017550.KS vs. COPX
017550.KS (Soosan Heavy I) is a stock, while COPX (Global X Copper Miners ETF) is Materials fund tracking the Solactive Global Copper Miners Total Return Index. Over the past 10 years, 017550.KS returned 2.95%/yr vs 23.82%/yr for COPX. At a 0.09 correlation, their price movements are largely independent.
Performance
017550.KS vs. COPX - Performance Comparison
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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%
017550.KS vs. COPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
017550.KS
COPX
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.KS | COPX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 017550.KS | COPX | Difference | |
|---|---|---|---|
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.KS | COPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.89% | -11.49% | -88.40% |
Average DrawdownAverage peak-to-trough decline | -94.51% | -37.06% | -57.45% |
Ulcer IndexDepth 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.KS | COPX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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