SCRYY vs. NSGRX

Last updated Jun 4, 2026

SCRYY (SCOR PK) is a stock, while NSGRX (Northern Small Cap Core Fund) is Small Cap Blend Equities fund managed by Northern Funds. Over the past 10 years, SCRYY returned 7.08%/yr vs 10.87%/yr for NSGRX. At a 0.29 correlation, their price movements are largely independent.

Performance

SCRYY vs. NSGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCRYY achieves a 14.19% return, which is significantly lower than NSGRX's 16.84% return. Over the past 10 years, SCRYY has underperformed NSGRX with an annualized return of 7.08%, while NSGRX has yielded a comparatively higher 10.87% annualized return.

SCRYY

• 1D: 0.28%
• 1M: 3.42%
• YTD: 14.19%
• 6M: 22.22%
• 1Y: 18.76%
• 3Y*: 17.32%
• 5Y*: 10.73%
• 10Y*: 7.08%

NSGRX

• 1D: 0.71%
• 1M: 3.25%
• YTD: 16.84%
• 6M: 16.28%
• 1Y: 35.57%
• 3Y*: 17.12%
• 5Y*: 7.48%
• 10Y*: 10.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCRYY vs. NSGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCRYY SCOR PK	14.19%	45.76%	-8.79%	33.42%	-20.01%	2.73%	-25.23%	1.58%	13.95%	27.76%
NSGRX Northern Small Cap Core Fund	16.84%	10.57%	10.44%	16.96%	-16.14%	19.99%	14.53%	23.30%	-10.22%	13.05%

Correlation

The correlation between SCRYY and NSGRX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.29

The correlation between SCRYY and NSGRX shifts across timeframes, from 0.13 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SCRYY vs. NSGRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCRYY

SCRYY Risk / Return Rank: 56
SCRYY Sharpe Ratio Rank: 56
SCRYY Sortino Ratio Rank: 51
SCRYY Omega Ratio Rank: 50
SCRYY Calmar Ratio Rank: 62
SCRYY Martin Ratio Rank: 62

NSGRX

NSGRX Risk / Return Rank: 64
NSGRX Sharpe Ratio Rank: 52
NSGRX Sortino Ratio Rank: 52
NSGRX Omega Ratio Rank: 46
NSGRX Calmar Ratio Rank: 89
NSGRX Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCRYY vs. NSGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SCOR PK (SCRYY) and Northern Small Cap Core Fund (NSGRX). 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.

	SCRYY	NSGRX	Difference
Sharpe ratio Return per unit of total volatility	0.41	2.12	-1.71
Sortino ratio Return per unit of downside risk	0.87	3.03	-2.16
Omega ratio Gain probability vs. loss probability	1.10	1.37	-0.27
Calmar ratio Return relative to maximum drawdown	1.00	4.45	-3.45
Martin ratio Return relative to average drawdown	2.28	15.55	-13.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCRYY vs. NSGRX - Sharpe Ratio Comparison

The current SCRYY Sharpe Ratio is 0.41, which is lower than the NSGRX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SCRYY and NSGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCRYY	NSGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	2.12	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.32	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.47	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.34	-0.19

Drawdowns

SCRYY vs. NSGRX - Drawdown Comparison

The maximum SCRYY drawdown since its inception was -67.49%, roughly equal to the maximum NSGRX drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for SCRYY and NSGRX.

Drawdown Indicators

	SCRYY	NSGRX	Difference
Max Drawdown Largest peak-to-trough decline	-67.49%	-64.89%	-2.60%
Max Drawdown (1Y) Largest decline over 1 year	-18.83%	-8.66%	-10.17%
Max Drawdown (3Y) Largest decline over 3 years	-41.82%	-26.45%	-15.37%
Max Drawdown (5Y) Largest decline over 5 years	-59.89%	-32.31%	-27.58%
Max Drawdown (10Y) Largest decline over 10 years	-67.49%	-40.37%	-27.12%
Current Drawdown Current decline from peak	-6.92%	-0.21%	-6.71%
Average Drawdown Average peak-to-trough decline	-17.63%	-22.17%	+4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	2.45%	+5.81%

Volatility

SCRYY vs. NSGRX - Volatility Comparison

SCOR PK (SCRYY) has a higher volatility of 17.52% compared to Northern Small Cap Core Fund (NSGRX) at 4.93%. This indicates that SCRYY's price experiences larger fluctuations and is considered to be riskier than NSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCRYY	NSGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.52%	4.93%	+12.59%
Volatility (6M) Calculated over the trailing 6-month period	32.57%	12.43%	+20.14%
Volatility (1Y) Calculated over the trailing 1-year period	45.52%	18.13%	+27.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.05%	23.36%	+25.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.37%	23.38%	+19.99%

Dividends

SCRYY vs. NSGRX - Dividend Comparison

SCRYY's dividend yield for the trailing twelve months is around 6.13%, less than NSGRX's 13.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NSGRX Northern Small Cap Core Fund	13.57%	15.85%	17.77%	6.90%	0.55%	15.75%	5.00%	6.30%	1.26%	4.35%	0.67%	3.35%
SCRYY SCOR PK	6.13%	5.75%	7.81%	5.35%	8.55%	7.12%	0.00%	4.62%	4.61%	9.12%	4.86%	3.95%

Frequently Asked Questions

Can I hold both SCRYY and NSGRX in my portfolio?

SCRYY and NSGRX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCRYY or NSGRX?

SCRYY has higher volatility (17.52%) compared to NSGRX (4.93%). In terms of maximum drawdown, SCRYY dropped -67.49% vs NSGRX's -64.89%.

Which has better risk-adjusted returns?

NSGRX currently has the higher Sharpe Ratio (2.12 vs 0.41), 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.