PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SXC vs. CTRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SXC and CTRA is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SXC vs. CTRA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025
4.39%
21.28%
SXC
CTRA

Key characteristics

Sharpe Ratio

SXC:

-0.14

CTRA:

0.54

Sortino Ratio

SXC:

0.08

CTRA:

0.93

Omega Ratio

SXC:

1.01

CTRA:

1.11

Calmar Ratio

SXC:

-0.10

CTRA:

0.44

Martin Ratio

SXC:

-0.36

CTRA:

1.36

Ulcer Index

SXC:

15.69%

CTRA:

9.65%

Daily Std Dev

SXC:

40.26%

CTRA:

24.29%

Max Drawdown

SXC:

-90.41%

CTRA:

-74.41%

Current Drawdown

SXC:

-48.54%

CTRA:

-13.01%

Fundamentals

Market Cap

SXC:

$792.06M

CTRA:

$20.41B

EPS

SXC:

$1.12

CTRA:

$1.65

PE Ratio

SXC:

8.38

CTRA:

16.80

PEG Ratio

SXC:

-3.65

CTRA:

44.67

Total Revenue (TTM)

SXC:

$1.94B

CTRA:

$4.02B

Gross Profit (TTM)

SXC:

$676.30M

CTRA:

$1.32B

EBITDA (TTM)

SXC:

$268.70M

CTRA:

$2.47B

Returns By Period

In the year-to-date period, SXC achieves a -12.24% return, which is significantly lower than CTRA's 8.54% return. Over the past 10 years, SXC has underperformed CTRA with an annualized return of -2.83%, while CTRA has yielded a comparatively higher 3.32% annualized return.


SXC

YTD

-12.24%

1M

-9.62%

6M

-2.09%

1Y

-13.98%

5Y*

13.20%

10Y*

-2.83%

CTRA

YTD

8.54%

1M

5.64%

6M

16.95%

1Y

16.64%

5Y*

19.69%

10Y*

3.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SXC vs. CTRA — Risk-Adjusted Performance Rank

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

SXC
The Risk-Adjusted Performance Rank of SXC is 3737
Overall Rank
The Sharpe Ratio Rank of SXC is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SXC is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SXC is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SXC is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SXC is 3939
Martin Ratio Rank

CTRA
The Risk-Adjusted Performance Rank of CTRA is 6262
Overall Rank
The Sharpe Ratio Rank of CTRA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CTRA is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CTRA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of CTRA is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CTRA is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXC vs. CTRA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SXC, currently valued at -0.14, compared to the broader market-2.000.002.00-0.140.54
The chart of Sortino ratio for SXC, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.080.93
The chart of Omega ratio for SXC, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.11
The chart of Calmar ratio for SXC, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.44
The chart of Martin ratio for SXC, currently valued at -0.36, compared to the broader market0.0010.0020.0030.00-0.361.36
SXC
CTRA

The current SXC Sharpe Ratio is -0.14, which is lower than the CTRA Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SXC and CTRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025
-0.14
0.54
SXC
CTRA

Dividends

SXC vs. CTRA - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 4.69%, more than CTRA's 3.03% yield.


TTM20242023202220212020201920182017201620152014
SXC
SunCoke Energy, Inc.
4.69%4.11%3.35%3.24%3.64%5.52%0.96%0.00%0.00%0.00%12.51%0.31%
CTRA
Coterra Energy Inc.
3.03%3.29%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%

Drawdowns

SXC vs. CTRA - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, which is greater than CTRA's maximum drawdown of -74.41%. Use the drawdown chart below to compare losses from any high point for SXC and CTRA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025
-48.54%
-13.01%
SXC
CTRA

Volatility

SXC vs. CTRA - Volatility Comparison

The current volatility for SunCoke Energy, Inc. (SXC) is 7.34%, while Coterra Energy Inc. (CTRA) has a volatility of 8.04%. This indicates that SXC experiences smaller price fluctuations and is considered to be less risky than CTRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
7.34%
8.04%
SXC
CTRA

Financials

SXC vs. CTRA - Financials Comparison

This section allows you to compare key financial metrics between SunCoke Energy, Inc. and Coterra Energy Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab