WRN vs. SCCO
WRN (Western Copper and Gold Corporation) and SCCO (Southern Copper Corporation) are both stocks. Both are in the Basic Materials sector — WRN in Other Industrial Metals & Mining, SCCO in Copper. Over the past 10 years, WRN returned 8.40%/yr vs 26.88%/yr for SCCO. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
WRN vs. SCCO - Performance Comparison
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Returns By Period
In the year-to-date period, WRN achieves a -23.60% return, which is significantly lower than SCCO's 30.96% return. Over the past 10 years, WRN has underperformed SCCO with an annualized return of 8.40%, while SCCO has yielded a comparatively higher 26.88% annualized return.
WRN
- 1D
- -3.32%
- 1M
- -11.30%
- 6M
- -36.05%
- YTD
- -23.60%
- 1Y
- 70.00%
- 3Y*
- 9.83%
- 5Y*
- 1.01%
- 10Y*
- 8.40%
- ALL TIME*
- 1.24%
SCCO
- 1D
- -1.24%
- 1M
- 6.22%
- 6M
- -1.28%
- YTD
- 30.96%
- 1Y
- 111.79%
- 3Y*
- 35.43%
- 5Y*
- 29.35%
- 10Y*
- 26.88%
- ALL TIME*
- 20.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $216.01M | $205.42M | $238.31M | |
| $2.74M | $3.40M | $4.85M |
WRN vs. SCCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRN Western Copper and Gold Corporation | -23.60% | 154.29% | -21.05% | -25.28% | 14.10% | 26.83% | 50.00% | 82.22% | -55.45% | -26.81% |
SCCO Southern Copper Corporation | 30.96% | 66.62% | 9.45% | 50.12% | 4.25% | -0.62% | 58.79% | 46.59% | -33.11% | 50.79% |
Correlation
The correlation between WRN and SCCO is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 19, 2006 | 0.32 |
Over the past year, WRN and SCCO have become more correlated (0.62) than their long-term average of 0.32, meaning their price movements have been converging.
Fundamentals
WRN:
$460.29M
SCCO:
$152.44B
WRN:
-CA$0.02
SCCO:
$6.85
WRN:
2.15
SCCO:
11.99
WRN:
CA$0.00
SCCO:
$15.79B
WRN:
-CA$113.39K
SCCO:
$9.83B
WRN:
-CA$8.21M
SCCO:
$9.93B
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Return for Risk
WRN vs. SCCO — Risk / Return Rank
WRN
SCCO
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.
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.
| WRN | SCCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 3.53 | -2.21 |
| Martin ratioReturn relative to average drawdown | 2.61 | 8.99 | -6.38 |
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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
| WRN | SCCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.24% | -78.60% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -50.12% | -30.22% | -19.90% |
Max Drawdown (3Y)Largest decline over 3 years | -50.12% | -39.69% | -10.43% |
Max Drawdown (5Y)Largest decline over 5 years | -61.92% | -43.07% | -18.85% |
Max Drawdown (10Y)Largest decline over 10 years | -80.12% | -54.83% | -25.29% |
Current DrawdownCurrent decline from peak | -51.90% | -15.24% | -36.66% |
Average DrawdownAverage peak-to-trough decline | -64.28% | -22.02% | -42.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.27% | 11.85% | +13.42% |
Volatility
WRN vs. SCCO - Volatility Comparison
Western Copper and Gold Corporation (WRN) and Southern Copper Corporation (SCCO) have volatilities of 14.57% and 15.07%, 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
| WRN | SCCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.57% | 15.07% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 53.48% | 42.59% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.62% | 50.97% | +17.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.89% | 40.37% | +16.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.76% | 37.77% | +23.99% |
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 2.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 2.00% | 2.13% | 2.29% | 4.65% | 5.80% | 5.19% | 2.30% | 4.81% | 4.55% | 1.24% | 0.56% | 1.30% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WRN and SCCO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCO has higher volatility (15.07%) compared to WRN (14.57%). In terms of maximum drawdown, WRN dropped -95.24% vs SCCO's -78.60%.
SCCO currently has the higher Sharpe Ratio (2.10 vs 0.96), 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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