SXC vs. BHP
SXC (SunCoke Energy, Inc.) and BHP (BHP Group Limited) are both stocks. Both are in the Basic Materials sector — SXC in Coking Coal, BHP in Other Industrial Metals & Mining. Over the past 10 years, SXC returned 6.84%/yr vs 21.28%/yr for BHP. At a 0.47 correlation, their price movements are largely independent.
Performance
SXC vs. BHP - Performance Comparison
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Returns By Period
In the year-to-date period, SXC achieves a 16.69% return, which is significantly lower than BHP's 36.34% return. Over the past 10 years, SXC has underperformed BHP with an annualized return of 6.84%, while BHP has yielded a comparatively higher 21.28% annualized return.
SXC
- 1D
- -2.63%
- 1M
- -2.98%
- YTD
- 16.69%
- 6M
- 17.34%
- 1Y
- 8.72%
- 3Y*
- 6.70%
- 5Y*
- 7.57%
- 10Y*
- 6.84%
BHP
- 1D
- -1.86%
- 1M
- -4.59%
- YTD
- 36.34%
- 6M
- 35.22%
- 1Y
- 77.90%
- 3Y*
- 16.19%
- 5Y*
- 14.35%
- 10Y*
- 21.28%
SXC vs. BHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXC SunCoke Energy, Inc. | 16.69% | -28.61% | 3.95% | 29.77% | 35.86% | 56.87% | -25.81% | -26.25% | -28.69% | 5.73% |
BHP BHP Group Limited | 36.34% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
Correlation
The correlation between SXC and BHP is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2011 | 0.47 |
The correlation between SXC and BHP shifts across timeframes, from 0.35 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SXC:
$697.64M
BHP:
$205.39B
SXC:
-$0.77
BHP:
$8.51
SXC:
0.38
BHP:
1.91
SXC:
1.20
BHP:
4.07
SXC:
$1.86B
BHP:
$107.64B
SXC:
$114.40M
BHP:
$89.04B
SXC:
$98.50M
BHP:
$52.23B
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Return for Risk
SXC vs. BHP — Risk / Return Rank
SXC
BHP
SXC vs. BHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and BHP Group Limited (BHP). 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.
| SXC | BHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 3.96 | -3.69 |
| Martin ratioReturn relative to average drawdown | 0.55 | 14.35 | -13.80 |
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Drawdowns
SXC vs. BHP - Drawdown Comparison
The maximum SXC drawdown since its inception was -90.41%, which is greater than BHP's maximum drawdown of -76.22%. Use the drawdown chart below to compare losses from any high point for SXC and BHP.
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Drawdown Indicators
| SXC | BHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.41% | -76.22% | -14.19% |
Max Drawdown (1Y)Largest decline over 1 year | -32.60% | -19.80% | -12.80% |
Max Drawdown (3Y)Largest decline over 3 years | -51.99% | -37.21% | -14.78% |
Max Drawdown (5Y)Largest decline over 5 years | -51.99% | -37.21% | -14.78% |
Max Drawdown (10Y)Largest decline over 10 years | -81.35% | -44.29% | -37.06% |
Current DrawdownCurrent decline from peak | -51.15% | -13.34% | -37.81% |
Average DrawdownAverage peak-to-trough decline | -48.79% | -21.27% | -27.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.79% | 5.45% | +10.34% |
Volatility
SXC vs. BHP - Volatility Comparison
SunCoke Energy, Inc. (SXC) and BHP Group Limited (BHP) have volatilities of 12.98% and 13.56%, 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.
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Volatility by Period
| SXC | BHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.98% | 13.56% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 31.82% | 27.46% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.52% | 32.65% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.25% | 32.46% | +7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.76% | 32.26% | +20.50% |
Dividends
SXC vs. BHP - Dividend Comparison
SXC's dividend yield for the trailing twelve months is around 5.89%, more than BHP's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 3.30% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
SXC SunCoke Energy, Inc. | 5.89% | 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. BHP - Financials Comparison
This section allows you to compare key financial metrics between SunCoke Energy, Inc. and BHP Group Limited. 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
SXC vs. BHP - Profitability Comparison
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%.
BHP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported a gross profit of 11.98B and revenue of 27.95B. Therefore, the gross margin over that period was 42.9%.
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%.
BHP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported an operating income of 11.98B and revenue of 27.95B, resulting in an operating margin of 42.9%.
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%.
BHP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BHP Group Limited reported a net income of 5.65B and revenue of 27.95B, resulting in a net margin of 20.2%.
Frequently Asked Questions
SXC and BHP have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BHP has higher volatility (13.56%) compared to SXC (12.98%). In terms of maximum drawdown, SXC dropped -90.41% vs BHP's -76.22%.
BHP currently has the higher Sharpe Ratio (2.40 vs 0.20), 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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