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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 21.42% return, which is significantly higher than ARLP's 17.26% return. Over the past 10 years, SXC has underperformed ARLP with an annualized return of 5.05%, while ARLP has yielded a comparatively higher 13.40% annualized return.


SXC

1D
0.36%
1M
8.44%
6M
11.22%
YTD
21.42%
1Y
25.02%
3Y*
-0.01%
5Y*
6.63%
10Y*
5.05%
ALL TIME*
-2.07%

ARLP

1D
-0.92%
1M
8.99%
6M
14.36%
YTD
17.26%
1Y
7.41%
3Y*
21.62%
5Y*
40.15%
10Y*
13.40%
ALL TIME*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.60M$5.99M$7.50M
$18.27M$13.32M$13.77M

SXC vs. ARLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXC
SunCoke Energy, Inc.
21.42%-28.61%3.95%29.77%35.86%56.87%-25.81%-26.25%-28.69%5.73%
ARLP
Alliance Resource Partners, L.P.
17.26%-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 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.43

Correlation (10Y)
Provides a long-term view across more market conditions.

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 0.31 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SXC:

$719.56M

ARLP:

$3.34B

EPS

SXC:

-$0.64

ARLP:

$2.07

PS Ratio

SXC:

0.38

ARLP:

1.53

PB Ratio

SXC:

1.24

ARLP:

0.00

Total Revenue (TTM)

SXC:

$1.90B

ARLP:

$2.17B

Gross Profit (TTM)

SXC:

$150.60M

ARLP:

$613.22M

EBITDA (TTM)

SXC:

$130.50M

ARLP:

$650.79M

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Return for Risk

SXC vs. ARLP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SXC
SXC Risk / Return Rank: 6060
Overall Rank
SXC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SXC Sortino Ratio Rank: 5656
Sortino Ratio Rank
SXC Omega Ratio Rank: 5858
Omega Ratio Rank
SXC Calmar Ratio Rank: 6161
Calmar Ratio Rank
SXC Martin Ratio Rank: 6161
Martin Ratio Rank

ARLP
ARLP Risk / Return Rank: 5454
Overall Rank
ARLP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ARLP Sortino Ratio Rank: 5050
Sortino Ratio Rank
ARLP Omega Ratio Rank: 4949
Omega Ratio Rank
ARLP Calmar Ratio Rank: 5757
Calmar Ratio Rank
ARLP Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.18

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

0.70

0.47

+0.23

Martin ratioReturn relative to average drawdown

1.49

0.91

+0.57

SXC vs. ARLP - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is 0.52, which is higher than the ARLP Sharpe Ratio of 0.34. 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

-32.04%

-16.92%

-15.12%

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

-49.18%

-8.33%

-40.85%

Average Drawdown

Average peak-to-trough decline

-48.79%

-24.27%

-24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

8.61%

+6.41%

Volatility

SXC vs. ARLP - Volatility Comparison

SunCoke Energy, Inc. (SXC) has a higher volatility of 12.70% compared to Alliance Resource Partners, L.P. (ARLP) at 5.29%. 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

12.70%

5.29%

+7.41%

Volatility (6M)

Calculated over the trailing 6-month period

32.83%

16.91%

+15.92%

Volatility (1Y)

Calculated over the trailing 1-year period

43.30%

22.98%

+20.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.45%

32.69%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.40%

49.67%

+2.73%

Dividends

SXC vs. ARLP - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 5.66%, less than ARLP's 9.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ARLP
Alliance Resource Partners, L.P.
9.25%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.
5.66%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


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

SXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SunCoke Energy, Inc. reported a gross profit of 60.50M and revenue of 475.30M. Therefore, the gross margin over that period was 12.7%.

ARLP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Alliance Resource Partners, L.P. reported a gross profit of 202.70M and revenue of 551.56M. Therefore, the gross margin over that period was 36.8%.

SXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SunCoke Energy, Inc. reported an operating income of 29.00M and revenue of 475.30M, resulting in an operating margin of 6.1%.

ARLP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Alliance Resource Partners, L.P. reported an operating income of 95.59M and revenue of 551.56M, resulting in an operating margin of 17.3%.

SXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SunCoke Energy, Inc. reported a net income of 13.10M and revenue of 475.30M, resulting in a net margin of 2.8%.

ARLP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Alliance Resource Partners, L.P. reported a net income of 79.56M and revenue of 551.56M, resulting in a net margin of 14.4%.


Frequently Asked Questions


SXC and ARLP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SXC has higher volatility (12.70%) compared to ARLP (5.29%). In terms of maximum drawdown, SXC dropped -90.41% vs ARLP's -90.52%.

SXC currently has the higher Sharpe Ratio (0.52 vs 0.34), 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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