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WRN vs. SCCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WRN vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Copper and Gold Corporation (WRN) and Southern Copper Corporation (SCCO). The values are adjusted to include any dividend payments, if applicable.

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WRN vs. SCCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRN
Western Copper and Gold Corporation
-1.87%154.29%-21.05%-25.28%14.10%26.83%49.11%83.31%-55.45%-26.81%
SCCO
Southern Copper Corporation
25.63%66.62%9.45%50.12%4.25%-0.62%58.79%46.59%-33.11%50.79%

Fundamentals

Market Cap

WRN:

$530.12M

SCCO:

$149.16B

EPS

WRN:

-$0.02

SCCO:

$5.27

PB Ratio

WRN:

2.75

SCCO:

13.51

Total Revenue (TTM)

WRN:

$0.00

SCCO:

$13.42B

Gross Profit (TTM)

WRN:

-$97.53K

SCCO:

$5.21B

EBITDA (TTM)

WRN:

-$7.37M

SCCO:

$7.28B

Returns By Period

In the year-to-date period, WRN achieves a -1.87% return, which is significantly lower than SCCO's 25.63% return. Over the past 10 years, WRN has underperformed SCCO with an annualized return of 17.78%, while SCCO has yielded a comparatively higher 25.57% annualized return.


WRN

1D
3.56%
1M
-21.08%
YTD
-1.87%
6M
32.32%
1Y
131.86%
3Y*
12.71%
5Y*
15.05%
10Y*
17.78%

SCCO

1D
3.42%
1M
-18.69%
YTD
25.63%
6M
49.11%
1Y
101.72%
3Y*
39.02%
5Y*
27.08%
10Y*
25.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WRN vs. SCCO — Risk / Return Rank

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

WRN
WRN Risk / Return Rank: 8585
Overall Rank
WRN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WRN Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRN Omega Ratio Rank: 8181
Omega Ratio Rank
WRN Calmar Ratio Rank: 8484
Calmar Ratio Rank
WRN Martin Ratio Rank: 8686
Martin Ratio Rank

SCCO
SCCO Risk / Return Rank: 8888
Overall Rank
SCCO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SCCO Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCCO Omega Ratio Rank: 8585
Omega Ratio Rank
SCCO Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCCO Martin Ratio Rank: 9292
Martin Ratio Rank
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.

WRN vs. SCCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Copper and Gold Corporation (WRN) and Southern Copper Corporation (SCCO). 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.


WRNSCCODifference

Sharpe ratio

Return per unit of total volatility

1.96

2.13

-0.16

Sortino ratio

Return per unit of downside risk

2.34

2.56

-0.22

Omega ratio

Gain probability vs. loss probability

1.31

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

2.90

3.40

-0.49

Martin ratio

Return relative to average drawdown

8.60

12.52

-3.92

WRN vs. SCCO - Sharpe Ratio Comparison

The current WRN Sharpe Ratio is 1.96, which is comparable to the SCCO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of WRN and SCCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WRNSCCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.13

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.69

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.70

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.50

-0.47

Correlation

The correlation between WRN and SCCO is 0.31, 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

WRN vs. SCCO - Dividend Comparison

WRN has not paid dividends to shareholders, while SCCO's dividend yield for the trailing twelve months is around 1.89%.


TTM20252024202320222021202020192018201720162015
WRN
Western Copper and Gold Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
1.89%2.13%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%

Drawdowns

WRN vs. SCCO - Drawdown Comparison

The maximum WRN drawdown since its inception was -95.24%, which is greater than SCCO's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for WRN and SCCO.


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Drawdown Indicators


WRNSCCODifference

Max Drawdown

Largest peak-to-trough decline

-95.24%

-78.60%

-16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-42.72%

-30.22%

-12.50%

Max Drawdown (5Y)

Largest decline over 5 years

-65.53%

-43.07%

-22.46%

Max Drawdown (10Y)

Largest decline over 10 years

-80.15%

-54.83%

-25.32%

Current Drawdown

Current decline from peak

-38.22%

-18.69%

-19.53%

Average Drawdown

Average peak-to-trough decline

-64.70%

-22.09%

-42.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.40%

8.20%

+6.20%

Volatility

WRN vs. SCCO - Volatility Comparison

Western Copper and Gold Corporation (WRN) and Southern Copper Corporation (SCCO) have volatilities of 20.21% and 19.30%, 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


WRNSCCODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.21%

19.30%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

55.49%

37.75%

+17.74%

Volatility (1Y)

Calculated over the trailing 1-year period

67.97%

48.11%

+19.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.50%

39.28%

+19.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.13%

36.89%

+25.24%

Financials

WRN vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between Western Copper and Gold Corporation and Southern Copper Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
3.87B
(WRN) Total Revenue
(SCCO) Total Revenue
Values in USD except per share items