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BWLP vs. COPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWLP vs. COPJ - Performance Comparison

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

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.48M$7.23M$9.07M
$2.16M$2.22M$3.49M

BWLP vs. COPJ - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare historical risk-adjusted metric ranks over the past 12 months.

BWLP
BWLP Risk / Return Rank: 9191
Overall Rank
BWLP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 9090
Sortino Ratio Rank
BWLP Omega Ratio Rank: 9090
Omega Ratio Rank
BWLP Calmar Ratio Rank: 9191
Calmar Ratio Rank
BWLP Martin Ratio Rank: 8787
Martin Ratio Rank

COPJ
COPJ Risk / Return Rank: 6868
Overall Rank
COPJ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 6767
Sortino Ratio Rank
COPJ Omega Ratio Rank: 7070
Omega Ratio Rank
COPJ Calmar Ratio Rank: 7373
Calmar Ratio Rank
COPJ Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


BWLPCOPJDifference
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

BWLP vs. COPJ - Sharpe Ratio Comparison

The current BWLP Sharpe Ratio is 2.45, which is higher than the COPJ Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BWLP 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.


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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


BWLPCOPJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-23.56%

+23.56%

Average Drawdown

Average peak-to-trough decline

-20.55%

-12.38%

-8.17%

Ulcer Index

Depth 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


BWLPCOPJDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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