BOXX vs. CPRT
BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index, while CPRT (Copart, Inc.) is a stock. Over the past 3 years, BOXX returned 4.71%/yr vs -15.50%/yr for CPRT. At a 0.06 correlation, their price movements are largely independent.
Performance
BOXX vs. CPRT - Performance Comparison
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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%
BOXX vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
BOXX
CPRT
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.
| BOXX | CPRT | Difference | |
|---|---|---|---|
| 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 |
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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
| BOXX | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -56.94% | +56.94% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -16.68% | +16.68% |
Ulcer IndexDepth 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
| BOXX | CPRT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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