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BOXX vs. CPRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOXX vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) and Copart, Inc. (CPRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOXX achieves a 2.09% return, which is significantly higher than CPRT's -29.78% return.


BOXX

1D
0.01%
1M
0.38%
6M
1.89%
YTD
2.09%
1Y
4.08%
3Y*
4.71%
5Y*
10Y*
ALL TIME*
4.71%

CPRT

1D
-0.43%
1M
-9.06%
6M
-33.02%
YTD
-29.78%
1Y
-40.21%
3Y*
-15.50%
5Y*
-5.30%
10Y*
15.88%
ALL TIME*
17.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOXX vs. CPRT - Yearly Performance Comparison


2026 (YTD)2025202420232022
BOXX
Alpha Architect 1-3 Month Box ETF
2.09%4.37%5.16%5.04%0.07%
CPRT
Copart, Inc.
-29.78%-31.78%17.12%60.95%1.33%

Correlation

The correlation between BOXX and CPRT 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

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2022

0.06

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Return for Risk

BOXX vs. CPRT — Risk / Return Rank

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

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 100100
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
Martin Ratio Rank

CPRT
CPRT Risk / Return Rank: 44
Overall Rank
CPRT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 22
Sortino Ratio Rank
CPRT Omega Ratio Rank: 33
Omega Ratio Rank
CPRT Calmar Ratio Rank: 88
Calmar Ratio Rank
CPRT Martin Ratio Rank: 55
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.

BOXX vs. CPRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Copart, Inc. (CPRT). 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.


BOXXCPRTDifference
Sharpe ratioReturn per unit of total volatility

+13.98

Sortino ratioReturn per unit of downside risk

+38.42

Omega ratioGain probability vs. loss probability

8.79

0.72

+8.07

Calmar ratioReturn relative to maximum drawdown

59.60

-0.89

+60.49

Martin ratioReturn relative to average drawdown

502.06

-1.58

+503.64

BOXX vs. CPRT - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 12.46, which is higher than the CPRT Sharpe Ratio of -1.53. The chart below compares the historical Sharpe Ratios of BOXX and CPRT, 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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Drawdowns

BOXX vs. CPRT - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum CPRT drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for BOXX and CPRT.


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Drawdown Indicators


BOXXCPRTDifference

Max Drawdown

Largest peak-to-trough decline

-0.12%

-72.49%

+72.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-45.41%

+45.34%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-57.27%

+57.15%

Max Drawdown (5Y)

Largest decline over 5 years

-57.27%

Max Drawdown (10Y)

Largest decline over 10 years

-57.27%

Current Drawdown

Current decline from peak

0.00%

-56.94%

+56.94%

Average Drawdown

Average peak-to-trough decline

-0.00%

-16.68%

+16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

25.46%

-25.45%

Volatility

BOXX vs. CPRT - Volatility Comparison

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.11%, while Copart, Inc. (CPRT) has a volatility of 12.73%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOXXCPRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

12.73%

-12.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

21.75%

-21.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

26.49%

-26.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

26.48%

-26.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.37%

27.69%

-27.32%

Dividends

BOXX vs. CPRT - Dividend Comparison

Neither BOXX nor CPRT has paid dividends to shareholders.


PositionTTM20252024
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%
CPRT
Copart, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


BOXX and CPRT 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.

CPRT has higher volatility (12.73%) compared to BOXX (0.11%). In terms of maximum drawdown, BOXX dropped -0.12% vs CPRT's -72.49%.

BOXX currently has the higher Sharpe Ratio (12.46 vs -1.53), 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.

Portfolio Optimizer

Find the right allocation for BOXX and CPRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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