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COPJ vs. AII.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPJ vs. AII.TO - Performance Comparison

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

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Different Trading Currencies

COPJ is traded in USD, while AII.TO is traded in CAD. To make them comparable, the AII.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPJ achieves a 0.79% return, which is significantly lower than AII.TO's 87.33% return.


COPJ

1D
2.38%
1M
-11.17%
YTD
0.79%
6M
-0.15%
1Y
82.49%
3Y*
38.25%
5Y*
10Y*

AII.TO

1D
2.26%
1M
-16.76%
YTD
87.33%
6M
86.46%
1Y
124.10%
3Y*
189.68%
5Y*
67.01%
10Y*
46.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPJ vs. AII.TO - Yearly Performance Comparison


2026 (YTD)202520242023
COPJ
Sprott Junior Copper Miners ETF
0.79%140.63%11.07%-6.47%
AII.TO
Almonty Industries Inc.
87.33%826.55%55.36%-32.11%

Correlation

The correlation between COPJ and AII.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.27

Over the past year, COPJ and AII.TO have become more correlated (0.47) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

COPJ vs. AII.TO — Risk / Return Rank

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

COPJ
COPJ Risk / Return Rank: 5757
Overall Rank
COPJ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 5454
Sortino Ratio Rank
COPJ Omega Ratio Rank: 5858
Omega Ratio Rank
COPJ Calmar Ratio Rank: 6161
Calmar Ratio Rank
COPJ Martin Ratio Rank: 4646
Martin Ratio Rank

AII.TO
AII.TO Risk / Return Rank: 7979
Overall Rank
AII.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AII.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
AII.TO Omega Ratio Rank: 7777
Omega Ratio Rank
AII.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
AII.TO Martin Ratio Rank: 7878
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.

COPJ vs. AII.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and Almonty Industries Inc. (AII.TO). 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.


COPJAII.TODifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.57

2.26

+0.31

Martin ratioReturn relative to average drawdown

6.71

4.65

+2.06

COPJ vs. AII.TO - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 1.84, which is higher than the AII.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of COPJ and AII.TO, 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

COPJ vs. AII.TO - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum AII.TO drawdown of -85.01%. Use the drawdown chart below to compare losses from any high point for COPJ and AII.TO.


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Drawdown Indicators


COPJAII.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-85.01%

+52.73%

Max Drawdown (1Y)

Largest decline over 1 year

-32.28%

-55.32%

+23.04%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-55.32%

+23.04%

Max Drawdown (5Y)

Largest decline over 5 years

-62.74%

Max Drawdown (10Y)

Largest decline over 10 years

-69.80%

Current Drawdown

Current decline from peak

-22.96%

-29.47%

+6.51%

Average Drawdown

Average peak-to-trough decline

-12.08%

-40.58%

+28.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.33%

26.78%

-14.45%

Volatility

COPJ vs. AII.TO - Volatility Comparison

The current volatility for Sprott Junior Copper Miners ETF (COPJ) is 18.91%, while Almonty Industries Inc. (AII.TO) has a volatility of 31.27%. This indicates that COPJ experiences smaller price fluctuations and is considered to be less risky than AII.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPJAII.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.91%

31.27%

-12.36%

Volatility (6M)

Calculated over the trailing 6-month period

38.69%

67.66%

-28.97%

Volatility (1Y)

Calculated over the trailing 1-year period

44.95%

99.43%

-54.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

75.37%

-39.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.66%

75.68%

-40.02%

Dividends

COPJ vs. AII.TO - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.48%, while AII.TO has not paid dividends to shareholders.


PositionTTM202520242023
AII.TO
Almonty Industries Inc.
0.00%0.00%0.00%0.00%
COPJ
Sprott Junior Copper Miners ETF
11.48%11.57%11.64%2.48%

Frequently Asked Questions


COPJ and AII.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for COPJ and AII.TO

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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