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 Copper, 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 27, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PICK | iShares MSCI Global Metals & Mining Producers ETF | 2.39 | |||
| COPA | Themes Copper Miners ETF | 2.38 | |||
| EMET | VanEck Copper and Green Metals ETF | 2.26 | |||
| COPJ | Sprott Junior Copper Miners ETF | 2.18 | |||
| ICOP | iShares Copper and Metals Mining ETF | 2.13 | |||
| DBB | Invesco DB Base Metals Fund | 2.09 | |||
| COPX | Global X Copper Miners ETF | 2.07 | |||
| COPP | Sprott Copper Miners ETF | 1.92 | |||
| ISTM | iShares Strategic Metals ETF | 1.43 | |||
| CPER | United States Copper Index Fund | 0.84 | |||
| 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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