ANTO.L vs. ICOP
Compare and contrast key facts about Antofagasta plc (ANTO.L) and Ishares Copper And Metals Mining ETF (ICOP).
ICOP is a passively managed fund by iShares that tracks the performance of the STOXX Global Copper and Metals Mining Index - Benchmark TR Net. It was launched on Jun 21, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANTO.L or ICOP.
Performance
ANTO.L vs. ICOP - Performance Comparison
Returns By Period
In the year-to-date period, ANTO.L achieves a -1.15% return, which is significantly lower than ICOP's 9.99% return.
ANTO.L
-1.15%
-9.24%
-29.81%
20.40%
13.18%
9.09%
ICOP
9.99%
-9.12%
-18.36%
25.66%
N/A
N/A
Key characteristics
| ANTO.L | ICOP | |
|---|---|---|
| Sharpe Ratio | 0.58 | 0.87 |
| Sortino Ratio | 1.01 | 1.37 |
| Omega Ratio | 1.13 | 1.16 |
| Calmar Ratio | 0.62 | 1.07 |
| Martin Ratio | 1.36 | 2.29 |
| Ulcer Index | 15.00% | 11.89% |
| Daily Std Dev | 35.15% | 31.31% |
| Max Drawdown | -78.77% | -25.40% |
| Current Drawdown | -31.12% | -20.22% |
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Correlation
The correlation between ANTO.L and ICOP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ANTO.L vs. ICOP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Antofagasta plc (ANTO.L) and Ishares Copper And Metals Mining ETF (ICOP). 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.
Dividends
ANTO.L vs. ICOP - Dividend Comparison
ANTO.L's dividend yield for the trailing twelve months is around 1.54%, less than ICOP's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANTO.L Antofagasta plc | 1.54% | 2.97% | 6.40% | 3.89% | 2.04% | 4.08% | 4.40% | 1.94% | 0.26% | 1.69% | 4.62% | 4.39% |
ICOP Ishares Copper And Metals Mining ETF | 2.15% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ANTO.L vs. ICOP - Drawdown Comparison
The maximum ANTO.L drawdown since its inception was -78.77%, which is greater than ICOP's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for ANTO.L and ICOP. For additional features, visit the drawdowns tool.
Volatility
ANTO.L vs. ICOP - Volatility Comparison
Antofagasta plc (ANTO.L) has a higher volatility of 12.40% compared to Ishares Copper And Metals Mining ETF (ICOP) at 8.92%. This indicates that ANTO.L's price experiences larger fluctuations and is considered to be riskier than ICOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.