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SGML vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGML and SCCO is 0.38, 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.


-0.50.00.51.00.4

Performance

SGML vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sigma Lithium Resources Corp (SGML) and Southern Copper Corporation (SCCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
9.41%
-1.19%
SGML
SCCO

Key characteristics

Sharpe Ratio

SGML:

-0.33

SCCO:

0.58

Sortino Ratio

SGML:

-0.08

SCCO:

1.07

Omega Ratio

SGML:

0.99

SCCO:

1.13

Calmar Ratio

SGML:

-0.26

SCCO:

0.75

Martin Ratio

SGML:

-0.67

SCCO:

1.30

Ulcer Index

SGML:

31.15%

SCCO:

16.54%

Daily Std Dev

SGML:

62.13%

SCCO:

37.12%

Max Drawdown

SGML:

-79.50%

SCCO:

-78.55%

Current Drawdown

SGML:

-72.33%

SCCO:

-21.35%

Fundamentals

Market Cap

SGML:

$1.26B

SCCO:

$76.74B

EPS

SGML:

-$0.44

SCCO:

$4.30

Total Revenue (TTM)

SGML:

$141.54M

SCCO:

$11.43B

Gross Profit (TTM)

SGML:

$20.47M

SCCO:

$7.13B

EBITDA (TTM)

SGML:

$140.00K

SCCO:

$6.31B

Returns By Period

In the year-to-date period, SGML achieves a 4.55% return, which is significantly lower than SCCO's 8.91% return.


SGML

YTD

4.55%

1M

1.65%

6M

9.42%

1Y

-8.72%

5Y*

N/A

10Y*

N/A

SCCO

YTD

8.91%

1M

0.58%

6M

-1.19%

1Y

21.95%

5Y*

27.18%

10Y*

16.81%

*Annualized

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Risk-Adjusted Performance

SGML vs. SCCO — Risk-Adjusted Performance Rank

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

SGML
The Risk-Adjusted Performance Rank of SGML is 3030
Overall Rank
The Sharpe Ratio Rank of SGML is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SGML is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SGML is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SGML is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SGML is 3232
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 6464
Overall Rank
The Sharpe Ratio Rank of SCCO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 6161
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.

SGML vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sigma Lithium Resources Corp (SGML) and Southern Copper Corporation (SCCO). 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 SGML, currently valued at -0.33, compared to the broader market-2.000.002.00-0.330.58
The chart of Sortino ratio for SGML, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.006.00-0.081.07
The chart of Omega ratio for SGML, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.13
The chart of Calmar ratio for SGML, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.75
The chart of Martin ratio for SGML, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.671.30
SGML
SCCO

The current SGML Sharpe Ratio is -0.33, which is lower than the SCCO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SGML and SCCO, 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-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.33
0.58
SGML
SCCO

Dividends

SGML vs. SCCO - Dividend Comparison

SGML has not paid dividends to shareholders, while SCCO's dividend yield for the trailing twelve months is around 2.03%.


TTM20242023202220212020201920182017201620152014
SGML
Sigma Lithium Resources Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
2.03%2.31%4.71%5.87%5.24%2.33%4.87%4.61%1.26%0.57%1.32%1.65%

Drawdowns

SGML vs. SCCO - Drawdown Comparison

The maximum SGML drawdown since its inception was -79.50%, roughly equal to the maximum SCCO drawdown of -78.55%. Use the drawdown chart below to compare losses from any high point for SGML and SCCO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-72.33%
-21.35%
SGML
SCCO

Volatility

SGML vs. SCCO - Volatility Comparison

Sigma Lithium Resources Corp (SGML) has a higher volatility of 13.26% compared to Southern Copper Corporation (SCCO) at 9.89%. This indicates that SGML's price experiences larger fluctuations and is considered to be riskier than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
13.26%
9.89%
SGML
SCCO

Financials

SGML vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between Sigma Lithium Resources Corp and Southern Copper Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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