.03%

CSX:

11.26%

Daily Std Dev

SCCO:

39.97%

CSX:

25.80%

Max Drawdown

SCCO:

-78.64%

CSX:

-69.19%

Current Drawdown

SCCO:

-24.53%

CSX:

-17.26%

Fundamentals

Market Cap

SCCO:

$75.10B

CSX:

$58.80B

EPS

SCCO:

$4.49

CSX:

$1.68

PE Ratio

SCCO:

20.80

CSX:

18.63

PEG Ratio

SCCO:

1.20

CSX:

2.10

PS Ratio

SCCO:

6.28

CSX:

4.12

PB Ratio

SCCO:

7.84

CSX:

4.79

Total Revenue (TTM)

SCCO:

$11.96B

CSX:

$14.28B

Gross Profit (TTM)

SCCO:

$6.05B

CSX:

$5.04B

EBITDA (TTM)

SCCO:

$6.88B

CSX:

$6.73B

Returns By Period

In the year-to-date period, SCCO achieves a 4.51% return, which is significantly higher than CSX's -2.61% return. Over the past 10 years, SCCO has outperformed CSX with an annualized return of 15.45%, while CSX has yielded a comparatively lower 11.90% annualized return.


SCCO

YTD

4.51%

1M

8.10%

6M

-5.02%

1Y

-20.62%

5Y*

29.29%

10Y*

15.45%

CSX

YTD

-2.61%

1M

12.19%

6M

-11.50%

1Y

-6.15%

5Y*

10.12%

10Y*

11.90%

*Annualized

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Risk-Adjusted Performance

SCCO vs. CSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCCO
The Risk-Adjusted Performance Rank of SCCO is 2323
Overall Rank
The Sharpe Ratio Rank of SCCO is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 2828
Martin Ratio Rank

CSX
The Risk-Adjusted Performance Rank of CSX is 3232
Overall Rank
The Sharpe Ratio Rank of CSX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CSX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CSX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CSX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CSX is 3434
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.

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.


The current SCCO Sharpe Ratio is -0.52, which is lower than the CSX Sharpe Ratio of -0.24. 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.


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Dividends

SCCO vs. CSX - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.87%, more than CSX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
SCCO
Southern Copper Corporation
2.87%2.27%4.60%5.76%5.13%2.28%4.76%4.50%1.23%0.56%1.29%1.61%
CSX
CSX Corporation
1.57%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%

Drawdowns

SCCO vs. CSX - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.64%, 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.


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Volatility

SCCO vs. CSX - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.67% compared to CSX Corporation (CSX) at 7.37%. 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B2.50B3.00B3.50B4.00B20212022202320242025
3.12B
3.42B
(SCCO) Total Revenue
(CSX) Total Revenue
Values in USD except per share items

SCCO vs. CSX - Profitability Comparison

The chart below illustrates the profitability comparison between Southern Copper Corporation and CSX Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%60.0%20212022202320242025
50.2%
30.4%
(SCCO) Gross Margin
(CSX) Gross Margin
SCCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Southern Copper Corporation reported a gross profit of 1.57B and revenue of 3.12B. Therefore, the gross margin over that period was 50.2%.

CSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CSX Corporation reported a gross profit of 1.04B and revenue of 3.42B. Therefore, the gross margin over that period was 30.4%.

SCCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Southern Copper Corporation reported an operating income of 1.54B and revenue of 3.12B, resulting in an operating margin of 49.2%.

CSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CSX Corporation reported an operating income of 1.04B and revenue of 3.42B, resulting in an operating margin of 30.4%.

SCCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Southern Copper Corporation reported a net income of 945.90M and revenue of 3.12B, resulting in a net margin of 30.3%.

CSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CSX Corporation reported a net income of 646.00M and revenue of 3.42B, resulting in a net margin of 18.9%.