SID vs. X
Compare and contrast key facts about Companhia Siderúrgica Nacional (SID) and United States Steel Corporation (X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SID or X.
Key characteristics
| SID | X | |
|---|---|---|
| YTD Return | -44.56% | -14.80% |
| 1Y Return | -7.92% | 21.98% |
| 3Y Return (Ann) | -9.17% | 17.35% |
| 5Y Return (Ann) | 0.80% | 25.78% |
| 10Y Return (Ann) | 2.50% | 2.48% |
| Sharpe Ratio | -0.23 | 0.47 |
| Sortino Ratio | -0.04 | 1.01 |
| Omega Ratio | 1.00 | 1.16 |
| Calmar Ratio | -0.13 | 0.26 |
| Martin Ratio | -0.32 | 1.12 |
| Ulcer Index | 31.62% | 19.11% |
| Daily Std Dev | 43.68% | 45.35% |
| Max Drawdown | -95.31% | -97.15% |
| Current Drawdown | -77.28% | -75.30% |
Fundamentals
| SID | X | |
|---|---|---|
| Market Cap | $2.87B | $9.29B |
| EPS | -$0.09 | $1.58 |
| PEG Ratio | -2.14 | 1.68 |
| Total Revenue (TTM) | $32.60B | $16.30B |
| Gross Profit (TTM) | $8.69B | $1.32B |
| EBITDA (TTM) | $6.87B | $1.24B |
Correlation
The correlation between SID and X is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SID vs. X - Performance Comparison
In the year-to-date period, SID achieves a -44.56% return, which is significantly lower than X's -14.80% return. Both investments have delivered pretty close results over the past 10 years, with SID having a 2.50% annualized return and X not far behind at 2.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SID vs. X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) and United States Steel Corporation (X). 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.
Dividends
SID vs. X - Dividend Comparison
SID's dividend yield for the trailing twelve months is around 14.15%, more than X's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | 14.15% | 12.65% | 14.31% | 8.36% | 0.03% | 6.90% | 7.43% | 0.00% | 0.00% | 14.65% | 5.96% | 8.53% |
X United States Steel Corporation | 0.48% | 0.41% | 0.80% | 0.34% | 0.24% | 1.75% | 1.10% | 0.57% | 0.61% | 2.51% | 0.75% | 0.68% |
Drawdowns
SID vs. X - Drawdown Comparison
The maximum SID drawdown since its inception was -95.31%, roughly equal to the maximum X drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for SID and X. For additional features, visit the drawdowns tool.
Volatility
SID vs. X - Volatility Comparison
Companhia Siderúrgica Nacional (SID) and United States Steel Corporation (X) have volatilities of 10.83% and 10.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SID vs. X - Financials Comparison
This section allows you to compare key financial metrics between Companhia Siderúrgica Nacional and United States Steel 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