SXC vs. BTU

Last updated Apr 2, 2026

Compare and contrast key facts about SunCoke Energy, Inc. (SXC) and Peabody Energy Corporation (BTU).

Performance

SXC vs. BTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SunCoke Energy, Inc. (SXC) and Peabody Energy Corporation (BTU). The values are adjusted to include any dividend payments, if applicable.

SXC vs. BTU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SXC SunCoke Energy, Inc.	-10.04%	-28.61%	3.95%	29.77%	35.86%	56.87%	-25.81%	-26.25%	-28.69%	30.75%
BTU Peabody Energy Corporation	10.89%	44.18%	-12.80%	-7.03%	162.36%	317.84%	-73.57%	-67.32%	-21.62%	27.00%

Fundamentals

EPS SXC : -$0.52 BTU : -$0.27
PS Ratio SXC : 0.30 BTU : 1.01
Total Revenue (TTM) SXC : $1.84B BTU : $3.96B
Gross Profit (TTM) SXC : $188.10M BTU : $434.90M
EBITDA (TTM) SXC : $199.50M BTU : $453.60M

Returns By Period

In the year-to-date period, SXC achieves a -10.04% return, which is significantly lower than BTU's 10.89% return.

SXC

• 1D: -2.00%
• 1M: 4.59%
• YTD: -10.04%
• 6M: -21.87%
• 1Y: -26.84%
• 3Y*: -6.19%
• 5Y*: 3.28%
• 10Y*: 3.51%

BTU

• 1D: -0.27%
• 1M: -2.29%
• YTD: 10.89%
• 6M: 16.74%
• 1Y: 146.28%
• 3Y*: 10.18%
• 5Y*: 62.63%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SXC vs. BTU — Risk / Return Rank

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

SXC

SXC Risk / Return Rank: 16
SXC Sharpe Ratio Rank: 14
SXC Sortino Ratio Rank: 16
SXC Omega Ratio Rank: 16
SXC Calmar Ratio Rank: 17
SXC Martin Ratio Rank: 15

BTU

BTU Risk / Return Rank: 91
BTU Sharpe Ratio Rank: 93
BTU Sortino Ratio Rank: 89
BTU Omega Ratio Rank: 85
BTU Calmar Ratio Rank: 95
BTU Martin Ratio Rank: 92

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. BTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Peabody Energy Corporation (BTU). 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.

	SXC	BTU	Difference
Sharpe ratio Return per unit of total volatility	-0.62	2.32	-2.94
Sortino ratio Return per unit of downside risk	-0.64	2.81	-3.45
Omega ratio Gain probability vs. loss probability	0.91	1.33	-0.42
Calmar ratio Return relative to maximum drawdown	-0.68	5.65	-6.33
Martin ratio Return relative to average drawdown	-1.29	13.11	-14.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXC vs. BTU - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is -0.62, which is lower than the BTU Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of SXC and BTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SXC	BTU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	2.32	-2.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.89	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.03	-0.11

Correlation

The correlation between SXC and BTU is 0.49, 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.

Dividends

SXC vs. BTU - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 7.52%, more than BTU's 0.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SXC SunCoke Energy, Inc.	7.52%	6.67%	4.11%	3.35%	3.24%	3.64%	5.52%	0.96%	0.00%	0.00%	0.00%	12.48%
BTU Peabody Energy Corporation	0.91%	1.01%	1.43%	0.93%	0.00%	0.00%	0.00%	26.43%	1.59%	0.00%	0.00%	0.00%

Drawdowns

SXC vs. BTU - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, smaller than the maximum BTU drawdown of -98.07%. Use the drawdown chart below to compare losses from any high point for SXC and BTU.

Drawdown Indicators

	SXC	BTU	Difference
Max Drawdown Largest peak-to-trough decline	-90.41%	-98.07%	+7.66%
Max Drawdown (1Y) Largest decline over 1 year	-38.43%	-25.83%	-12.60%
Max Drawdown (5Y) Largest decline over 5 years	-51.99%	-67.44%	+15.45%
Max Drawdown (10Y) Largest decline over 10 years	-81.35%	—	—
Current Drawdown Current decline from peak	-62.34%	-20.66%	-41.68%
Average Drawdown Average peak-to-trough decline	-48.72%	-48.37%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.25%	11.13%	+9.12%

Volatility

SXC vs. BTU - Volatility Comparison

The current volatility for SunCoke Energy, Inc. (SXC) is 14.88%, while Peabody Energy Corporation (BTU) has a volatility of 21.71%. This indicates that SXC experiences smaller price fluctuations and is considered to be less risky than BTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SXC	BTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.88%	21.71%	-6.83%
Volatility (6M) Calculated over the trailing 6-month period	36.34%	42.27%	-5.93%
Volatility (1Y) Calculated over the trailing 1-year period	43.18%	63.43%	-20.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.04%	70.82%	-29.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.47%	78.11%	-24.64%

Financials

SXC vs. BTU - Profitability Comparison

The chart below illustrates the profitability comparison between SunCoke Energy, Inc. and Peabody Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, SunCoke Energy, Inc. reported a gross profit of 13.70M and revenue of 480.20M. Therefore, the gross margin over that period was 2.9%.

BTU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported a gross profit of 1.30M and revenue of 1.01B. Therefore, the gross margin over that period was 0.1%.

SXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, SunCoke Energy, Inc. reported an operating income of -15.10M and revenue of 480.20M, resulting in an operating margin of -3.1%.

BTU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported an operating income of -26.10M and revenue of 1.01B, resulting in an operating margin of -2.6%.

SXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, SunCoke Energy, Inc. reported a net income of -85.60M and revenue of 480.20M, resulting in a net margin of -17.8%.

BTU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Peabody Energy Corporation reported a net income of -70.10M and revenue of 1.01B, resulting in a net margin of -6.9%.