SXC vs. RIO
SXC (SunCoke Energy, Inc.) and RIO (Rio Tinto Group) are both stocks. Both are in the Basic Materials sector — SXC in Coking Coal, RIO in Other Industrial Metals & Mining. Over the past 10 years, SXC returned 6.84%/yr vs 20.54%/yr for RIO. At a 0.46 correlation, their price movements are largely independent.
Performance
SXC vs. RIO - Performance Comparison
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Returns By Period
In the year-to-date period, SXC achieves a 16.69% return, which is significantly lower than RIO's 20.78% return. Over the past 10 years, SXC has underperformed RIO with an annualized return of 6.84%, while RIO has yielded a comparatively higher 20.54% annualized return.
SXC
- 1D
- -2.63%
- 1M
- -2.98%
- YTD
- 16.69%
- 6M
- 17.34%
- 1Y
- 8.72%
- 3Y*
- 6.70%
- 5Y*
- 7.57%
- 10Y*
- 6.84%
RIO
- 1D
- -1.62%
- 1M
- -9.79%
- YTD
- 20.78%
- 6M
- 19.49%
- 1Y
- 73.11%
- 3Y*
- 21.22%
- 5Y*
- 9.85%
- 10Y*
- 20.54%
SXC vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXC SunCoke Energy, Inc. | 16.69% | -28.61% | 3.95% | 29.77% | 35.86% | 56.87% | -25.81% | -26.25% | -28.69% | 5.73% |
RIO Rio Tinto Group | 20.78% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between SXC and RIO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2011 | 0.46 |
Fundamentals
SXC:
$697.64M
RIO:
$154.06B
SXC:
-$0.77
RIO:
$13.11
SXC:
0.38
RIO:
1.38
SXC:
1.20
RIO:
2.48
SXC:
$1.86B
RIO:
$111.41B
SXC:
$114.40M
RIO:
$31.10B
SXC:
$98.50M
RIO:
$40.42B
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Return for Risk
SXC vs. RIO — Risk / Return Rank
SXC
RIO
SXC vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SunCoke Energy, Inc. (SXC) and Rio Tinto Group (RIO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXC | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.39 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 4.57 | -4.30 |
| Martin ratioReturn relative to average drawdown | 0.55 | 16.48 | -15.92 |
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Drawdowns
SXC vs. RIO - Drawdown Comparison
The maximum SXC drawdown since its inception was -90.41%, roughly equal to the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for SXC and RIO.
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Drawdown Indicators
| SXC | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.41% | -88.97% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -32.60% | -16.07% | -16.53% |
Max Drawdown (3Y)Largest decline over 3 years | -51.99% | -24.19% | -27.80% |
Max Drawdown (5Y)Largest decline over 5 years | -51.99% | -35.25% | -16.74% |
Max Drawdown (10Y)Largest decline over 10 years | -81.35% | -37.47% | -43.88% |
Current DrawdownCurrent decline from peak | -51.15% | -16.07% | -35.08% |
Average DrawdownAverage peak-to-trough decline | -48.79% | -23.75% | -25.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.79% | 4.45% | +11.34% |
Volatility
SXC vs. RIO - Volatility Comparison
SunCoke Energy, Inc. (SXC) has a higher volatility of 12.98% compared to Rio Tinto Group (RIO) at 10.96%. This indicates that SXC's price experiences larger fluctuations and is considered to be riskier than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXC | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.98% | 10.96% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 31.82% | 24.97% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.52% | 29.70% | +13.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.25% | 29.38% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.76% | 30.56% | +22.20% |
Dividends
SXC vs. RIO - Dividend Comparison
SXC's dividend yield for the trailing twelve months is around 5.89%, more than RIO's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 4.28% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
SXC SunCoke Energy, Inc. | 5.89% | 6.67% | 4.11% | 3.35% | 3.24% | 3.64% | 5.52% | 0.96% | 0.00% | 0.00% | 0.00% | 12.48% |
Financials
SXC vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between SunCoke Energy, Inc. and Rio Tinto Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SXC vs. RIO - Profitability Comparison
SXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported a gross profit of 0.00 and revenue of 455.10M. Therefore, the gross margin over that period was 0.0%.
RIO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a gross profit of 8.15B and revenue of 30.65B. Therefore, the gross margin over that period was 26.6%.
SXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported an operating income of 4.40M and revenue of 455.10M, resulting in an operating margin of 1.0%.
RIO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported an operating income of 8.15B and revenue of 30.65B, resulting in an operating margin of 26.6%.
SXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SunCoke Energy, Inc. reported a net income of -4.40M and revenue of 455.10M, resulting in a net margin of -1.0%.
RIO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a net income of 5.42B and revenue of 30.65B, resulting in a net margin of 17.7%.
Frequently Asked Questions
SXC and RIO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SXC has higher volatility (12.98%) compared to RIO (10.96%). In terms of maximum drawdown, SXC dropped -90.41% vs RIO's -88.97%.
RIO currently has the higher Sharpe Ratio (2.47 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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