COPLX vs. CPER
Compare and contrast key facts about Copley Fund (COPLX) and United States Copper Index Fund (CPER).
COPLX is managed by Copley. It was launched on Sep 1, 1978. CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COPLX or CPER.
Key characteristics
| COPLX | CPER | |
|---|---|---|
| YTD Return | 15.14% | 16.03% |
| 1Y Return | 23.84% | 21.05% |
| 3Y Return (Ann) | 5.05% | 1.78% |
| 5Y Return (Ann) | 7.84% | 10.53% |
| 10Y Return (Ann) | 9.63% | 3.36% |
| Sharpe Ratio | 2.51 | 1.05 |
| Sortino Ratio | 3.43 | 1.51 |
| Omega Ratio | 1.47 | 1.19 |
| Calmar Ratio | 2.78 | 0.91 |
| Martin Ratio | 13.65 | 2.36 |
| Ulcer Index | 1.74% | 9.58% |
| Daily Std Dev | 9.46% | 21.57% |
| Max Drawdown | -44.70% | -54.04% |
| Current Drawdown | -1.40% | -10.74% |
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.
Performance
COPLX vs. CPER - Performance Comparison
In the year-to-date period, COPLX achieves a 15.14% return, which is significantly lower than CPER's 16.03% return. Over the past 10 years, COPLX has outperformed CPER with an annualized return of 9.63%, while CPER has yielded a comparatively lower 3.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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COPLX vs. CPER - Expense Ratio Comparison
COPLX has a 2.37% expense ratio, which is higher than CPER's 0.80% expense ratio.
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.
Dividends
COPLX vs. CPER - Dividend Comparison
Neither COPLX nor CPER has paid dividends to shareholders.
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.
Volatility
COPLX vs. CPER - Volatility Comparison
The current volatility for Copley Fund (COPLX) is 2.41%, while United States Copper Index Fund (CPER) has a volatility of 4.72%. 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.