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COPJ vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COPJ and SCCO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

COPJ vs. SCCO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.28%
-13.87%
COPJ
SCCO

Key characteristics

Sharpe Ratio

COPJ:

0.32

SCCO:

0.43

Sortino Ratio

COPJ:

0.66

SCCO:

0.89

Omega Ratio

COPJ:

1.08

SCCO:

1.10

Calmar Ratio

COPJ:

0.40

SCCO:

0.61

Martin Ratio

COPJ:

0.75

SCCO:

1.20

Ulcer Index

COPJ:

12.95%

SCCO:

13.44%

Daily Std Dev

COPJ:

30.42%

SCCO:

37.40%

Max Drawdown

COPJ:

-26.71%

SCCO:

-78.57%

Current Drawdown

COPJ:

-23.97%

SCCO:

-26.34%

Returns By Period

In the year-to-date period, COPJ achieves a 7.76% return, which is significantly lower than SCCO's 11.74% return.


COPJ

YTD

7.76%

1M

-8.67%

6M

-10.28%

1Y

11.46%

5Y*

N/A

10Y*

N/A

SCCO

YTD

11.74%

1M

-8.71%

6M

-11.85%

1Y

13.20%

5Y*

22.72%

10Y*

16.95%

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Risk-Adjusted Performance

COPJ vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Copper Miners ETF (COPJ) and Southern Copper Corporation (SCCO). 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.


Sharpe ratio
The chart of Sharpe ratio for COPJ, currently valued at 0.32, compared to the broader market0.002.004.000.320.35
The chart of Sortino ratio for COPJ, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.660.79
The chart of Omega ratio for COPJ, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.09
The chart of Calmar ratio for COPJ, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.50
The chart of Martin ratio for COPJ, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.000.750.97
COPJ
SCCO

The current COPJ Sharpe Ratio is 0.32, which is comparable to the SCCO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of COPJ and SCCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.35
COPJ
SCCO

Dividends

COPJ vs. SCCO - Dividend Comparison

COPJ's dividend yield for the trailing twelve months is around 12.00%, more than SCCO's 2.25% yield.


TTM20232022202120202019201820172016201520142013
COPJ
Sprott Junior Copper Miners ETF
12.00%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
2.25%4.67%5.82%5.19%2.31%4.83%4.57%1.25%0.56%1.31%1.64%2.38%

Drawdowns

COPJ vs. SCCO - Drawdown Comparison

The maximum COPJ drawdown since its inception was -26.71%, smaller than the maximum SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for COPJ and SCCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-23.97%
-26.34%
COPJ
SCCO

Volatility

COPJ vs. SCCO - Volatility Comparison

The current volatility for Sprott Junior Copper Miners ETF (COPJ) is 6.40%, while Southern Copper Corporation (SCCO) has a volatility of 9.75%. This indicates that COPJ experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
9.75%
COPJ
SCCO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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