SXC vs. PSI
Compare and contrast key facts about SunCoke Energy, Inc. (SXC) and Invesco Dynamic 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXC or PSI.
Key characteristics
| SXC | PSI | |
|---|---|---|
| YTD Return | -2.46% | 6.16% |
| 1Y Return | 35.74% | 42.64% |
| 3Y Return (Ann) | 20.49% | 9.03% |
| 5Y Return (Ann) | 8.50% | 23.67% |
| 10Y Return (Ann) | -4.26% | 24.82% |
| Sharpe Ratio | 0.94 | 1.31 |
| Daily Std Dev | 33.70% | 28.72% |
| Max Drawdown | -90.41% | -62.96% |
| Current Drawdown | -44.98% | -9.74% |
Correlation
The correlation between SXC and PSI is 0.36, 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.
Performance
SXC vs. PSI - Performance Comparison
In the year-to-date period, SXC achieves a -2.46% return, which is significantly lower than PSI's 6.16% return. Over the past 10 years, SXC has underperformed PSI with an annualized return of -4.26%, while PSI has yielded a comparatively higher 24.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SXC vs. PSI - Risk-Adjusted Performance Comparison
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.
Dividends
SXC vs. PSI - Dividend Comparison
SXC's dividend yield for the trailing twelve months is around 3.66%, more than PSI's 0.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXC SunCoke Energy, Inc. | 3.66% | 3.35% | 3.24% | 3.64% | 5.52% | 0.96% | 0.00% | 0.00% | 0.00% | 12.49% | 0.30% | 0.00% |
PSI Invesco Dynamic Semiconductors ETF | 0.26% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% | 1.77% | 0.57% |
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. For additional features, visit the drawdowns tool.
Volatility
SXC vs. PSI - Volatility Comparison
The current volatility for SunCoke Energy, Inc. (SXC) is 7.76%, while Invesco Dynamic Semiconductors ETF (PSI) has a volatility of 9.01%. 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.