SCCPX vs. NUE
SCCPX (Sterling Capital Long Duration Corporate Bond Fund) is Corporate Bonds fund managed by Sterling Capital, while NUE (Nucor Corporation) is a stock. Over the past 10 years, SCCPX returned 22.12%/yr vs 20.38%/yr for NUE. At a correlation of -0.03, they often move in opposite directions.
Performance
SCCPX vs. NUE - Performance Comparison
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Returns By Period
In the year-to-date period, SCCPX achieves a 1.12% return, which is significantly lower than NUE's 50.67% return. Over the past 10 years, SCCPX has outperformed NUE with an annualized return of 22.12%, while NUE has yielded a comparatively lower 20.38% annualized return.
SCCPX
- 1D
- 0.29%
- 1M
- 1.79%
- YTD
- 1.12%
- 6M
- 1.56%
- 1Y
- 6.43%
- 3Y*
- 3.82%
- 5Y*
- -2.46%
- 10Y*
- 22.12%
NUE
- 1D
- 0.45%
- 1M
- 5.57%
- YTD
- 50.67%
- 6M
- 50.13%
- 1Y
- 100.04%
- 3Y*
- 18.49%
- 5Y*
- 22.46%
- 10Y*
- 20.38%
SCCPX vs. NUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 1.12% | 6.37% | -1.68% | 9.20% | -23.65% | -0.01% | 625.95% | 10.78% | -0.95% | 4.22% |
NUE Nucor Corporation | 50.67% | 42.03% | -31.95% | 33.75% | 17.39% | 118.45% | -1.77% | 11.84% | -16.36% | 9.60% |
Correlation
The correlation between SCCPX and NUE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | -0.03 |
The correlation between SCCPX and NUE shifts across timeframes, from -0.03 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCCPX vs. NUE — Risk / Return Rank
SCCPX
NUE
SCCPX vs. NUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and Nucor Corporation (NUE). 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.
| SCCPX | NUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.50 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 5.46 | -4.31 |
| Martin ratioReturn relative to average drawdown | 2.86 | 16.28 | -13.42 |
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Drawdowns
SCCPX vs. NUE - Drawdown Comparison
The maximum SCCPX drawdown since its inception was -31.88%, smaller than the maximum NUE drawdown of -68.34%. Use the drawdown chart below to compare losses from any high point for SCCPX and NUE.
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Drawdown Indicators
| SCCPX | NUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -68.34% | +36.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -18.43% | +12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -12.96% | -47.79% | +34.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.88% | -47.79% | +15.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.88% | -57.21% | +25.33% |
Current DrawdownCurrent decline from peak | -12.87% | -8.04% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -21.12% | +14.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 6.17% | -3.97% |
Volatility
SCCPX vs. NUE - Volatility Comparison
The current volatility for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) is 2.01%, while Nucor Corporation (NUE) has a volatility of 9.88%. This indicates that SCCPX experiences smaller price fluctuations and is considered to be less risky than NUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCPX | NUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 9.88% | -7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 21.06% | -15.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.55% | 29.41% | -21.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.21% | 37.68% | -26.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 182.18% | 36.02% | +146.16% |
Dividends
SCCPX vs. NUE - Dividend Comparison
SCCPX's dividend yield for the trailing twelve months is around 5.09%, more than NUE's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUE Nucor Corporation | 0.91% | 1.35% | 1.86% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% |
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 5.09% | 4.99% | 4.84% | 3.54% | 4.11% | 13.93% | 88.30% | 3.01% | 3.31% | 3.76% | 3.41% | 3.16% |
Frequently Asked Questions
SCCPX and NUE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NUE has higher volatility (9.88%) compared to SCCPX (2.01%). In terms of maximum drawdown, SCCPX dropped -31.88% vs NUE's -68.34%.
NUE currently has the higher Sharpe Ratio (3.43 vs 0.83), 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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