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017550.KS vs. COPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

017550.KS vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Soosan Heavy I (017550.KS) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

017550.KS is traded in KRW, while COPX is traded in USD. To make them comparable, the COPX values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 017550.KS achieves a 57.96% return, which is significantly higher than COPX's 21.56% return. Over the past 10 years, 017550.KS has underperformed COPX with an annualized return of 2.95%, while COPX has yielded a comparatively higher 23.82% annualized return.


017550.KS

1D
0.19%
1M
-16.53%
YTD
57.96%
6M
44.11%
1Y
43.48%
3Y*
-1.02%
5Y*
-12.44%
10Y*
2.95%

COPX

1D
-9.10%
1M
4.05%
YTD
21.56%
6M
28.39%
1Y
120.46%
3Y*
40.57%
5Y*
25.43%
10Y*
23.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

017550.KS vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
017550.KS
Soosan Heavy I
57.96%-12.38%-9.95%-20.45%-8.87%-3.44%20.97%54.00%17.02%-30.02%
COPX
Global X Copper Miners ETF
21.56%89.05%18.08%11.47%4.85%35.18%42.75%16.75%-28.34%22.74%

Correlation

The correlation between 017550.KS and COPX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2010

0.09

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Return for Risk

017550.KS vs. COPX — Risk / Return Rank

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

017550.KS
017550.KS Risk / Return Rank: 7070
Overall Rank
017550.KS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
017550.KS Sortino Ratio Rank: 7171
Sortino Ratio Rank
017550.KS Omega Ratio Rank: 7272
Omega Ratio Rank
017550.KS Calmar Ratio Rank: 6767
Calmar Ratio Rank
017550.KS Martin Ratio Rank: 7272
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 6060
Overall Rank
COPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
COPX Omega Ratio Rank: 5555
Omega Ratio Rank
COPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
COPX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

017550.KS vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Soosan Heavy I (017550.KS) and Global X Copper Miners ETF (COPX). 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.


017550.KSCOPXDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.37

4.94

-3.57

Martin ratioReturn relative to average drawdown

4.02

16.63

-12.61

017550.KS vs. COPX - Sharpe Ratio Comparison

The current 017550.KS Sharpe Ratio is 0.78, which is lower than the COPX Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of 017550.KS and COPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


017550.KSCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

3.09

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.77

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.74

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.25

-0.53

Drawdowns

017550.KS vs. COPX - Drawdown Comparison

The maximum 017550.KS drawdown since its inception was -99.98%, which is greater than COPX's maximum drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for 017550.KS and COPX.


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Drawdown Indicators


017550.KSCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-81.47%

-18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-33.94%

-24.53%

-9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-44.59%

-34.15%

-10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-68.52%

-37.93%

-30.59%

Max Drawdown (10Y)

Largest decline over 10 years

-78.41%

-58.87%

-19.54%

Current Drawdown

Current decline from peak

-99.89%

-11.49%

-88.40%

Average Drawdown

Average peak-to-trough decline

-94.51%

-37.06%

-57.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

7.27%

+4.09%

Volatility

017550.KS vs. COPX - Volatility Comparison

Soosan Heavy I (017550.KS) has a higher volatility of 33.48% compared to Global X Copper Miners ETF (COPX) at 16.91%. This indicates that 017550.KS's price experiences larger fluctuations and is considered to be riskier than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


017550.KSCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.48%

16.91%

+16.57%

Volatility (6M)

Calculated over the trailing 6-month period

54.13%

33.61%

+20.52%

Volatility (1Y)

Calculated over the trailing 1-year period

59.36%

39.20%

+20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.13%

33.25%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.84%

32.17%

+22.67%

Dividends

017550.KS vs. COPX - Dividend Comparison

017550.KS's dividend yield for the trailing twelve months is around 0.38%, less than COPX's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
017550.KS
Soosan Heavy I
0.38%0.61%0.53%0.47%0.38%0.34%0.33%0.40%0.00%0.00%0.50%0.00%
COPX
Global X Copper Miners ETF
2.38%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Frequently Asked Questions


017550.KS and COPX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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