SGML vs. SCCO
SGML (Sigma Lithium Resources Corp) and SCCO (Southern Copper Corporation) are both stocks. Both are in the Basic Materials sector — SGML in Other Industrial Metals & Mining, SCCO in Copper. Over the past 3 years, SGML returned -33.36%/yr vs 38.99%/yr for SCCO. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
SGML vs. SCCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGML achieves a -15.85% return, which is significantly lower than SCCO's 39.89% return.
SGML
- 1D
- 6.12%
- 1M
- -9.68%
- 6M
- -7.65%
- YTD
- -15.85%
- 1Y
- 118.50%
- 3Y*
- -33.36%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.79%
SCCO
- 1D
- 4.98%
- 1M
- 13.46%
- 6M
- -6.84%
- YTD
- 39.89%
- 1Y
- 122.85%
- 3Y*
- 38.99%
- 5Y*
- 31.30%
- 10Y*
- 27.54%
- ALL TIME*
- 21.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $205.44M | $201.78M | $237.77M | |
| $17.01M | $16.50M | $37.36M |
SGML vs. SCCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SGML Sigma Lithium Resources Corp | -15.85% | 17.56% | -64.41% | 11.73% | 171.09% | 29.32% |
SCCO Southern Copper Corporation | 39.89% | 66.62% | 9.45% | 50.12% | 4.25% | 1.38% |
Correlation
The correlation between SGML and SCCO is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.38 |
Fundamentals
SGML:
$1.24B
SCCO:
$162.83B
SGML:
-$0.39
SCCO:
$6.85
SGML:
11.87
SCCO:
10.23
SGML:
17.02
SCCO:
12.81
SGML:
$104.10M
SCCO:
$15.79B
SGML:
$28.12M
SCCO:
$9.83B
SGML:
$5.88M
SCCO:
$9.93B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGML vs. SCCO — Risk / Return Rank
SGML
SCCO
SGML vs. SCCO - Risk-Adjusted Trends 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.
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.
| SGML | SCCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.09 | -2.24 |
| Martin ratioReturn relative to average drawdown | 4.25 | 10.36 | -6.11 |
Loading charts...
Drawdowns
SGML vs. SCCO - Drawdown Comparison
The maximum SGML drawdown since its inception was -89.91%, which is greater than SCCO's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for SGML and SCCO.
Loading charts...
Drawdown Indicators
| SGML | SCCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.91% | -78.60% | -11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -64.56% | -30.22% | -34.34% |
Max Drawdown (3Y)Largest decline over 3 years | -88.93% | -39.69% | -49.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.83% | — |
Current DrawdownCurrent decline from peak | -73.82% | -9.46% | -64.36% |
Average DrawdownAverage peak-to-trough decline | -43.92% | -22.02% | -21.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.97% | 11.90% | +16.07% |
Volatility
SGML vs. SCCO - Volatility Comparison
Sigma Lithium Resources Corp (SGML) has a higher volatility of 19.10% compared to Southern Copper Corporation (SCCO) at 15.70%. 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.
Loading charts...
Volatility by Period
| SGML | SCCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.10% | 15.70% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 176.60% | 41.96% | +134.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 283.19% | 50.98% | +232.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 141.77% | 40.43% | +101.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 141.77% | 37.80% | +103.97% |
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 1.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 1.87% | 2.13% | 2.29% | 4.65% | 5.80% | 5.19% | 2.30% | 4.81% | 4.55% | 1.24% | 0.56% | 1.30% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SGML vs. SCCO - Profitability Comparison
SGML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sigma Lithium Resources Corp reported a gross profit of 23.15M and revenue of 41.76M. Therefore, the gross margin over that period was 55.5%.
SCCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Southern Copper Corporation reported a gross profit of 2.66B and revenue of 4.29B. Therefore, the gross margin over that period was 62.0%.
SGML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sigma Lithium Resources Corp reported an operating income of 19.48M and revenue of 41.76M, resulting in an operating margin of 46.7%.
SCCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Southern Copper Corporation reported an operating income of 2.62B and revenue of 4.29B, resulting in an operating margin of 61.2%.
SGML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sigma Lithium Resources Corp reported a net income of 10.98M and revenue of 41.76M, resulting in a net margin of 26.3%.
SCCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Southern Copper Corporation reported a net income of 1.67B and revenue of 4.29B, resulting in a net margin of 38.9%.
Frequently Asked Questions
SGML and SCCO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGML has higher volatility (19.10%) compared to SCCO (15.70%). In terms of maximum drawdown, SGML dropped -89.91% vs SCCO's -78.60%.
SCCO currently has the higher Sharpe Ratio (2.42 vs 0.42), 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.
Find the right allocation for SGML and SCCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer