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

Key characteristics


SCCOFCX
YTD Return21.40%2.57%
1Y Return41.02%24.15%
3Y Return (Ann)23.44%3.02%
5Y Return (Ann)27.67%32.59%
10Y Return (Ann)16.84%5.47%
Sharpe Ratio1.270.84
Sortino Ratio1.941.39
Omega Ratio1.231.16
Calmar Ratio1.851.01
Martin Ratio4.102.59
Ulcer Index11.93%11.83%
Daily Std Dev38.54%36.56%
Max Drawdown-78.57%-92.46%
Current Drawdown-19.98%-20.93%

Fundamentals


SCCOFCX
Market Cap$81.18B$64.52B
EPS$3.83$1.34
PE Ratio26.8132.54
PEG Ratio1.200.20
Total Revenue (TTM)$2.30B$25.42B
Gross Profit (TTM)-$4.81B$7.88B
EBITDA (TTM)$8.52B$9.53B

Correlation

-0.50.00.51.00.6

The correlation between SCCO and FCX is 0.61, 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. FCX - Performance Comparison

In the year-to-date period, SCCO achieves a 21.40% return, which is significantly higher than FCX's 2.57% return. Over the past 10 years, SCCO has outperformed FCX with an annualized return of 16.84%, while FCX has yielded a comparatively lower 5.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-15.83%
-19.09%
SCCO
FCX

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Risk-Adjusted Performance

SCCO vs. FCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and Freeport-McMoRan Inc. (FCX). 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.


SCCO
Sharpe ratio
The chart of Sharpe ratio for SCCO, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.27
Sortino ratio
The chart of Sortino ratio for SCCO, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for SCCO, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for SCCO, currently valued at 1.85, compared to the broader market0.002.004.006.001.85
Martin ratio
The chart of Martin ratio for SCCO, currently valued at 4.10, compared to the broader market0.0010.0020.0030.004.10
FCX
Sharpe ratio
The chart of Sharpe ratio for FCX, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.84
Sortino ratio
The chart of Sortino ratio for FCX, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for FCX, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for FCX, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for FCX, currently valued at 2.59, compared to the broader market0.0010.0020.0030.002.59

SCCO vs. FCX - Sharpe Ratio Comparison

The current SCCO Sharpe Ratio is 1.27, which is higher than the FCX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SCCO and FCX, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.27
0.84
SCCO
FCX

Dividends

SCCO vs. FCX - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.07%, more than FCX's 1.39% yield.


TTM20232022202120202019201820172016201520142013
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%
FCX
Freeport-McMoRan Inc.
1.39%1.41%1.58%0.54%0.19%1.52%1.45%0.00%0.00%8.48%5.36%6.80%

Drawdowns

SCCO vs. FCX - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.57%, smaller than the maximum FCX drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for SCCO and FCX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.98%
-20.93%
SCCO
FCX

Volatility

SCCO vs. FCX - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.65% compared to Freeport-McMoRan Inc. (FCX) at 8.84%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than FCX 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%JuneJulyAugustSeptemberOctoberNovember
9.65%
8.84%
SCCO
FCX

Financials

SCCO vs. FCX - Financials Comparison

This section allows you to compare key financial metrics between Southern Copper Corporation and Freeport-McMoRan Inc.. 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