BCS vs. COPJ

Last updated Jun 4, 2026

BCS (Barclays PLC) is a stock, while COPJ (Sprott Junior Copper Miners ETF) is Commodity Producers Equities fund tracking the Nasdaq Sprott Junior Copper Miners Index. Over the past 3 years, BCS returned 51.43%/yr vs 45.39%/yr for COPJ. At a 0.46 correlation, their price movements are largely independent.

Performance

BCS vs. COPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays PLC (BCS) and Sprott Junior Copper Miners ETF (COPJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCS achieves a -1.82% return, which is significantly lower than COPJ's 15.22% return.

BCS

• 1D: -2.33%
• 1M: 8.05%
• YTD: -1.82%
• 6M: 7.42%
• 1Y: 40.02%
• 3Y*: 51.43%
• 5Y*: 22.63%
• 10Y*: 12.30%

COPJ

• 1D: -4.49%
• 1M: 13.66%
• YTD: 15.22%
• 6M: 30.03%
• 1Y: 123.62%
• 3Y*: 45.39%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCS vs. COPJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCS Barclays PLC	-1.82%	96.49%	76.26%	-10.80%
COPJ Sprott Junior Copper Miners ETF	15.22%	140.63%	11.07%	-5.30%

Correlation

The correlation between BCS and COPJ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023	0.46

Return for Risk

BCS vs. COPJ — Risk / Return Rank

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

BCS

BCS Risk / Return Rank: 73
BCS Sharpe Ratio Rank: 79
BCS Sortino Ratio Rank: 74
BCS Omega Ratio Rank: 71
BCS Calmar Ratio Rank: 69
BCS Martin Ratio Rank: 72

COPJ

COPJ Risk / Return Rank: 73
COPJ Sharpe Ratio Rank: 87
COPJ Sortino Ratio Rank: 67
COPJ Omega Ratio Rank: 72
COPJ Calmar Ratio Rank: 75
COPJ Martin Ratio Rank: 62

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.

BCS vs. COPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) 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.

	BCS	COPJ	Difference
Sharpe ratio: Return per unit of total volatility	1.39	2.95	-1.56
Sortino ratio: Return per unit of downside risk	1.99	3.14	-1.14
Omega ratio: Gain probability vs. loss probability	1.24	1.44	-0.20
Calmar ratio: Return relative to maximum drawdown	1.53	3.85	-2.32
Martin ratio: Return relative to average drawdown	4.41	11.26	-6.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCS vs. COPJ - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.39, which is lower than the COPJ Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of BCS and COPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BCS	COPJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	2.95	-1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.10	-0.92

Drawdowns

BCS vs. COPJ - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.36%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for BCS and COPJ.

Drawdown Indicators

	BCS	COPJ	Difference
Max Drawdown Largest peak-to-trough decline	-94.36%	-32.28%	-62.08%
Max Drawdown (1Y) Largest decline over 1 year	-26.20%	-32.28%	+6.08%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-32.28%	+6.08%
Max Drawdown (5Y) Largest decline over 5 years	-48.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.10%	—	—
Current Drawdown Current decline from peak	-26.99%	-11.93%	-15.06%
Average Drawdown Average peak-to-trough decline	-38.43%	-11.86%	-26.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.10%	11.02%	-1.92%

Volatility

BCS vs. COPJ - Volatility Comparison

The current volatility for Barclays PLC (BCS) is 10.68%, while Sprott Junior Copper Miners ETF (COPJ) has a volatility of 15.44%. This indicates that BCS 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.

Volatility by Period

	BCS	COPJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.68%	15.44%	-4.76%
Volatility (6M) Calculated over the trailing 6-month period	23.30%	35.19%	-11.89%
Volatility (1Y) Calculated over the trailing 1-year period	28.85%	42.16%	-13.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.97%	34.78%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.72%	34.78%	+2.94%

Dividends

BCS vs. COPJ - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 1.89%, less than COPJ's 10.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCS Barclays PLC	1.89%	1.70%	3.13%	4.86%	4.18%	1.61%	3.91%	3.68%	3.21%	1.37%	2.26%	2.95%
COPJ Sprott Junior Copper Miners ETF	10.04%	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

Can I hold both BCS and COPJ in my portfolio?

BCS and COPJ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCS or COPJ?

COPJ has higher volatility (15.44%) compared to BCS (10.68%). In terms of maximum drawdown, BCS dropped -94.36% vs COPJ's -32.28%.

Which has better risk-adjusted returns?

COPJ currently has the higher Sharpe Ratio (2.95 vs 1.39), 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.