COPJ vs. SCBFY

Last updated Jun 4, 2026

COPJ (Sprott Junior Copper Miners ETF) is Commodity Producers Equities fund tracking the Nasdaq Sprott Junior Copper Miners Index, while SCBFY (Standard Chartered PLC) is a stock. Over the past 3 years, COPJ returned 45.39%/yr vs 54.52%/yr for SCBFY. At a 0.40 correlation, their price movements are largely independent.

Performance

COPJ vs. SCBFY - Performance Comparison

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

Returns By Period

In the year-to-date period, COPJ achieves a 15.22% return, which is significantly lower than SCBFY's 17.11% return.

COPJ

• 1D: -4.49%
• 1M: 13.66%
• YTD: 15.22%
• 6M: 30.03%
• 1Y: 123.62%
• 3Y*: 45.39%
• 5Y*: —
• 10Y*: —

SCBFY

• 1D: 2.91%
• 1M: 10.53%
• YTD: 17.11%
• 6M: 27.70%
• 1Y: 87.41%
• 3Y*: 54.52%
• 5Y*: 35.14%
• 10Y*: —

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

COPJ vs. SCBFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
COPJ Sprott Junior Copper Miners ETF	15.22%	140.63%	11.07%	-5.30%
SCBFY Standard Chartered PLC	17.11%	103.24%	52.51%	5.38%

Correlation

The correlation between COPJ and SCBFY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023	0.40

Return for Risk

COPJ vs. SCBFY — Risk / Return Rank

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

COPJ

COPJ Risk / Return Rank: 73
COPJ Sharpe Ratio Rank: 87
COPJ Sortino Ratio Rank: 67
COPJ Omega Ratio Rank: 72
COPJ Calmar Ratio Rank: 75
COPJ Martin Ratio Rank: 62

SCBFY

SCBFY Risk / Return Rank: 90
SCBFY Sharpe Ratio Rank: 93
SCBFY Sortino Ratio Rank: 91
SCBFY Omega Ratio Rank: 90
SCBFY Calmar Ratio Rank: 87
SCBFY Martin Ratio Rank: 91

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. SCBFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and Standard Chartered PLC (SCBFY). 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.

	COPJ	SCBFY	Difference
Sharpe ratio Return per unit of total volatility	2.95	2.78	+0.17
Sortino ratio Return per unit of downside risk	3.14	3.39	-0.25
Omega ratio Gain probability vs. loss probability	1.44	1.45	-0.01
Calmar ratio Return relative to maximum drawdown	3.85	3.93	-0.08
Martin ratio Return relative to average drawdown	11.26	13.33	-2.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COPJ vs. SCBFY - Sharpe Ratio Comparison

The current COPJ Sharpe Ratio is 2.95, which is comparable to the SCBFY Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of COPJ and SCBFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COPJ	SCBFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	2.78	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.61	+0.48

Drawdowns

COPJ vs. SCBFY - Drawdown Comparison

The maximum COPJ drawdown since its inception was -32.28%, smaller than the maximum SCBFY drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for COPJ and SCBFY.

Drawdown Indicators

	COPJ	SCBFY	Difference
Max Drawdown Largest peak-to-trough decline	-32.28%	-55.18%	+22.90%
Max Drawdown (1Y) Largest decline over 1 year	-32.28%	-21.98%	-10.30%
Max Drawdown (3Y) Largest decline over 3 years	-32.28%	-28.20%	-4.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.20%	—
Current Drawdown Current decline from peak	-11.93%	0.00%	-11.93%
Average Drawdown Average peak-to-trough decline	-11.86%	-18.17%	+6.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.02%	6.48%	+4.54%

Volatility

COPJ vs. SCBFY - Volatility Comparison

Sprott Junior Copper Miners ETF (COPJ) has a higher volatility of 15.44% compared to Standard Chartered PLC (SCBFY) at 10.73%. This indicates that COPJ's price experiences larger fluctuations and is considered to be riskier than SCBFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COPJ	SCBFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.44%	10.73%	+4.71%
Volatility (6M) Calculated over the trailing 6-month period	35.19%	25.98%	+9.21%
Volatility (1Y) Calculated over the trailing 1-year period	42.16%	31.64%	+10.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.78%	36.03%	-1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.78%	40.29%	-5.51%

Dividends

COPJ vs. SCBFY - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 10.04%, more than SCBFY's 2.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
COPJ Sprott Junior Copper Miners ETF	10.04%	11.57%	11.64%	2.48%	0.00%	0.00%	0.00%
SCBFY Standard Chartered PLC	2.17%	1.63%	2.40%	2.36%	1.66%	1.96%	2.75%

Frequently Asked Questions

Can I hold both COPJ and SCBFY in my portfolio?

COPJ and SCBFY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COPJ or SCBFY?

COPJ has higher volatility (15.44%) compared to SCBFY (10.73%). In terms of maximum drawdown, COPJ dropped -32.28% vs SCBFY's -55.18%.

Which has better risk-adjusted returns?

COPJ currently has the higher Sharpe Ratio (2.95 vs 2.78), 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.