Sortino ratio is not yet available for SCOP. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Sprott Physical Copper Trust's Sortino Ratio with other ETFs in the Commodities, Metals category across multiple time periods, showing how SCOP's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 8, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BWET | Breakwave Tanker Shipping ETF | 6.63 | |||
| FAAR | First Trust Alternative Absolute Return Strategy ETF | 3.89 | |||
| ISCMF | iShares Diversified Commodity Swap UCITS ETF | 3.74 | |||
| EVMT | Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF | 3.41 | |||
| BDRY | Breakwave Dry Bulk Shipping ETF | 3.40 | |||
| CMDT | PIMCO Commodity Strategy Active Exchange-Traded Fund | 3.38 | |||
| CERY | SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 3.23 | |||
| PIT | VanEck Commodity Strategy ETF | 3.18 | |||
| ZSC | USCF Sustainable Commodity Strategy Fund | 3.04 | |||
| ZSB | USCF Sustainable Battery Metals Strategy Fund | 3.02 | |||
| SCOP | Sprott Physical Copper Trust | — |
Historical Sortino Ratio
The chart shows SCOP's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when SCOP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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