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WRN vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WRN and SCCO is 0.27, 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

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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Key characteristics

Sharpe Ratio

WRN:

-0.26

SCCO:

-0.49

Sortino Ratio

WRN:

-0.24

SCCO:

-0.56

Omega Ratio

WRN:

0.97

SCCO:

0.93

Calmar Ratio

WRN:

-0.24

SCCO:

-0.52

Martin Ratio

WRN:

-1.10

SCCO:

-1.22

Ulcer Index

WRN:

17.37%

SCCO:

16.79%

Daily Std Dev

WRN:

50.50%

SCCO:

38.74%

Max Drawdown

WRN:

-95.24%

SCCO:

-78.64%

Current Drawdown

WRN:

-73.12%

SCCO:

-25.60%

Fundamentals

Market Cap

WRN:

$228.01M

SCCO:

$74.29B

EPS

WRN:

-$0.03

SCCO:

$4.42

PEG Ratio

WRN:

0.00

SCCO:

1.20

PS Ratio

WRN:

0.00

SCCO:

6.21

PB Ratio

WRN:

1.68

SCCO:

7.76

Total Revenue (TTM)

WRN:

$0.00

SCCO:

$11.96B

Gross Profit (TTM)

WRN:

-$105.33K

SCCO:

$6.05B

EBITDA (TTM)

WRN:

-$7.31M

SCCO:

$6.88B

Returns By Period

In the year-to-date period, WRN achieves a 8.57% return, which is significantly higher than SCCO's 3.04% return. Over the past 10 years, WRN has underperformed SCCO with an annualized return of 9.26%, while SCCO has yielded a comparatively higher 15.73% annualized return.


WRN

YTD

8.57%

1M

3.64%

6M

2.70%

1Y

-14.29%

3Y*

-12.30%

5Y*

7.61%

10Y*

9.26%

SCCO

YTD

3.04%

1M

2.90%

6M

-6.43%

1Y

-18.93%

3Y*

19.32%

5Y*

26.24%

10Y*

15.73%

*Annualized

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Southern Copper Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WRN vs. SCCO — Risk-Adjusted Performance Rank

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

WRN
The Risk-Adjusted Performance Rank of WRN is 3030
Overall Rank
The Sharpe Ratio Rank of WRN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of WRN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of WRN is 3030
Omega Ratio Rank
The Calmar Ratio Rank of WRN is 3535
Calmar Ratio Rank
The Martin Ratio Rank of WRN is 2222
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 2020
Overall Rank
The Sharpe Ratio Rank of SCCO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WRN vs. SCCO - Risk-Adjusted Performance 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.


The current WRN Sharpe Ratio is -0.26, which is higher than the SCCO Sharpe Ratio of -0.49. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 2.93%.


TTM20242023202220212020201920182017201620152014
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
2.93%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%1.63%

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 -78.64%. Use the drawdown chart below to compare losses from any high point for WRN and SCCO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WRN vs. SCCO - Volatility Comparison

Western Copper and Gold Corporation (WRN) has a higher volatility of 19.55% compared to Southern Copper Corporation (SCCO) at 7.53%. This indicates that WRN's price experiences larger fluctuations and is considered to be riskier than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420250
3.12B
(WRN) Total Revenue
(SCCO) Total Revenue
Values in USD except per share items