AMKBY vs. COPJ
AMKBY (AP Moeller-Maersk AS) is a stock, while COPJ (Sprott Junior Copper Miners ETF) is Copper fund tracking the Nasdaq Sprott Junior Copper Miners Index. Over the past 3 years, AMKBY returned 20.38%/yr vs 38.95%/yr for COPJ. At a 0.20 correlation, their price movements are largely independent.
Performance
AMKBY vs. COPJ - Performance Comparison
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Returns By Period
In the year-to-date period, AMKBY achieves a 9.61% return, which is significantly higher than COPJ's 0.31% return.
AMKBY
- 1D
- 0.99%
- 1M
- 3.30%
- YTD
- 9.61%
- 6M
- 9.42%
- 1Y
- 35.57%
- 3Y*
- 20.38%
- 5Y*
- 9.41%
- 10Y*
- 15.49%
COPJ
- 1D
- -5.08%
- 1M
- -6.08%
- YTD
- 0.31%
- 6M
- 1.57%
- 1Y
- 91.12%
- 3Y*
- 38.95%
- 5Y*
- —
- 10Y*
- —
AMKBY vs. COPJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 9.61% | 52.08% | 0.43% | 7.18% |
COPJ Sprott Junior Copper Miners ETF | 0.31% | 140.63% | 11.07% | -6.47% |
Correlation
The correlation between AMKBY and COPJ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.20 |
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Return for Risk
AMKBY vs. COPJ — Risk / Return Rank
AMKBY
COPJ
AMKBY vs. COPJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) and Sprott Junior Copper Miners ETF (COPJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMKBY | COPJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.84 | -1.13 |
| Martin ratioReturn relative to average drawdown | 3.65 | 7.73 | -4.09 |
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Drawdowns
AMKBY vs. COPJ - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -83.58%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for AMKBY and COPJ.
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Drawdown Indicators
| AMKBY | COPJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.58% | -32.28% | -51.30% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -32.28% | +11.42% |
Max Drawdown (3Y)Largest decline over 3 years | -36.21% | -32.28% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -48.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.49% | — | — |
Current DrawdownCurrent decline from peak | -14.46% | -23.33% | +8.87% |
Average DrawdownAverage peak-to-trough decline | -44.90% | -12.01% | -32.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 11.82% | -2.04% |
Volatility
AMKBY vs. COPJ - Volatility Comparison
The current volatility for AP Moeller-Maersk AS (AMKBY) is 16.08%, while Sprott Junior Copper Miners ETF (COPJ) has a volatility of 19.61%. This indicates that AMKBY experiences smaller price fluctuations and is considered to be less risky than COPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMKBY | COPJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.08% | 19.61% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 38.85% | -9.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.76% | 45.16% | -7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.28% | 35.68% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.41% | 35.68% | +3.73% |
Dividends
AMKBY vs. COPJ - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 3.02%, less than COPJ's 11.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 3.02% | 6.85% | 8.11% | 34.67% | 17.14% | 1.48% | 0.63% | 12.17% | 1.28% | 0.80% | 4.83% | 19.05% |
COPJ Sprott Junior Copper Miners ETF | 11.54% | 11.57% | 11.64% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMKBY and COPJ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COPJ has higher volatility (19.61%) compared to AMKBY (16.08%). In terms of maximum drawdown, AMKBY dropped -83.58% vs COPJ's -32.28%.
COPJ currently has the higher Sharpe Ratio (2.04 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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