SXC vs. PSI

In the year-to-date period, SXC achieves a -14.68% return, which is significantly lower than PSI's -6.40% return. Over the past 10 years, SXC has underperformed PSI with an annualized return of -3.28%, while PSI has yielded a comparatively higher 20.12% annualized return.

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

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

The current SXC Sharpe Ratio is -0.22, which is lower than the PSI Sharpe Ratio of -0.07. 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.

SXC's dividend yield for the trailing twelve months is around 5.10%, more than PSI's 0.16% yield.

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. For additional features, visit the drawdowns tool.

The current volatility for SunCoke Energy, Inc. (SXC) is 10.42%, while Invesco Dynamic Semiconductors ETF (PSI) has a volatility of 11.98%. This indicates that SXC experiences smaller price fluctuations and is considered to be less risky than PSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.