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COPJ vs. EVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPJ vs. EVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Copper Miners ETF (COPJ) and VanEck Vectors Environmental Services ETF (EVX). The values are adjusted to include any dividend payments, if applicable.

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COPJ vs. EVX - Yearly Performance Comparison


2026 (YTD)202520242023
COPJ
Sprott Junior Copper Miners ETF
-0.81%140.63%11.07%-5.30%
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%4.19%

Returns By Period

In the year-to-date period, COPJ achieves a -0.81% return, which is significantly lower than EVX's 1.28% return.


COPJ

1D
8.82%
1M
-20.74%
YTD
-0.81%
6M
38.34%
1Y
117.56%
3Y*
37.35%
5Y*
10Y*

EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPJ vs. EVX - Expense Ratio Comparison

COPJ has a 0.78% expense ratio, which is higher than EVX's 0.55% expense ratio.


Return for Risk

COPJ vs. EVX — Risk / Return Rank

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

COPJ
COPJ Risk / Return Rank: 9595
Overall Rank
COPJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
COPJ Omega Ratio Rank: 9494
Omega Ratio Rank
COPJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPJ Martin Ratio Rank: 9393
Martin Ratio Rank

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
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. EVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and VanEck Vectors Environmental Services ETF (EVX). 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.


COPJEVXDifference

Sharpe ratio

Return per unit of total volatility

2.84

0.57

+2.27

Sortino ratio

Return per unit of downside risk

3.05

0.90

+2.15

Omega ratio

Gain probability vs. loss probability

1.44

1.12

+0.32

Calmar ratio

Return relative to maximum drawdown

3.55

0.87

+2.68

Martin ratio

Return relative to average drawdown

13.23

2.52

+10.72

COPJ vs. EVX - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 2.84, which is higher than the EVX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of COPJ and EVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPJEVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

0.57

+2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.43

+0.58

Correlation

The correlation between COPJ and EVX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COPJ vs. EVX - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.67%, more than EVX's 0.18% yield.


TTM20252024202320222021202020192018201720162015
COPJ
Sprott Junior Copper Miners ETF
11.67%11.57%11.64%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%

Drawdowns

COPJ vs. EVX - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum EVX drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for COPJ and EVX.


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Drawdown Indicators


COPJEVXDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-55.91%

+23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-32.28%

-11.53%

-20.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-24.18%

-8.50%

-15.68%

Average Drawdown

Average peak-to-trough decline

-11.58%

-8.78%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

3.99%

+4.67%

Volatility

COPJ vs. EVX - Volatility Comparison

Sprott Junior Copper Miners ETF (COPJ) has a higher volatility of 18.58% compared to VanEck Vectors Environmental Services ETF (EVX) at 5.00%. This indicates that COPJ's price experiences larger fluctuations and is considered to be riskier than EVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPJEVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.58%

5.00%

+13.58%

Volatility (6M)

Calculated over the trailing 6-month period

34.54%

10.51%

+24.03%

Volatility (1Y)

Calculated over the trailing 1-year period

41.70%

16.76%

+24.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.88%

17.65%

+16.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

20.23%

+13.65%