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COPJ vs. KF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPJ vs. KF - Performance Comparison

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

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Returns By Period

In the year-to-date period, COPJ achieves a 0.79% return, which is significantly lower than KF's 107.08% return.


COPJ

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

KF

1D
3.30%
1M
0.68%
YTD
107.08%
6M
104.71%
1Y
182.72%
3Y*
49.92%
5Y*
20.00%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPJ vs. KF - Yearly Performance Comparison


2026 (YTD)202520242023
COPJ
Sprott Junior Copper Miners ETF
0.79%140.63%11.07%-6.47%
KF
The Korea Fund Inc
107.08%99.36%-19.29%-5.29%

Correlation

The correlation between COPJ and KF is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.43

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Return for Risk

COPJ vs. KF — 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

KF
KF Risk / Return Rank: 9595
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 8989
Sortino Ratio Rank
KF Omega Ratio Rank: 9090
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
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. KF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and The Korea Fund Inc (KF). 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.


COPJKFDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.31

1.58

-0.27

Calmar ratioReturn relative to maximum drawdown

2.57

7.23

-4.67

Martin ratioReturn relative to average drawdown

6.71

25.50

-18.78

COPJ vs. KF - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 1.84, which is lower than the KF Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of COPJ and KF, 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. KF - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum KF drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for COPJ and KF.


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Drawdown Indicators


COPJKFDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-85.25%

+52.97%

Max Drawdown (1Y)

Largest decline over 1 year

-32.28%

-25.42%

-6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-28.04%

-4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-47.02%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-22.96%

-6.05%

-16.91%

Average Drawdown

Average peak-to-trough decline

-12.08%

-37.83%

+25.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.33%

7.20%

+5.13%

Volatility

COPJ vs. KF - Volatility Comparison

The current volatility for Sprott Junior Copper Miners ETF (COPJ) is 18.91%, while The Korea Fund Inc (KF) has a volatility of 25.49%. This indicates that COPJ experiences smaller price fluctuations and is considered to be less risky than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPJKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.91%

25.49%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

38.69%

43.03%

-4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

44.95%

46.24%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

29.37%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.66%

26.87%

+8.79%

COPJ vs. KF - Expense Ratio Comparison

COPJ has a 0.78% expense ratio, which is higher than KF's 0.02% expense ratio.


Dividends

COPJ vs. KF - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.48%, more than KF's 0.58% yield.


PositionTTM20252024202320222021202020192018201720162015
COPJ
Sprott Junior Copper Miners ETF
11.48%11.57%11.64%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KF
The Korea Fund Inc
0.58%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%

Frequently Asked Questions


COPJ and KF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KF has higher volatility (25.49%) compared to COPJ (18.91%). In terms of maximum drawdown, COPJ dropped -32.28% vs KF's -85.25%.

KF currently has the higher Sharpe Ratio (3.98 vs 1.84), 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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