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

Correlation

The correlation between WRN and SCCO is 0.34, 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.


-0.50.00.51.00.3

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-12.07%
-5.07%
WRN
SCCO

Key characteristics

Sharpe Ratio

WRN:

0.02

SCCO:

0.56

Sortino Ratio

WRN:

0.45

SCCO:

1.05

Omega Ratio

WRN:

1.05

SCCO:

1.12

Calmar Ratio

WRN:

0.01

SCCO:

0.72

Martin Ratio

WRN:

0.04

SCCO:

1.26

Ulcer Index

WRN:

25.01%

SCCO:

16.49%

Daily Std Dev

WRN:

54.04%

SCCO:

37.14%

Max Drawdown

WRN:

-95.24%

SCCO:

-78.55%

Current Drawdown

WRN:

-75.95%

SCCO:

-22.51%

Fundamentals

Market Cap

WRN:

$253.74M

SCCO:

$76.74B

EPS

WRN:

-$0.03

SCCO:

$4.30

PEG Ratio

WRN:

0.00

SCCO:

1.20

Total Revenue (TTM)

WRN:

$0.00

SCCO:

$11.43B

Gross Profit (TTM)

WRN:

-$141.69K

SCCO:

$7.13B

EBITDA (TTM)

WRN:

-$7.27M

SCCO:

$6.31B

Returns By Period

In the year-to-date period, WRN achieves a -2.86% return, which is significantly lower than SCCO's 7.31% return. Over the past 10 years, WRN has underperformed SCCO with an annualized return of 6.28%, while SCCO has yielded a comparatively higher 16.59% annualized return.


WRN

YTD

-2.86%

1M

0.99%

6M

-12.07%

1Y

5.15%

5Y*

8.72%

10Y*

6.28%

SCCO

YTD

7.31%

1M

-0.34%

6M

-5.07%

1Y

21.62%

5Y*

26.83%

10Y*

16.59%

*Annualized

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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 4545
Overall Rank
The Sharpe Ratio Rank of WRN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of WRN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of WRN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of WRN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of WRN is 4646
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 6363
Overall Rank
The Sharpe Ratio Rank of SCCO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for WRN, currently valued at 0.02, compared to the broader market-2.000.002.000.020.56
The chart of Sortino ratio for WRN, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.006.000.451.05
The chart of Omega ratio for WRN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.12
The chart of Calmar ratio for WRN, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.72
The chart of Martin ratio for WRN, currently valued at 0.04, compared to the broader market0.0010.0020.0030.000.041.26
WRN
SCCO

The current WRN Sharpe Ratio is 0.02, which is lower than the SCCO Sharpe Ratio of 0.56. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.02
0.56
WRN
SCCO

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 2.06%.


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
2.06%2.30%4.70%5.87%5.25%2.33%4.87%4.61%1.26%0.57%1.31%1.65%

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 -78.55%. Use the drawdown chart below to compare losses from any high point for WRN and SCCO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-75.95%
-22.51%
WRN
SCCO

Volatility

WRN vs. SCCO - Volatility Comparison

Western Copper and Gold Corporation (WRN) has a higher volatility of 15.42% compared to Southern Copper Corporation (SCCO) at 9.79%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
15.42%
9.79%
WRN
SCCO

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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