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

Correlation

The correlation between SCCO and NEE is 0.20, 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.


-0.50.00.51.00.2

Performance

SCCO vs. NEE - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%AugustSeptemberOctoberNovemberDecember2025
11,560.13%
1,737.64%
SCCO
NEE

Key characteristics

Sharpe Ratio

SCCO:

0.80

NEE:

0.98

Sortino Ratio

SCCO:

1.35

NEE:

1.37

Omega Ratio

SCCO:

1.16

NEE:

1.18

Calmar Ratio

SCCO:

1.06

NEE:

0.66

Martin Ratio

SCCO:

1.97

NEE:

3.39

Ulcer Index

SCCO:

14.89%

NEE:

7.37%

Daily Std Dev

SCCO:

36.85%

NEE:

25.61%

Max Drawdown

SCCO:

-78.57%

NEE:

-47.81%

Current Drawdown

SCCO:

-22.25%

NEE:

-18.09%

Fundamentals

Market Cap

SCCO:

$77.56B

NEE:

$146.77B

EPS

SCCO:

$3.83

NEE:

$3.34

PE Ratio

SCCO:

25.62

NEE:

21.19

PEG Ratio

SCCO:

1.20

NEE:

2.88

Total Revenue (TTM)

SCCO:

$8.65B

NEE:

$19.41B

Gross Profit (TTM)

SCCO:

$4.34B

NEE:

$10.53B

EBITDA (TTM)

SCCO:

$4.93B

NEE:

$11.85B

Returns By Period

In the year-to-date period, SCCO achieves a 7.67% return, which is significantly higher than NEE's -1.30% return. Over the past 10 years, SCCO has outperformed NEE with an annualized return of 17.93%, while NEE has yielded a comparatively lower 12.89% annualized return.


SCCO

YTD

7.67%

1M

5.55%

6M

-3.65%

1Y

28.81%

5Y*

23.09%

10Y*

17.93%

NEE

YTD

-1.30%

1M

0.34%

6M

-0.42%

1Y

26.31%

5Y*

4.68%

10Y*

12.89%

*Annualized

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Risk-Adjusted Performance

SCCO vs. NEE — 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 7070
Overall Rank
The Sharpe Ratio Rank of SCCO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 6666
Martin Ratio Rank

NEE
The Risk-Adjusted Performance Rank of NEE is 7272
Overall Rank
The Sharpe Ratio Rank of NEE is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 7575
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. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and NextEra Energy, Inc. (NEE). 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.


Sharpe ratio
The chart of Sharpe ratio for SCCO, currently valued at 0.80, compared to the broader market-2.000.002.004.000.800.98
The chart of Sortino ratio for SCCO, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.351.37
The chart of Omega ratio for SCCO, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.18
The chart of Calmar ratio for SCCO, currently valued at 1.06, compared to the broader market0.002.004.006.001.060.66
The chart of Martin ratio for SCCO, currently valued at 1.97, compared to the broader market-10.000.0010.0020.001.973.39
SCCO
NEE

The current SCCO Sharpe Ratio is 0.80, which is comparable to the NEE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SCCO and NEE, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.80
0.98
SCCO
NEE

Dividends

SCCO vs. NEE - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.12%, less than NEE's 2.91% yield.


TTM20242023202220212020201920182017201620152014
SCCO
Southern Copper Corporation
2.12%2.28%4.66%5.83%5.21%2.31%4.83%4.57%1.25%0.57%1.31%1.64%
NEE
NextEra Energy, Inc.
2.91%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

SCCO vs. NEE - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.57%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for SCCO and NEE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.25%
-18.09%
SCCO
NEE

Volatility

SCCO vs. NEE - Volatility Comparison

The current volatility for Southern Copper Corporation (SCCO) is 6.38%, while NextEra Energy, Inc. (NEE) has a volatility of 7.82%. This indicates that SCCO experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.38%
7.82%
SCCO
NEE

Financials

SCCO vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Southern Copper Corporation and NextEra Energy, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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