SCCO vs. SCHD
SCCO (Southern Copper Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, SCCO returned 26.88%/yr vs 12.76%/yr for SCHD. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
SCCO vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, SCCO achieves a 30.96% return, which is significantly higher than SCHD's 24.03% return. Over the past 10 years, SCCO has outperformed SCHD with an annualized return of 26.88%, while SCHD has yielded a comparatively lower 12.76% annualized return.
SCCO
- 1D
- -1.24%
- 1M
- 6.22%
- 6M
- -1.28%
- YTD
- 30.96%
- 1Y
- 111.79%
- 3Y*
- 35.43%
- 5Y*
- 29.35%
- 10Y*
- 26.88%
- ALL TIME*
- 20.79%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $216.01M | $205.42M | $238.31M | |
| $786.88M | $715.86M | $685.58M |
SCCO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 30.96% | 66.62% | 9.45% | 50.12% | 4.25% | -0.62% | 58.79% | 46.59% | -33.11% | 50.79% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between SCCO and SCHD is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.48 |
Over the past year, the correlation between SCCO and SCHD has dropped to 0.19 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
SCCO vs. SCHD — Risk / Return Rank
SCCO
SCHD
SCCO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 6.74 | -3.20 |
| Martin ratioReturn relative to average drawdown | 8.99 | 17.01 | -8.02 |
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Drawdowns
SCCO vs. SCHD - Drawdown Comparison
The maximum SCCO drawdown since its inception was -78.60%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCCO and SCHD.
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Drawdown Indicators
| SCCO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -33.37% | -45.23% |
Max Drawdown (1Y)Largest decline over 1 year | -30.22% | -4.61% | -25.61% |
Max Drawdown (3Y)Largest decline over 3 years | -39.69% | -16.13% | -23.56% |
Max Drawdown (5Y)Largest decline over 5 years | -43.07% | -16.85% | -26.22% |
Max Drawdown (10Y)Largest decline over 10 years | -54.83% | -33.37% | -21.46% |
Current DrawdownCurrent decline from peak | -15.24% | -1.24% | -14.00% |
Average DrawdownAverage peak-to-trough decline | -22.02% | -3.30% | -18.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.85% | 1.82% | +10.03% |
Volatility
SCCO vs. SCHD - Volatility Comparison
Southern Copper Corporation (SCCO) has a higher volatility of 15.07% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.07% | 4.11% | +10.96% |
Volatility (6M)Calculated over the trailing 6-month period | 42.59% | 8.11% | +34.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.97% | 11.13% | +39.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.37% | 14.39% | +25.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.77% | 16.72% | +21.05% |
Dividends
SCCO vs. SCHD - Dividend Comparison
SCCO's dividend yield for the trailing twelve months is around 2.00%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 2.00% | 2.13% | 2.29% | 4.65% | 5.80% | 5.19% | 2.30% | 4.81% | 4.55% | 1.24% | 0.56% | 1.30% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
SCCO and SCHD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCO has higher volatility (15.07%) compared to SCHD (4.11%). In terms of maximum drawdown, SCCO dropped -78.60% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs 2.10), 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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