SXC vs. PSI
Compare and contrast key facts about SunCoke Energy, Inc. (SXC) and Invesco Semiconductors ETF (PSI).
PSI is a passively managed fund by Invesco that tracks the performance of the Dynamic Semiconductors Intellidex Index. It was launched on Jun 23, 2005.
Performance
SXC vs. PSI - Performance Comparison
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SXC vs. PSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
SXC vs. PSI — Risk / Return Rank
SXC
PSI
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.
| SXC | PSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.62 | 2.39 | -3.01 |
Sortino ratioReturn per unit of downside risk | -0.64 | 2.87 | -3.51 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.40 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 5.63 | -6.31 |
Martin ratioReturn relative to average drawdown | -1.29 | 20.32 | -21.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXC | PSI | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SXC | PSI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -62.34% | -7.31% | -55.03% |
Average DrawdownAverage peak-to-trough decline | -48.72% | -16.05% | -32.67% |
Ulcer IndexDepth 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
| SXC | PSI | Difference | |
|---|---|---|---|
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% |