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X vs. STLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


XSTLD
YTD Return-17.32%23.51%
1Y Return18.02%36.25%
3Y Return (Ann)15.77%31.91%
5Y Return (Ann)26.23%38.78%
10Y Return (Ann)1.83%23.06%
Sharpe Ratio0.381.08
Sortino Ratio0.891.82
Omega Ratio1.141.21
Calmar Ratio0.211.26
Martin Ratio0.892.86
Ulcer Index19.18%11.99%
Daily Std Dev45.41%31.74%
Max Drawdown-97.15%-87.05%
Current Drawdown-76.03%-6.46%

Fundamentals


XSTLD
Market Cap$9.01B$22.50B
EPS$1.58$10.86
PE Ratio25.3413.29
PEG Ratio1.6810.91
Total Revenue (TTM)$16.30B$17.90B
Gross Profit (TTM)$1.32B$3.08B
EBITDA (TTM)$1.24B$2.36B

Correlation

-0.50.00.51.00.6

The correlation between X and STLD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

X vs. STLD - Performance Comparison

In the year-to-date period, X achieves a -17.32% return, which is significantly lower than STLD's 23.51% return. Over the past 10 years, X has underperformed STLD with an annualized return of 1.83%, while STLD has yielded a comparatively higher 23.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.59%
7.66%
X
STLD

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Risk-Adjusted Performance

X vs. STLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Steel Corporation (X) and Steel Dynamics, Inc. (STLD). 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.


X
Sharpe ratio
The chart of Sharpe ratio for X, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38
Sortino ratio
The chart of Sortino ratio for X, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for X, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for X, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for X, currently valued at 0.89, compared to the broader market0.0010.0020.0030.000.89
STLD
Sharpe ratio
The chart of Sharpe ratio for STLD, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08
Sortino ratio
The chart of Sortino ratio for STLD, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for STLD, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for STLD, currently valued at 1.25, compared to the broader market0.002.004.006.001.26
Martin ratio
The chart of Martin ratio for STLD, currently valued at 2.86, compared to the broader market0.0010.0020.0030.002.86

X vs. STLD - Sharpe Ratio Comparison

The current X Sharpe Ratio is 0.38, which is lower than the STLD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of X and STLD, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.38
1.08
X
STLD

Dividends

X vs. STLD - Dividend Comparison

X's dividend yield for the trailing twelve months is around 0.50%, less than STLD's 1.25% yield.


TTM20232022202120202019201820172016201520142013
X
United States Steel Corporation
0.50%0.41%0.80%0.34%0.24%1.75%1.10%0.57%0.61%2.51%0.75%0.68%
STLD
Steel Dynamics, Inc.
1.25%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%

Drawdowns

X vs. STLD - Drawdown Comparison

The maximum X drawdown since its inception was -97.15%, which is greater than STLD's maximum drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for X and STLD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-76.03%
-6.46%
X
STLD

Volatility

X vs. STLD - Volatility Comparison

The current volatility for United States Steel Corporation (X) is 10.67%, while Steel Dynamics, Inc. (STLD) has a volatility of 16.37%. This indicates that X experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.67%
16.37%
X
STLD

Financials

X vs. STLD - Financials Comparison

This section allows you to compare key financial metrics between United States Steel Corporation and Steel Dynamics, Inc.. 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