COPJ vs. SCCO
Compare and contrast key facts about Sprott Junior Copper Miners ETF (COPJ) and Southern Copper Corporation (SCCO).
COPJ is a passively managed fund by Sprott that tracks the performance of the Nasdaq Sprott Junior Copper Miners Index - Benchmark TR Net. It was launched on Feb 1, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COPJ or SCCO.
Performance
COPJ vs. SCCO - Performance Comparison
Returns By Period
In the year-to-date period, COPJ achieves a 16.68% return, which is significantly lower than SCCO's 22.40% return.
COPJ
16.68%
-6.16%
-17.68%
31.18%
N/A
N/A
SCCO
22.40%
-8.69%
-19.31%
40.94%
28.40%
16.65%
Key characteristics
| COPJ | SCCO | |
|---|---|---|
| Sharpe Ratio | 1.07 | 1.07 |
| Sortino Ratio | 1.62 | 1.70 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 1.39 | 1.55 |
| Martin Ratio | 2.82 | 3.36 |
| Ulcer Index | 11.84% | 12.13% |
| Daily Std Dev | 31.25% | 38.30% |
| Max Drawdown | -26.71% | -78.57% |
| Current Drawdown | -17.68% | -19.31% |
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Correlation
The correlation between COPJ and SCCO is 0.77, 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.
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.
Dividends
COPJ vs. SCCO - Dividend Comparison
COPJ's dividend yield for the trailing twelve months is around 2.12%, more than SCCO's 2.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 2.12% | 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 | 2.04% | 4.67% | 5.84% | 5.21% | 2.31% | 4.84% | 4.57% | 1.25% | 0.56% | 1.31% | 1.64% | 2.37% |
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.
Volatility
COPJ vs. SCCO - Volatility Comparison
The current volatility for Sprott Junior Copper Miners ETF (COPJ) is 8.44%, while Southern Copper Corporation (SCCO) has a volatility of 9.87%. 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.