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SXC vs. ARLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SXC vs. ARLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SunCoke Energy, Inc. (SXC) and Alliance Resource Partners, L.P. (ARLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXC achieves a 19.84% return, which is significantly higher than ARLP's 10.30% return. Over the past 10 years, SXC has underperformed ARLP with an annualized return of 7.13%, while ARLP has yielded a comparatively higher 14.87% annualized return.


SXC

1D
-3.13%
1M
-0.36%
YTD
19.84%
6M
20.68%
1Y
11.66%
3Y*
7.65%
5Y*
8.39%
10Y*
7.13%

ARLP

1D
3.78%
1M
-1.89%
YTD
10.30%
6M
9.74%
1Y
3.37%
3Y*
23.79%
5Y*
41.38%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXC vs. ARLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXC
SunCoke Energy, Inc.
19.84%-28.61%3.95%29.77%35.86%56.87%-25.81%-26.25%-28.69%5.73%
ARLP
Alliance Resource Partners, L.P.
10.30%-2.45%39.91%18.83%73.34%195.75%-56.80%-28.90%-1.90%-4.04%

Correlation

The correlation between SXC and ARLP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2011

0.36

The correlation between SXC and ARLP shifts across timeframes, from 0.32 (3 years) to 0.44 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SXC:

$716.47M

ARLP:

$3.14B

EPS

SXC:

-$0.77

ARLP:

$72.64

PS Ratio

SXC:

0.39

ARLP:

0.01

PB Ratio

SXC:

1.23

ARLP:

1.52

Total Revenue (TTM)

SXC:

$1.86B

ARLP:

$517.67B

Gross Profit (TTM)

SXC:

$114.40M

ARLP:

$353.56M

EBITDA (TTM)

SXC:

$98.50M

ARLP:

$82.91B

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Return for Risk

SXC vs. ARLP — Risk / Return Rank

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

SXC
SXC Risk / Return Rank: 4949
Overall Rank
SXC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SXC Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXC Omega Ratio Rank: 4747
Omega Ratio Rank
SXC Calmar Ratio Rank: 5151
Calmar Ratio Rank
SXC Martin Ratio Rank: 5151
Martin Ratio Rank

ARLP
ARLP Risk / Return Rank: 4444
Overall Rank
ARLP Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ARLP Sortino Ratio Rank: 4040
Sortino Ratio Rank
ARLP Omega Ratio Rank: 3939
Omega Ratio Rank
ARLP Calmar Ratio Rank: 4747
Calmar Ratio Rank
ARLP Martin Ratio Rank: 4646
Martin Ratio Rank
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.

SXC vs. ARLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Alliance Resource Partners, L.P. (ARLP). 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.


SXCARLPDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.36

0.19

+0.17

Martin ratioReturn relative to average drawdown

0.74

0.35

+0.39

SXC vs. ARLP - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is 0.27, which is higher than the ARLP Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SXC and ARLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SXC vs. ARLP - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, roughly equal to the maximum ARLP drawdown of -90.52%. Use the drawdown chart below to compare losses from any high point for SXC and ARLP.


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Drawdown Indicators


SXCARLPDifference

Max Drawdown

Largest peak-to-trough decline

-90.41%

-90.52%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-32.60%

-17.63%

-14.97%

Max Drawdown (3Y)

Largest decline over 3 years

-51.99%

-20.83%

-31.16%

Max Drawdown (5Y)

Largest decline over 5 years

-51.99%

-29.13%

-22.86%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

-85.26%

+3.91%

Current Drawdown

Current decline from peak

-49.84%

-13.77%

-36.07%

Average Drawdown

Average peak-to-trough decline

-48.79%

-24.31%

-24.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.75%

9.65%

+6.10%

Volatility

SXC vs. ARLP - Volatility Comparison

SunCoke Energy, Inc. (SXC) has a higher volatility of 13.49% compared to Alliance Resource Partners, L.P. (ARLP) at 7.09%. This indicates that SXC's price experiences larger fluctuations and is considered to be riskier than ARLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXCARLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.49%

7.09%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

31.69%

16.50%

+15.19%

Volatility (1Y)

Calculated over the trailing 1-year period

43.53%

23.38%

+20.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.28%

33.45%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.79%

50.20%

+2.59%

Dividends

SXC vs. ARLP - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 5.73%, less than ARLP's 9.83% yield.


PositionTTM20252024202320222021202020192018201720162015
ARLP
Alliance Resource Partners, L.P.
9.83%11.19%10.65%13.22%7.38%3.16%8.93%19.82%11.94%9.54%8.85%19.74%
SXC
SunCoke Energy, Inc.
5.73%6.67%4.11%3.35%3.24%3.64%5.52%0.96%0.00%0.00%0.00%12.48%

Financials

SXC vs. ARLP - Financials Comparison

This section allows you to compare key financial metrics between SunCoke Energy, Inc. and Alliance Resource Partners, L.P.. 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


0.00100.00B200.00B300.00B400.00B500.00B20222023202420252026
455.10M
516.02B
(SXC) Total Revenue
(ARLP) Total Revenue
Values in USD except per share items

SXC vs. ARLP - Profitability Comparison

The chart below illustrates the profitability comparison between SunCoke Energy, Inc. and Alliance Resource Partners, L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%2022202320242025202600
Portfolio components
SXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported a gross profit of 0.00 and revenue of 455.10M. Therefore, the gross margin over that period was 0.0%.

ARLP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alliance Resource Partners, L.P. reported a gross profit of 0.00 and revenue of 516.02B. Therefore, the gross margin over that period was 0.0%.

SXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported an operating income of 4.40M and revenue of 455.10M, resulting in an operating margin of 1.0%.

ARLP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alliance Resource Partners, L.P. reported an operating income of 21.86B and revenue of 516.02B, resulting in an operating margin of 4.2%.

SXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported a net income of -4.40M and revenue of 455.10M, resulting in a net margin of -1.0%.

ARLP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alliance Resource Partners, L.P. reported a net income of 9.09B and revenue of 516.02B, resulting in a net margin of 1.8%.


Frequently Asked Questions


SXC and ARLP have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SXC has higher volatility (13.49%) compared to ARLP (7.09%). In terms of maximum drawdown, SXC dropped -90.41% vs ARLP's -90.52%.

SXC currently has the higher Sharpe Ratio (0.27 vs 0.14), 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.

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