BWLP vs. COPJ
BWLP (BW LPG Limited) 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, BWLP returned 63.61%/yr vs 34.70%/yr for COPJ. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
BWLP vs. COPJ - Performance Comparison
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Returns By Period
BWLP
- 1D
- 0.85%
- 1M
- 22.81%
- 6M
- 59.35%
- YTD
- 90.25%
- 1Y
- 97.22%
- 3Y*
- 63.61%
- 5Y*
- 139.14%
- 10Y*
- 73.47%
- ALL TIME*
- 53.45%
COPJ
- 1D
- -0.83%
- 1M
- -1.50%
- 6M
- -14.72%
- YTD
- 0.00%
- 1Y
- 79.19%
- 3Y*
- 34.70%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 30.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BWLP BW LPG Limited | $6.48M | $7.23M | $9.07M |
| $2.16M | $2.22M | $3.49M |
BWLP vs. COPJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BWLP BW LPG Limited | 90.25% | 29.04% | 0.32% | 727.99% |
COPJ Sprott Junior Copper Miners ETF | 0.00% | 140.63% | 11.07% | -6.47% |
Correlation
The correlation between BWLP and COPJ is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.19 |
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Return for Risk
BWLP vs. COPJ — Risk / Return Rank
BWLP
COPJ
BWLP vs. COPJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) 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.
| BWLP | COPJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.53 | +1.16 |
| Martin ratioReturn relative to average drawdown | 7.76 | 5.76 | +2.00 |
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Drawdowns
BWLP vs. COPJ - Drawdown Comparison
The maximum BWLP drawdown since its inception was -68.80%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for BWLP and COPJ.
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Drawdown Indicators
| BWLP | COPJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.80% | -32.28% | -36.52% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -32.28% | +6.24% |
Max Drawdown (3Y)Largest decline over 3 years | -54.28% | -32.28% | -22.00% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -23.56% | +23.56% |
Average DrawdownAverage peak-to-trough decline | -20.55% | -12.38% | -8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 14.14% | -1.78% |
Volatility
BWLP vs. COPJ - Volatility Comparison
The current volatility for BW LPG Limited (BWLP) is 11.99%, while Sprott Junior Copper Miners ETF (COPJ) has a volatility of 12.84%. This indicates that BWLP 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
| BWLP | COPJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.99% | 12.84% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 31.37% | 39.35% | -7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.29% | 46.09% | -6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.16% | 35.86% | +71.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.36% | 35.86% | +53.50% |
Dividends
BWLP vs. COPJ - Dividend Comparison
BWLP's dividend yield for the trailing twelve months is around 11.13%, less than COPJ's 11.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWLP BW LPG Limited | 11.13% | 10.08% | 33.42% | 70.60% | 81.52% | 24.41% | 18.45% | 7.70% | 0.00% | 0.00% | 61.62% | 31.19% |
COPJ Sprott Junior Copper Miners ETF | 11.57% | 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
BWLP and COPJ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COPJ has higher volatility (12.84%) compared to BWLP (11.99%). In terms of maximum drawdown, BWLP dropped -68.80% vs COPJ's -32.28%.
BWLP currently has the higher Sharpe Ratio (2.45 vs 1.77), 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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