SXC vs. PXI

Last updated Apr 2, 2026

Compare and contrast key facts about SunCoke Energy, Inc. (SXC) and Invesco DWA Energy Momentum ETF (PXI).

PXI is a passively managed fund by Invesco that tracks the performance of the Dynamic Energy Sector Intellidex Index. It was launched on Oct 12, 2006.

Performance

SXC vs. PXI - Performance Comparison

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

SXC vs. PXI - 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%
PXI Invesco DWA Energy Momentum ETF	28.18%	3.86%	0.76%	5.48%	45.85%	75.05%	-35.91%	1.67%	-27.56%	-8.42%

Returns By Period

In the year-to-date period, SXC achieves a -10.04% return, which is significantly lower than PXI's 28.18% return. Over the past 10 years, SXC has underperformed PXI with an annualized return of 3.51%, while PXI has yielded a comparatively higher 8.01% 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%

PXI

• 1D: -2.82%
• 1M: 4.67%
• YTD: 28.18%
• 6M: 22.68%
• 1Y: 33.26%
• 3Y*: 15.10%
• 5Y*: 19.51%
• 10Y*: 8.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SXC vs. PXI — Risk / Return Rank

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

SXC

SXC Risk / Return Rank: 16
SXC Sharpe Ratio Rank: 14
SXC Sortino Ratio Rank: 16
SXC Omega Ratio Rank: 16
SXC Calmar Ratio Rank: 17
SXC Martin Ratio Rank: 15

PXI

PXI Risk / Return Rank: 62
PXI Sharpe Ratio Rank: 65
PXI Sortino Ratio Rank: 59
PXI Omega Ratio Rank: 63
PXI Calmar Ratio Rank: 62
PXI Martin Ratio Rank: 60

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. PXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Invesco DWA Energy Momentum ETF (PXI). 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	PXI	Difference
Sharpe ratio Return per unit of total volatility	-0.62	1.21	-1.83
Sortino ratio Return per unit of downside risk	-0.64	1.60	-2.24
Omega ratio Gain probability vs. loss probability	0.91	1.24	-0.33
Calmar ratio Return relative to maximum drawdown	-0.68	1.71	-2.39
Martin ratio Return relative to average drawdown	-1.29	6.40	-7.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXC vs. PXI - Sharpe Ratio Comparison

The current SXC Sharpe Ratio is -0.62, which is lower than the PXI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SXC and PXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SXC	PXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	1.21	-1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.58	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.22	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.16	-0.24

Correlation

The correlation between SXC and PXI is 0.52, 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.

Dividends

SXC vs. PXI - Dividend Comparison

SXC's dividend yield for the trailing twelve months is around 7.52%, more than PXI's 1.32% 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%
PXI Invesco DWA Energy Momentum ETF	1.32%	1.81%	1.52%	1.82%	3.14%	0.57%	1.72%	2.80%	0.93%	0.80%	0.73%	2.07%

Drawdowns

SXC vs. PXI - Drawdown Comparison

The maximum SXC drawdown since its inception was -90.41%, which is greater than PXI's maximum drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for SXC and PXI.

Drawdown Indicators

	SXC	PXI	Difference
Max Drawdown Largest peak-to-trough decline	-90.41%	-85.08%	-5.33%
Max Drawdown (1Y) Largest decline over 1 year	-38.43%	-20.29%	-18.14%
Max Drawdown (5Y) Largest decline over 5 years	-51.99%	-33.47%	-18.52%
Max Drawdown (10Y) Largest decline over 10 years	-81.35%	-79.55%	-1.80%
Current Drawdown Current decline from peak	-62.34%	-5.96%	-56.38%
Average Drawdown Average peak-to-trough decline	-48.72%	-29.65%	-19.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.25%	5.42%	+14.83%

Volatility

SXC vs. PXI - Volatility Comparison

SunCoke Energy, Inc. (SXC) has a higher volatility of 14.88% compared to Invesco DWA Energy Momentum ETF (PXI) at 6.58%. This indicates that SXC's price experiences larger fluctuations and is considered to be riskier than PXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SXC	PXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.88%	6.58%	+8.30%
Volatility (6M) Calculated over the trailing 6-month period	36.34%	15.33%	+21.01%
Volatility (1Y) Calculated over the trailing 1-year period	43.18%	27.62%	+15.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.04%	34.09%	+6.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.47%	37.30%	+16.17%