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COPLX vs. CPER
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COPLX and CPER is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

COPLX vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copley Fund (COPLX) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
275.17%
1.75%
COPLX
CPER

Key characteristics

Sharpe Ratio

COPLX:

1.91

CPER:

0.31

Sortino Ratio

COPLX:

2.68

CPER:

0.58

Omega Ratio

COPLX:

1.37

CPER:

1.07

Calmar Ratio

COPLX:

2.99

CPER:

0.30

Martin Ratio

COPLX:

10.79

CPER:

0.61

Ulcer Index

COPLX:

1.79%

CPER:

11.28%

Daily Std Dev

COPLX:

10.14%

CPER:

22.38%

Max Drawdown

COPLX:

-44.70%

CPER:

-54.04%

Current Drawdown

COPLX:

-3.08%

CPER:

-18.36%

Returns By Period

In the year-to-date period, COPLX achieves a 18.59% return, which is significantly higher than CPER's 6.13% return. Over the past 10 years, COPLX has outperformed CPER with an annualized return of 9.80%, while CPER has yielded a comparatively lower 2.91% annualized return.


COPLX

YTD

18.59%

1M

-0.77%

6M

10.00%

1Y

18.66%

5Y*

7.16%

10Y*

9.80%

CPER

YTD

6.13%

1M

-1.61%

6M

-6.63%

1Y

5.65%

5Y*

7.87%

10Y*

2.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


COPLX vs. CPER - Expense Ratio Comparison

COPLX has a 2.37% expense ratio, which is higher than CPER's 0.80% expense ratio.


COPLX
Copley Fund
Expense ratio chart for COPLX: current value at 2.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.37%
Expense ratio chart for CPER: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

COPLX vs. CPER - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Copley Fund (COPLX) and United States Copper Index Fund (CPER). 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 COPLX, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.910.31
The chart of Sortino ratio for COPLX, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.680.58
The chart of Omega ratio for COPLX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.07
The chart of Calmar ratio for COPLX, currently valued at 2.99, compared to the broader market0.002.004.006.008.0010.0012.0014.002.990.30
The chart of Martin ratio for COPLX, currently valued at 10.79, compared to the broader market0.0020.0040.0060.0010.790.61
COPLX
CPER

The current COPLX Sharpe Ratio is 1.91, which is higher than the CPER Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of COPLX and CPER, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
0.31
COPLX
CPER

Dividends

COPLX vs. CPER - Dividend Comparison

Neither COPLX nor CPER has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COPLX vs. CPER - Drawdown Comparison

The maximum COPLX drawdown since its inception was -44.70%, smaller than the maximum CPER drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for COPLX and CPER. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.08%
-18.36%
COPLX
CPER

Volatility

COPLX vs. CPER - Volatility Comparison

The current volatility for Copley Fund (COPLX) is 3.23%, while United States Copper Index Fund (CPER) has a volatility of 3.50%. This indicates that COPLX experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
3.50%
COPLX
CPER
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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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