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SCCPX vs. NUE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCCPX and NUE is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

SCCPX vs. NUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and Nucor Corporation (NUE). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
4.99%
304.39%
SCCPX
NUE

Key characteristics

Sharpe Ratio

SCCPX:

-0.15

NUE:

-0.99

Sortino Ratio

SCCPX:

-0.13

NUE:

-1.48

Omega Ratio

SCCPX:

0.99

NUE:

0.82

Calmar Ratio

SCCPX:

-0.05

NUE:

-0.78

Martin Ratio

SCCPX:

-0.42

NUE:

-1.66

Ulcer Index

SCCPX:

3.71%

NUE:

19.79%

Daily Std Dev

SCCPX:

10.58%

NUE:

33.13%

Max Drawdown

SCCPX:

-39.18%

NUE:

-68.34%

Current Drawdown

SCCPX:

-27.28%

NUE:

-41.58%

Returns By Period

In the year-to-date period, SCCPX achieves a -1.91% return, which is significantly higher than NUE's -32.35% return. Over the past 10 years, SCCPX has underperformed NUE with an annualized return of -0.65%, while NUE has yielded a comparatively higher 11.70% annualized return.


SCCPX

YTD

-1.91%

1M

-1.44%

6M

0.21%

1Y

-1.00%

5Y*

-4.75%

10Y*

-0.65%

NUE

YTD

-32.35%

1M

-21.32%

6M

-25.49%

1Y

-33.14%

5Y*

17.86%

10Y*

11.70%

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Risk-Adjusted Performance

SCCPX vs. NUE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SCCPX, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.00-0.15-0.99
The chart of Sortino ratio for SCCPX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.13-1.48
The chart of Omega ratio for SCCPX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.990.82
The chart of Calmar ratio for SCCPX, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.05-0.78
The chart of Martin ratio for SCCPX, currently valued at -0.42, compared to the broader market0.0020.0040.0060.00-0.42-1.66
SCCPX
NUE

The current SCCPX Sharpe Ratio is -0.15, which is higher than the NUE Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SCCPX and NUE, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.15
-0.99
SCCPX
NUE

Dividends

SCCPX vs. NUE - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 4.38%, more than NUE's 1.85% yield.


TTM20232022202120202019201820172016201520142013
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.38%4.25%4.14%2.93%2.76%3.02%3.33%3.10%3.03%3.16%3.26%3.63%
NUE
Nucor Corporation
1.85%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%2.76%

Drawdowns

SCCPX vs. NUE - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -39.18%, 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. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-27.28%
-41.58%
SCCPX
NUE

Volatility

SCCPX vs. NUE - Volatility Comparison

The current volatility for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) is 3.26%, while Nucor Corporation (NUE) has a volatility of 9.39%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
9.39%
SCCPX
NUE
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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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