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COPM.AS vs. SRUUF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPM.AS vs. SRUUF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Copper Miners UCITS ETF (COPM.AS) and Sprott Physical Uranium Trust Fund (SRUUF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COPM.AS achieves a 27.79% return, which is significantly higher than SRUUF's 0.93% return.


COPM.AS

1D
-2.44%
1M
16.46%
YTD
27.79%
6M
38.45%
1Y
110.00%
3Y*
5Y*
10Y*

SRUUF

1D
-2.82%
1M
-3.15%
YTD
0.93%
6M
8.74%
1Y
21.00%
3Y*
14.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COPM.AS vs. SRUUF - Yearly Performance Comparison


2026 (YTD)202520242023
COPM.AS
iShares Copper Miners UCITS ETF
27.79%82.17%0.45%4.71%
SRUUF
Sprott Physical Uranium Trust Fund
0.93%12.66%-18.89%64.52%

Correlation

The correlation between COPM.AS and SRUUF is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.23

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Return for Risk

COPM.AS vs. SRUUF — Risk / Return Rank

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

COPM.AS
COPM.AS Risk / Return Rank: 8080
Overall Rank
COPM.AS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COPM.AS Sortino Ratio Rank: 7777
Sortino Ratio Rank
COPM.AS Omega Ratio Rank: 7171
Omega Ratio Rank
COPM.AS Calmar Ratio Rank: 8282
Calmar Ratio Rank
COPM.AS Martin Ratio Rank: 8080
Martin Ratio Rank

SRUUF
SRUUF Risk / Return Rank: 88
Overall Rank
SRUUF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SRUUF Sortino Ratio Rank: 88
Sortino Ratio Rank
SRUUF Omega Ratio Rank: 88
Omega Ratio Rank
SRUUF Calmar Ratio Rank: 99
Calmar Ratio Rank
SRUUF Martin Ratio Rank: 77
Martin Ratio Rank
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.

COPM.AS vs. SRUUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Copper Miners UCITS ETF (COPM.AS) and Sprott Physical Uranium Trust Fund (SRUUF). 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.


COPM.ASSRUUFDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.42

1.13

+0.29

Calmar ratioReturn relative to maximum drawdown

4.32

0.92

+3.40

Martin ratioReturn relative to average drawdown

15.56

1.86

+13.69

COPM.AS vs. SRUUF - Sharpe Ratio Comparison

The current COPM.AS Sharpe Ratio is 2.91, which is higher than the SRUUF Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of COPM.AS and SRUUF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COPM.ASSRUUFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

0.61

+2.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.40

+0.73

Drawdowns

COPM.AS vs. SRUUF - Drawdown Comparison

The maximum COPM.AS drawdown since its inception was -37.12%, smaller than the maximum SRUUF drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for COPM.AS and SRUUF.


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Drawdown Indicators


COPM.ASSRUUFDifference

Max Drawdown

Largest peak-to-trough decline

-37.12%

-48.68%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-25.05%

-22.98%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-48.68%

Current Drawdown

Current decline from peak

-2.44%

-21.59%

+19.15%

Average Drawdown

Average peak-to-trough decline

-11.55%

-21.79%

+10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

11.29%

-4.31%

Volatility

COPM.AS vs. SRUUF - Volatility Comparison

iShares Copper Miners UCITS ETF (COPM.AS) has a higher volatility of 14.68% compared to Sprott Physical Uranium Trust Fund (SRUUF) at 7.75%. This indicates that COPM.AS's price experiences larger fluctuations and is considered to be riskier than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPM.ASSRUUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.68%

7.75%

+6.93%

Volatility (6M)

Calculated over the trailing 6-month period

31.95%

24.53%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

37.22%

34.51%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.34%

41.81%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

41.81%

-7.47%

COPM.AS vs. SRUUF - Expense Ratio Comparison

COPM.AS has a 0.55% expense ratio, which is lower than SRUUF's 0.70% expense ratio.


Dividends

COPM.AS vs. SRUUF - Dividend Comparison

Neither COPM.AS nor SRUUF has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COPM.AS and SRUUF have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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