SCCO vs. ISVL
SCCO (Southern Copper Corporation) is a stock, while ISVL (iShares International Developed Small Cap Value Factor ETF) is Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, SCCO returned 29.82%/yr vs 10.55%/yr for ISVL. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
SCCO vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, SCCO achieves a 36.04% return, which is significantly higher than ISVL's 10.51% return.
SCCO
- 1D
- 4.19%
- 1M
- -1.09%
- YTD
- 36.04%
- 6M
- 37.05%
- 1Y
- 110.19%
- 3Y*
- 44.36%
- 5Y*
- 29.82%
- 10Y*
- 27.50%
ISVL
- 1D
- 0.50%
- 1M
- 1.31%
- YTD
- 10.51%
- 6M
- 13.02%
- 1Y
- 28.56%
- 3Y*
- 21.36%
- 5Y*
- 10.55%
- 10Y*
- —
SCCO vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 36.04% | 66.62% | 9.45% | 50.12% | 4.25% | -4.91% |
ISVL iShares International Developed Small Cap Value Factor ETF | 10.51% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
Correlation
The correlation between SCCO and ISVL is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.60 |
The correlation between SCCO and ISVL has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
SCCO vs. ISVL — Risk / Return Rank
SCCO
ISVL
SCCO vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCCO | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 2.30 | +1.37 |
| Martin ratioReturn relative to average drawdown | 10.44 | 8.97 | +1.47 |
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Drawdowns
SCCO vs. ISVL - Drawdown Comparison
The maximum SCCO drawdown since its inception was -78.60%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for SCCO and ISVL.
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Drawdown Indicators
| SCCO | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -30.48% | -48.12% |
Max Drawdown (1Y)Largest decline over 1 year | -30.22% | -12.48% | -17.74% |
Max Drawdown (3Y)Largest decline over 3 years | -39.69% | -12.93% | -26.76% |
Max Drawdown (5Y)Largest decline over 5 years | -43.07% | -30.48% | -12.59% |
Max Drawdown (10Y)Largest decline over 10 years | -54.83% | — | — |
Current DrawdownCurrent decline from peak | -11.95% | -0.30% | -11.65% |
Average DrawdownAverage peak-to-trough decline | -22.04% | -6.63% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 3.20% | +7.39% |
Volatility
SCCO vs. ISVL - Volatility Comparison
Southern Copper Corporation (SCCO) has a higher volatility of 20.20% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 4.96%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCO | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.20% | 4.96% | +15.24% |
Volatility (6M)Calculated over the trailing 6-month period | 41.65% | 12.44% | +29.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.66% | 14.80% | +34.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.97% | 16.95% | +23.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.55% | 16.79% | +20.76% |
Dividends
SCCO vs. ISVL - Dividend Comparison
SCCO's dividend yield for the trailing twelve months is around 1.93%, less than ISVL's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 2.43% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCCO Southern Copper Corporation | 1.93% | 2.13% | 2.29% | 4.65% | 5.80% | 5.19% | 2.30% | 4.81% | 4.55% | 1.24% | 0.56% | 1.30% |
Frequently Asked Questions
SCCO and ISVL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCO has higher volatility (20.20%) compared to ISVL (4.96%). In terms of maximum drawdown, SCCO dropped -78.60% vs ISVL's -30.48%.
SCCO currently has the higher Sharpe Ratio (2.23 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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