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COPJ vs. RIO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPJ vs. RIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Junior Copper Miners ETF (COPJ) and Rio Tinto Group (RIO). 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 0.31% return, which is significantly lower than RIO's 22.77% return.


COPJ

1D
-5.08%
1M
-6.08%
YTD
0.31%
6M
1.57%
1Y
91.12%
3Y*
38.95%
5Y*
10Y*

RIO

1D
-3.80%
1M
-8.30%
YTD
22.77%
6M
21.34%
1Y
76.27%
3Y*
21.88%
5Y*
10.27%
10Y*
20.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPJ vs. RIO - Yearly Performance Comparison


2026 (YTD)202520242023
COPJ
Sprott Junior Copper Miners ETF
0.31%140.63%11.07%-6.47%
RIO
Rio Tinto Group
22.77%44.47%-15.36%-0.02%

Correlation

The correlation between COPJ and RIO is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.63

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

0.65

The correlation between COPJ and RIO has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

COPJ vs. RIO — Risk / Return Rank

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

COPJ
COPJ Risk / Return Rank: 5656
Overall Rank
COPJ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 5151
Sortino Ratio Rank
COPJ Omega Ratio Rank: 5656
Omega Ratio Rank
COPJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
COPJ Martin Ratio Rank: 4848
Martin Ratio Rank

RIO
RIO Risk / Return Rank: 9292
Overall Rank
RIO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RIO Sortino Ratio Rank: 9090
Sortino Ratio Rank
RIO Omega Ratio Rank: 8989
Omega Ratio Rank
RIO Calmar Ratio Rank: 9292
Calmar Ratio Rank
RIO Martin Ratio Rank: 9595
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. RIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and Rio Tinto Group (RIO). 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.


COPJRIODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.84

5.05

-2.21

Martin ratioReturn relative to average drawdown

7.73

17.65

-9.92

COPJ vs. RIO - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 2.04, which is comparable to the RIO Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of COPJ and RIO, 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. RIO - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for COPJ and RIO.


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Drawdown Indicators


COPJRIODifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-88.97%

+56.69%

Max Drawdown (1Y)

Largest decline over 1 year

-32.28%

-15.19%

-17.09%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-24.19%

-8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

Current Drawdown

Current decline from peak

-23.33%

-14.69%

-8.64%

Average Drawdown

Average peak-to-trough decline

-12.01%

-23.75%

+11.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

4.34%

+7.48%

Volatility

COPJ vs. RIO - Volatility Comparison

Sprott Junior Copper Miners ETF (COPJ) has a higher volatility of 19.61% compared to Rio Tinto Group (RIO) at 10.89%. This indicates that COPJ's price experiences larger fluctuations and is considered to be riskier than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPJRIODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.61%

10.89%

+8.72%

Volatility (6M)

Calculated over the trailing 6-month period

38.85%

24.91%

+13.94%

Volatility (1Y)

Calculated over the trailing 1-year period

45.16%

29.70%

+15.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.68%

29.37%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.68%

30.56%

+5.12%

Dividends

COPJ vs. RIO - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 11.54%, more than RIO's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
COPJ
Sprott Junior Copper Miners ETF
11.54%11.57%11.64%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIO
Rio Tinto Group
4.21%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%

Frequently Asked Questions


COPJ and RIO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COPJ has higher volatility (19.61%) compared to RIO (10.89%). In terms of maximum drawdown, COPJ dropped -32.28% vs RIO's -88.97%.

RIO currently has the higher Sharpe Ratio (2.59 vs 2.04), 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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