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SCCO vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCCO and VYM is 0.54, 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.


-0.50.00.51.00.5

Performance

SCCO vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southern Copper Corporation (SCCO) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,135.83%
342.28%
SCCO
VYM

Key characteristics

Sharpe Ratio

SCCO:

0.42

VYM:

1.80

Sortino Ratio

SCCO:

0.87

VYM:

2.54

Omega Ratio

SCCO:

1.10

VYM:

1.33

Calmar Ratio

SCCO:

0.57

VYM:

3.24

Martin Ratio

SCCO:

1.14

VYM:

10.75

Ulcer Index

SCCO:

13.65%

VYM:

1.80%

Daily Std Dev

SCCO:

37.29%

VYM:

10.78%

Max Drawdown

SCCO:

-78.57%

VYM:

-56.98%

Current Drawdown

SCCO:

-26.30%

VYM:

-4.93%

Returns By Period

In the year-to-date period, SCCO achieves a 11.80% return, which is significantly lower than VYM's 17.16% return. Over the past 10 years, SCCO has outperformed VYM with an annualized return of 17.00%, while VYM has yielded a comparatively lower 9.60% annualized return.


SCCO

YTD

11.80%

1M

-9.70%

6M

-12.70%

1Y

11.91%

5Y*

22.69%

10Y*

17.00%

VYM

YTD

17.16%

1M

-3.32%

6M

8.47%

1Y

17.88%

5Y*

9.71%

10Y*

9.60%

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Risk-Adjusted Performance

SCCO vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and Vanguard High Dividend Yield ETF (VYM). 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-4.00-2.000.002.000.421.80
The chart of Sortino ratio for SCCO, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.872.54
The chart of Omega ratio for SCCO, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.33
The chart of Calmar ratio for SCCO, currently valued at 0.57, compared to the broader market0.002.004.006.000.573.24
The chart of Martin ratio for SCCO, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.1410.75
SCCO
VYM

The current SCCO Sharpe Ratio is 0.42, which is lower than the VYM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SCCO and VYM, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.42
1.80
SCCO
VYM

Dividends

SCCO vs. VYM - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.24%, less than VYM's 2.75% 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%
VYM
Vanguard High Dividend Yield ETF
2.75%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

SCCO vs. VYM - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.57%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SCCO and VYM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.30%
-4.93%
SCCO
VYM

Volatility

SCCO vs. VYM - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.89% compared to Vanguard High Dividend Yield ETF (VYM) at 3.96%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.89%
3.96%
SCCO
VYM
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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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