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SXC vs. PSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXC vs. PSI - Performance Comparison

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

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SXC vs. PSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXC
SunCoke Energy, Inc.
-10.04%-28.61%3.95%29.77%35.86%56.87%-25.81%-26.25%-28.69%5.73%
PSI
Invesco Semiconductors ETF
23.10%36.32%17.17%49.06%-34.43%46.55%56.75%52.49%-11.55%40.16%

Returns By Period

In the year-to-date period, SXC achieves a -10.04% return, which is significantly lower than PSI's 23.10% return. Over the past 10 years, SXC has underperformed PSI with an annualized return of 3.51%, while PSI has yielded a comparatively higher 27.88% annualized 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%

PSI

1D
2.85%
1M
-3.70%
YTD
23.10%
6M
35.45%
1Y
103.61%
3Y*
33.33%
5Y*
18.56%
10Y*
27.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SXC vs. PSI — Risk / Return Rank

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

SXC
SXC Risk / Return Rank: 1616
Overall Rank
SXC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SXC Sortino Ratio Rank: 1616
Sortino Ratio Rank
SXC Omega Ratio Rank: 1616
Omega Ratio Rank
SXC Calmar Ratio Rank: 1717
Calmar Ratio Rank
SXC Martin Ratio Rank: 1515
Martin Ratio Rank

PSI
PSI Risk / Return Rank: 9595
Overall Rank
PSI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PSI Sortino Ratio Rank: 9393
Sortino Ratio Rank
PSI Omega Ratio Rank: 9191
Omega Ratio Rank
PSI Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSI Martin Ratio Rank: 9797
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. PSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Invesco Semiconductors ETF (PSI). 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.


SXCPSIDifference

Sharpe ratio

Return per unit of total volatility

-0.62

2.39

-3.01

Sortino ratio

Return per unit of downside risk

-0.64

2.87

-3.51

Omega ratio

Gain probability vs. loss probability

0.91

1.40

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.68

5.63

-6.31

Martin ratio

Return relative to average drawdown

-1.29

20.32

-21.61

SXC vs. PSI - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is -0.62, which is lower than the PSI Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SXC and PSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SXCPSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

2.39

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.50

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.81

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.51

-0.58

Correlation

The correlation between SXC and PSI 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.


Dividends

SXC vs. PSI - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 7.52%, more than PSI's 0.08% yield.


TTM20252024202320222021202020192018201720162015
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%
PSI
Invesco Semiconductors ETF
0.08%0.10%0.15%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%

Drawdowns

SXC vs. PSI - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, which is greater than PSI's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for SXC and PSI.


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Drawdown Indicators


SXCPSIDifference

Max Drawdown

Largest peak-to-trough decline

-90.41%

-62.96%

-27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-38.43%

-18.67%

-19.76%

Max Drawdown (5Y)

Largest decline over 5 years

-51.99%

-44.85%

-7.14%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

-44.85%

-36.50%

Current Drawdown

Current decline from peak

-62.34%

-7.31%

-55.03%

Average Drawdown

Average peak-to-trough decline

-48.72%

-16.05%

-32.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.25%

5.17%

+15.08%

Volatility

SXC vs. PSI - Volatility Comparison

SunCoke Energy, Inc. (SXC) and Invesco Semiconductors ETF (PSI) have volatilities of 14.88% and 15.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXCPSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.88%

15.33%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

36.34%

29.78%

+6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

43.67%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.04%

37.34%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.47%

34.67%

+18.80%