SXC vs. DRD
SXC (SunCoke Energy, Inc.) and DRD (DRDGOLD Limited) are both stocks. Both are in the Basic Materials sector — SXC in Coking Coal, DRD in Gold. Over the past 10 years, SXC returned 7.13%/yr vs 18.85%/yr for DRD. At a 0.13 correlation, their price movements are largely independent.
Performance
SXC vs. DRD - Performance Comparison
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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%
SXC vs. DRD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SXC:
$716.47M
DRD:
$188.63M
SXC:
-$0.77
DRD:
ZAR 100.99
SXC:
0.39
DRD:
1.06
SXC:
1.23
DRD:
0.29
SXC:
$1.86B
DRD:
ZAR 15.96B
SXC:
$114.40M
DRD:
ZAR 6.44B
SXC:
$98.50M
DRD:
ZAR 7.17B
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Return for Risk
SXC vs. DRD — Risk / Return Rank
SXC
DRD
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.
| SXC | DRD | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| SXC | DRD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -49.84% | -52.37% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -48.79% | -81.83% | +33.04% |
Ulcer IndexDepth 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.
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Volatility by Period
| SXC | DRD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
SXC vs. DRD - 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%.
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.
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