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SCRYY vs. NSGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCRYY and NSGRX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

SCRYY:

-0.08

NSGRX:

-0.49

Sortino Ratio

SCRYY:

0.35

NSGRX:

-0.46

Omega Ratio

SCRYY:

1.06

NSGRX:

0.93

Calmar Ratio

SCRYY:

0.02

NSGRX:

-0.31

Martin Ratio

SCRYY:

0.07

NSGRX:

-0.80

Ulcer Index

SCRYY:

25.41%

NSGRX:

16.07%

Daily Std Dev

SCRYY:

46.43%

NSGRX:

27.29%

Max Drawdown

SCRYY:

-94.49%

NSGRX:

-70.35%

Current Drawdown

SCRYY:

-58.36%

NSGRX:

-31.21%

Returns By Period

In the year-to-date period, SCRYY achieves a 28.91% return, which is significantly higher than NSGRX's -4.82% return. Over the past 10 years, SCRYY has outperformed NSGRX with an annualized return of 4.15%, while NSGRX has yielded a comparatively lower 1.61% annualized return.


SCRYY

YTD

28.91%

1M

18.24%

6M

46.58%

1Y

-3.83%

5Y*

10.05%

10Y*

4.15%

NSGRX

YTD

-4.82%

1M

11.53%

6M

-25.43%

1Y

-13.17%

5Y*

5.20%

10Y*

1.61%

*Annualized

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Risk-Adjusted Performance

SCRYY vs. NSGRX — Risk-Adjusted Performance Rank

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

SCRYY
The Risk-Adjusted Performance Rank of SCRYY is 4848
Overall Rank
The Sharpe Ratio Rank of SCRYY is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SCRYY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCRYY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SCRYY is 5151
Calmar Ratio Rank
The Martin Ratio Rank of SCRYY is 5151
Martin Ratio Rank

NSGRX
The Risk-Adjusted Performance Rank of NSGRX is 44
Overall Rank
The Sharpe Ratio Rank of NSGRX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NSGRX is 44
Sortino Ratio Rank
The Omega Ratio Rank of NSGRX is 44
Omega Ratio Rank
The Calmar Ratio Rank of NSGRX is 44
Calmar Ratio Rank
The Martin Ratio Rank of NSGRX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCRYY vs. NSGRX - Risk-Adjusted Performance 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.


The current SCRYY Sharpe Ratio is -0.08, which is higher than the NSGRX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SCRYY and NSGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SCRYY vs. NSGRX - Dividend Comparison

SCRYY's dividend yield for the trailing twelve months is around 13.09%, more than NSGRX's 1.27% yield.


TTM20242023202220212020201920182017201620152014
SCRYY
SCOR PK
13.09%7.88%5.27%8.50%6.98%5.99%4.71%4.51%4.32%4.76%3.97%5.94%
NSGRX
Northern Small Cap Core Fund
1.27%1.21%2.02%0.24%0.55%0.75%0.74%0.70%0.15%0.58%0.60%0.53%

Drawdowns

SCRYY vs. NSGRX - Drawdown Comparison

The maximum SCRYY drawdown since its inception was -94.49%, which is greater than NSGRX's maximum drawdown of -70.35%. Use the drawdown chart below to compare losses from any high point for SCRYY and NSGRX. For additional features, visit the drawdowns tool.


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Volatility

SCRYY vs. NSGRX - Volatility Comparison

SCOR PK (SCRYY) has a higher volatility of 17.70% compared to Northern Small Cap Core Fund (NSGRX) at 5.89%. 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.


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