PortfoliosLab logoPortfoliosLab logo
SXC vs. DRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SXC vs. DRD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SXC achieves a 19.84% return, which is significantly higher than DRD's -29.34% return. Over the past 10 years, SXC has underperformed DRD with an annualized return of 7.13%, while DRD has yielded a comparatively higher 18.85% annualized return.


SXC

1D
0.00%
1M
-0.36%
YTD
19.84%
6M
20.85%
1Y
10.41%
3Y*
7.65%
5Y*
7.57%
10Y*
7.13%

DRD

1D
-5.57%
1M
-16.38%
YTD
-29.34%
6M
-35.77%
1Y
56.95%
3Y*
29.86%
5Y*
20.01%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXC vs. DRD - 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%
DRD
DRDGOLD Limited
-29.34%267.16%11.55%13.26%-7.63%-23.16%141.46%153.56%-35.27%-37.77%

Correlation

The correlation between SXC and DRD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.15

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

0.24

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

0.13

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

0.13

The correlation between SXC and DRD shifts across timeframes, from 0.10 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SXC:

$716.47M

DRD:

$188.63M

EPS

SXC:

-$0.77

DRD:

ZAR 100.99

PS Ratio

SXC:

0.39

DRD:

1.06

PB Ratio

SXC:

1.23

DRD:

0.29

Total Revenue (TTM)

SXC:

$1.86B

DRD:

ZAR 15.96B

Gross Profit (TTM)

SXC:

$114.40M

DRD:

ZAR 6.44B

EBITDA (TTM)

SXC:

$98.50M

DRD:

ZAR 7.17B

Compare stocks, funds, or ETFs

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


Return for Risk

SXC vs. DRD — 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: 5151
Sharpe Ratio Rank
SXC Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXC Omega Ratio Rank: 4646
Omega Ratio Rank
SXC Calmar Ratio Rank: 5050
Calmar Ratio Rank
SXC Martin Ratio Rank: 5050
Martin Ratio Rank

DRD
DRD Risk / Return Rank: 6868
Overall Rank
DRD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DRD Sortino Ratio Rank: 6767
Sortino Ratio Rank
DRD Omega Ratio Rank: 6666
Omega Ratio Rank
DRD Calmar Ratio Rank: 6767
Calmar Ratio Rank
DRD Martin Ratio Rank: 6969
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. DRD - Risk-Adjusted Trends Comparison

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


SXCDRDDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratioReturn relative to maximum drawdown

0.32

1.30

-0.98

Martin ratioReturn relative to average drawdown

0.66

3.27

-2.61

SXC vs. DRD - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is 0.24, which is lower than the DRD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SXC and DRD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SXC vs. DRD - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, smaller than the maximum DRD drawdown of -98.44%. Use the drawdown chart below to compare losses from any high point for SXC and DRD.


Loading charts...

Drawdown Indicators


SXCDRDDifference

Max Drawdown

Largest peak-to-trough decline

-90.41%

-98.44%

+8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-32.60%

-44.08%

+11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-51.99%

-44.08%

-7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-51.99%

-51.94%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

-80.31%

-1.04%

Current Drawdown

Current decline from peak

-49.84%

-52.37%

+2.53%

Average Drawdown

Average peak-to-trough decline

-48.79%

-81.83%

+33.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.77%

17.50%

-1.73%

Volatility

SXC vs. DRD - Volatility Comparison

The current volatility for SunCoke Energy, Inc. (SXC) is 13.26%, while DRDGOLD Limited (DRD) has a volatility of 17.47%. This indicates that SXC experiences smaller price fluctuations and is considered to be less risky than DRD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXCDRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

17.47%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

31.69%

44.79%

-13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

43.44%

58.96%

-15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.26%

51.67%

-11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.77%

58.06%

-5.29%

Dividends

SXC vs. DRD - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 5.73%, more than DRD's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
DRD
DRDGOLD Limited
2.48%1.26%2.53%5.74%5.00%6.54%4.47%2.65%2.05%1.12%6.15%3.73%
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. DRD - Financials Comparison

This section allows you to compare key financial metrics between SunCoke Energy, Inc. and DRDGOLD 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
455.10M
4.81B
(SXC) Total Revenue
(DRD) Total Revenue
Please note, different currencies. SXC values in USD, DRD values in ZAR

SXC vs. DRD - Profitability Comparison

The chart below illustrates the profitability comparison between SunCoke Energy, Inc. and DRDGOLD Limited 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%50.0%202220232024202520260
48.2%
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%.

DRD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported a gross profit of 2.32B and revenue of 4.81B. Therefore, the gross margin over that period was 48.2%.

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%.

DRD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported an operating income of 2.20B and revenue of 4.81B, resulting in an operating margin of 45.8%.

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%.

DRD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DRDGOLD Limited reported a net income of 1.84B and revenue of 4.81B, resulting in a net margin of 38.2%.


Frequently Asked Questions


SXC and DRD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRD has higher volatility (17.47%) compared to SXC (13.26%). In terms of maximum drawdown, SXC dropped -90.41% vs DRD's -98.44%.

DRD currently has the higher Sharpe Ratio (0.97 vs 0.24), 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.

Portfolio Optimizer

Find the right allocation for SXC and DRD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer