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COPP vs. CPER
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPP vs. CPER - Performance Comparison

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

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COPP vs. CPER - Yearly Performance Comparison


2026 (YTD)20252024
COPP
Sprott Copper Miners ETF
2.61%74.02%4.18%
CPER
United States Copper Index Fund
-1.52%38.95%4.53%

Returns By Period

In the year-to-date period, COPP achieves a 2.61% return, which is significantly higher than CPER's -1.52% return.


COPP

1D
9.20%
1M
-18.73%
YTD
2.61%
6M
29.46%
1Y
86.02%
3Y*
5Y*
10Y*

CPER

1D
2.50%
1M
-6.64%
YTD
-1.52%
6M
14.77%
1Y
8.96%
3Y*
11.35%
5Y*
6.82%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPP vs. CPER - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is lower than CPER's 0.80% expense ratio.


Return for Risk

COPP vs. CPER — Risk / Return Rank

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

COPP
COPP Risk / Return Rank: 8888
Overall Rank
COPP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COPP Sortino Ratio Rank: 8888
Sortino Ratio Rank
COPP Omega Ratio Rank: 8585
Omega Ratio Rank
COPP Calmar Ratio Rank: 8989
Calmar Ratio Rank
COPP Martin Ratio Rank: 9090
Martin Ratio Rank

CPER
CPER Risk / Return Rank: 2121
Overall Rank
CPER Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 2222
Sortino Ratio Rank
CPER Omega Ratio Rank: 2525
Omega Ratio Rank
CPER Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPER Martin Ratio Rank: 1717
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.

COPP vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) 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.


COPPCPERDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.24

+1.68

Sortino ratio

Return per unit of downside risk

2.39

0.54

+1.85

Omega ratio

Gain probability vs. loss probability

1.32

1.09

+0.23

Calmar ratio

Return relative to maximum drawdown

2.82

0.31

+2.50

Martin ratio

Return relative to average drawdown

10.92

0.64

+10.28

COPP vs. CPER - Sharpe Ratio Comparison

The current COPP Sharpe Ratio is 1.93, which is higher than the CPER Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of COPP 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.


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Sharpe Ratios by Period


COPPCPERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.24

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.09

+0.79

Correlation

The correlation between COPP and CPER is 0.75, 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.


Dividends

COPP vs. CPER - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.31%, while CPER has not paid dividends to shareholders.


TTM20252024
COPP
Sprott Copper Miners ETF
2.31%2.37%2.59%
CPER
United States Copper Index Fund
0.00%0.00%0.00%

Drawdowns

COPP vs. CPER - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum CPER drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for COPP and CPER.


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Drawdown Indicators


COPPCPERDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-54.04%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-24.77%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

Current Drawdown

Current decline from peak

-19.51%

-11.06%

-8.45%

Average Drawdown

Average peak-to-trough decline

-14.33%

-25.65%

+11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

12.19%

-4.74%

Volatility

COPP vs. CPER - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 19.84% compared to United States Copper Index Fund (CPER) at 9.29%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPPCPERDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

9.29%

+10.55%

Volatility (6M)

Calculated over the trailing 6-month period

34.18%

21.96%

+12.22%

Volatility (1Y)

Calculated over the trailing 1-year period

44.97%

36.84%

+8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

26.85%

+13.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.03%

23.87%

+16.16%