PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%JulyAugustSeptemberOctoberNovemberDecember
10,952.88%
1,761.27%
SCCO
NEE

Key characteristics

Sharpe Ratio

SCCO:

0.42

NEE:

0.92

Sortino Ratio

SCCO:

0.87

NEE:

1.30

Omega Ratio

SCCO:

1.10

NEE:

1.17

Calmar Ratio

SCCO:

0.57

NEE:

0.61

Martin Ratio

SCCO:

1.14

NEE:

3.41

Ulcer Index

SCCO:

13.65%

NEE:

6.82%

Daily Std Dev

SCCO:

37.29%

NEE:

25.33%

Max Drawdown

SCCO:

-78.57%

NEE:

-47.81%

Current Drawdown

SCCO:

-26.30%

NEE:

-17.04%

Fundamentals

Market Cap

SCCO:

$76.46B

NEE:

$148.62B

EPS

SCCO:

$3.83

NEE:

$3.37

PE Ratio

SCCO:

25.26

NEE:

21.45

PEG Ratio

SCCO:

1.20

NEE:

2.94

Total Revenue (TTM)

SCCO:

$10.94B

NEE:

$26.29B

Gross Profit (TTM)

SCCO:

$5.25B

NEE:

$14.94B

EBITDA (TTM)

SCCO:

$6.01B

NEE:

$15.46B

Returns By Period

In the year-to-date period, SCCO achieves a 11.80% return, which is significantly lower than NEE's 21.43% return. Over the past 10 years, SCCO has outperformed NEE with an annualized return of 17.00%, while NEE has yielded a comparatively lower 13.31% annualized return.


SCCO

YTD

11.80%

1M

-9.70%

6M

-12.70%

1Y

11.91%

5Y*

22.69%

10Y*

17.00%

NEE

YTD

21.43%

1M

-6.15%

6M

-0.26%

1Y

23.75%

5Y*

5.86%

10Y*

13.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 0.42, compared to the broader market-4.00-2.000.002.000.420.92
The chart of Sortino ratio for SCCO, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.871.30
The chart of Omega ratio for SCCO, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.17
The chart of Calmar ratio for SCCO, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.61
The chart of Martin ratio for SCCO, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.143.41
SCCO
NEE

The current SCCO Sharpe Ratio is 0.42, which is lower than the NEE Sharpe Ratio of 0.92. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.42
0.92
SCCO
NEE

Dividends

SCCO vs. NEE - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.24%, less than NEE's 2.87% yield.


TTM20232022202120202019201820172016201520142013
SCCO
Southern Copper Corporation
2.24%4.68%5.83%5.19%2.31%4.83%4.57%1.25%0.57%1.31%1.64%2.37%
NEE
NextEra Energy, Inc.
2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

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%JulyAugustSeptemberOctoberNovemberDecember
-26.30%
-17.04%
SCCO
NEE

Volatility

SCCO vs. NEE - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.89% compared to NextEra Energy, Inc. (NEE) at 5.59%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
9.89%
5.59%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab