PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COPP vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COPP and SCCO is 0.89, 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.


-0.50.00.51.00.9

Performance

COPP vs. SCCO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-8.55%
-4.92%
COPP
SCCO

Key characteristics

Daily Std Dev

COPP:

32.80%

SCCO:

36.85%

Max Drawdown

COPP:

-27.37%

SCCO:

-78.57%

Current Drawdown

COPP:

-24.19%

SCCO:

-22.25%

Returns By Period

In the year-to-date period, COPP achieves a 3.71% return, which is significantly lower than SCCO's 7.67% return.


COPP

YTD

3.71%

1M

2.51%

6M

-9.24%

1Y

N/A

5Y*

N/A

10Y*

N/A

SCCO

YTD

7.67%

1M

5.49%

6M

-4.20%

1Y

25.19%

5Y*

24.34%

10Y*

17.92%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

COPP vs. SCCO — Risk-Adjusted Performance Rank

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

COPP

SCCO
The Risk-Adjusted Performance Rank of SCCO is 7070
Overall Rank
The Sharpe Ratio Rank of SCCO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COPP vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and Southern Copper Corporation (SCCO). 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
No data
COPP
SCCO


Chart placeholderNot enough data

Dividends

COPP vs. SCCO - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.50%, more than SCCO's 2.13% yield.


TTM20242023202220212020201920182017201620152014
COPP
Sprott Copper Miners ETF
2.50%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCCO
Southern Copper Corporation
2.13%2.29%4.67%5.84%5.22%2.31%4.82%4.58%1.25%0.57%1.31%1.64%

Drawdowns

COPP vs. SCCO - Drawdown Comparison

The maximum COPP drawdown since its inception was -27.37%, smaller than the maximum SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for COPP and SCCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-24.19%
-22.25%
COPP
SCCO

Volatility

COPP vs. SCCO - Volatility Comparison

The current volatility for Sprott Copper Miners ETF (COPP) is 5.89%, while Southern Copper Corporation (SCCO) has a volatility of 6.38%. This indicates that COPP experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.89%
6.38%
COPP
SCCO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab