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SXC vs. METC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SXC and METC is 0.42, 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.


-0.50.00.51.00.4

Performance

SXC vs. METC - Performance Comparison

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

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
10.87%
-14.15%
SXC
METC

Key characteristics

Sharpe Ratio

SXC:

-0.14

METC:

-0.76

Sortino Ratio

SXC:

0.08

METC:

-0.98

Omega Ratio

SXC:

1.01

METC:

0.88

Calmar Ratio

SXC:

-0.10

METC:

-0.78

Martin Ratio

SXC:

-0.36

METC:

-1.23

Ulcer Index

SXC:

15.83%

METC:

37.47%

Daily Std Dev

SXC:

39.57%

METC:

60.52%

Max Drawdown

SXC:

-90.41%

METC:

-85.53%

Current Drawdown

SXC:

-46.95%

METC:

-54.23%

Fundamentals

Market Cap

SXC:

$816.53M

METC:

$516.21M

EPS

SXC:

$1.12

METC:

$0.71

PE Ratio

SXC:

8.64

METC:

14.03

PEG Ratio

SXC:

-3.65

METC:

0.00

Total Revenue (TTM)

SXC:

$1.94B

METC:

$495.40M

Gross Profit (TTM)

SXC:

$676.30M

METC:

$81.96M

EBITDA (TTM)

SXC:

$268.70M

METC:

$60.18M

Returns By Period

In the year-to-date period, SXC achieves a -9.53% return, which is significantly lower than METC's -2.92% return.


SXC

YTD

-9.53%

1M

-6.83%

6M

10.87%

1Y

-7.93%

5Y*

14.44%

10Y*

-2.63%

METC

YTD

-2.92%

1M

-3.86%

6M

-14.15%

1Y

-39.94%

5Y*

34.74%

10Y*

N/A

*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. METC — 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 3434
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

METC
The Risk-Adjusted Performance Rank of METC is 1010
Overall Rank
The Sharpe Ratio Rank of METC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of METC is 1111
Sortino Ratio Rank
The Omega Ratio Rank of METC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of METC is 55
Calmar Ratio Rank
The Martin Ratio Rank of METC is 1414
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. METC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Ramaco Resources, Inc. (METC). 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-2.000.002.004.00-0.14-0.76
The chart of Sortino ratio for SXC, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08-0.98
The chart of Omega ratio for SXC, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.88
The chart of Calmar ratio for SXC, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17-0.78
The chart of Martin ratio for SXC, currently valued at -0.36, compared to the broader market-10.000.0010.0020.00-0.36-1.23
SXC
METC

The current SXC Sharpe Ratio is -0.14, which is higher than the METC Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of SXC and METC, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.14
-0.76
SXC
METC

Dividends

SXC vs. METC - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 4.55%, more than METC's 4.12% yield.


TTM20242023202220212020201920182017201620152014
SXC
SunCoke Energy, Inc.
4.55%4.11%3.35%3.24%3.64%5.52%0.96%0.00%0.00%0.00%12.51%0.31%
METC
Ramaco Resources, Inc.
4.12%4.00%2.89%6.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SXC vs. METC - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, which is greater than METC's maximum drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for SXC and METC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.90%
-54.23%
SXC
METC

Volatility

SXC vs. METC - Volatility Comparison

The current volatility for SunCoke Energy, Inc. (SXC) is 7.89%, while Ramaco Resources, Inc. (METC) has a volatility of 16.18%. This indicates that SXC experiences smaller price fluctuations and is considered to be less risky than METC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
7.89%
16.18%
SXC
METC

Financials

SXC vs. METC - Financials Comparison

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

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