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COPP vs. SCCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COPP and SCCO is 0.43, 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.


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.

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Key characteristics

Sharpe Ratio

COPP:

-0.44

SCCO:

-0.46

Sortino Ratio

COPP:

-0.36

SCCO:

-0.32

Omega Ratio

COPP:

0.96

SCCO:

0.96

Calmar Ratio

COPP:

-0.39

SCCO:

-0.40

Martin Ratio

COPP:

-0.79

SCCO:

-0.75

Ulcer Index

COPP:

21.58%

SCCO:

20.92%

Daily Std Dev

COPP:

40.77%

SCCO:

40.08%

Max Drawdown

COPP:

-44.37%

SCCO:

-78.64%

Current Drawdown

COPP:

-24.41%

SCCO:

-23.65%

Returns By Period

In the year-to-date period, COPP achieves a 3.41% return, which is significantly lower than SCCO's 5.73% return.


COPP

YTD

3.41%

1M

19.16%

6M

-6.58%

1Y

-17.79%

5Y*

N/A

10Y*

N/A

SCCO

YTD

5.73%

1M

12.21%

6M

-6.18%

1Y

-18.21%

5Y*

29.51%

10Y*

15.39%

*Annualized

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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
The Risk-Adjusted Performance Rank of COPP is 55
Overall Rank
The Sharpe Ratio Rank of COPP is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of COPP is 66
Sortino Ratio Rank
The Omega Ratio Rank of COPP is 66
Omega Ratio Rank
The Calmar Ratio Rank of COPP is 33
Calmar Ratio Rank
The Martin Ratio Rank of COPP is 66
Martin Ratio Rank

SCCO
The Risk-Adjusted Performance Rank of SCCO is 2727
Overall Rank
The Sharpe Ratio Rank of SCCO is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCCO is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SCCO is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCCO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCCO is 3333
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.


The current COPP Sharpe Ratio is -0.44, which is comparable to the SCCO Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of COPP and SCCO, 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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Dividends

COPP vs. SCCO - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.50%, less than SCCO's 2.86% 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
2.86%2.29%4.65%5.80%5.19%2.30%4.81%4.55%1.24%0.56%1.30%1.63%

Drawdowns

COPP vs. SCCO - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum SCCO drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for COPP and SCCO. For additional features, visit the drawdowns tool.


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Volatility

COPP vs. SCCO - Volatility Comparison

The current volatility for Sprott Copper Miners ETF (COPP) is 8.92%, while Southern Copper Corporation (SCCO) has a volatility of 10.11%. 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.


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