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COPP vs. PXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPP vs. PXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Copper Miners ETF (COPP) and Invesco Dynamic Oil & Gas Services ETF (PXJ). The values are adjusted to include any dividend payments, if applicable.

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COPP vs. PXJ - Yearly Performance Comparison


2026 (YTD)20252024
COPP
Sprott Copper Miners ETF
2.61%74.02%4.18%
PXJ
Invesco Dynamic Oil & Gas Services ETF
41.95%8.74%-1.78%

Returns By Period

In the year-to-date period, COPP achieves a 2.61% return, which is significantly lower than PXJ's 41.95% return.


COPP

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

PXJ

1D
0.87%
1M
-0.41%
YTD
41.95%
6M
54.34%
1Y
66.96%
3Y*
21.90%
5Y*
21.74%
10Y*
-0.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPP vs. PXJ - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than PXJ's 0.63% expense ratio.


Return for Risk

COPP vs. PXJ — 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

PXJ
PXJ Risk / Return Rank: 8888
Overall Rank
PXJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PXJ Sortino Ratio Rank: 8888
Sortino Ratio Rank
PXJ Omega Ratio Rank: 8888
Omega Ratio Rank
PXJ Calmar Ratio Rank: 8888
Calmar Ratio Rank
PXJ Martin Ratio Rank: 8686
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. PXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and Invesco Dynamic Oil & Gas Services ETF (PXJ). 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.


COPPPXJDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.94

-0.01

Sortino ratio

Return per unit of downside risk

2.39

2.38

+0.01

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

2.82

2.75

+0.07

Martin ratio

Return relative to average drawdown

10.92

9.91

+1.01

COPP vs. PXJ - Sharpe Ratio Comparison

The current COPP Sharpe Ratio is 1.93, which is comparable to the PXJ Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of COPP and PXJ, 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


COPPPXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.94

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.05

+0.93

Correlation

The correlation between COPP and PXJ is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPP vs. PXJ - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.31%, more than PXJ's 2.27% yield.


TTM20252024202320222021202020192018201720162015
COPP
Sprott Copper Miners ETF
2.31%2.37%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXJ
Invesco Dynamic Oil & Gas Services ETF
2.27%2.91%3.34%1.99%0.65%2.40%4.72%1.87%0.99%2.75%1.18%2.36%

Drawdowns

COPP vs. PXJ - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum PXJ drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for COPP and PXJ.


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Drawdown Indicators


COPPPXJDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-94.82%

+50.45%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-24.32%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

Max Drawdown (10Y)

Largest decline over 10 years

-87.72%

Current Drawdown

Current decline from peak

-19.51%

-67.56%

+48.05%

Average Drawdown

Average peak-to-trough decline

-14.33%

-55.58%

+41.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

6.75%

+0.70%

Volatility

COPP vs. PXJ - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 19.84% compared to Invesco Dynamic Oil & Gas Services ETF (PXJ) at 8.38%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than PXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPPPXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

8.38%

+11.46%

Volatility (6M)

Calculated over the trailing 6-month period

34.18%

19.10%

+15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

44.97%

34.71%

+10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

35.21%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.03%

39.60%

+0.43%