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

Correlation

The correlation between COPP and SLVP is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

COPP vs. SLVP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

COPP:

-0.51

SLVP:

0.52

Sortino Ratio

COPP:

-0.64

SLVP:

0.93

Omega Ratio

COPP:

0.92

SLVP:

1.11

Calmar Ratio

COPP:

-0.51

SLVP:

0.40

Martin Ratio

COPP:

-1.25

SLVP:

1.63

Ulcer Index

COPP:

18.21%

SLVP:

11.86%

Daily Std Dev

COPP:

39.80%

SLVP:

42.47%

Max Drawdown

COPP:

-44.37%

SLVP:

-80.47%

Current Drawdown

COPP:

-25.33%

SLVP:

-28.37%

Returns By Period

In the year-to-date period, COPP achieves a 2.15% return, which is significantly lower than SLVP's 35.70% return.


COPP

YTD

2.15%

1M

6.67%

6M

-7.97%

1Y

-19.71%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SLVP

YTD

35.70%

1M

5.88%

6M

21.99%

1Y

21.37%

3Y*

12.33%

5Y*

5.79%

10Y*

7.26%

*Annualized

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Sprott Copper Miners ETF

COPP vs. SLVP - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than SLVP's 0.39% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

COPP vs. SLVP — 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 33
Overall Rank
The Sharpe Ratio Rank of COPP is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of COPP is 33
Sortino Ratio Rank
The Omega Ratio Rank of COPP is 44
Omega Ratio Rank
The Calmar Ratio Rank of COPP is 11
Calmar Ratio Rank
The Martin Ratio Rank of COPP is 33
Martin Ratio Rank

SLVP
The Risk-Adjusted Performance Rank of SLVP is 4646
Overall Rank
The Sharpe Ratio Rank of SLVP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 4545
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. SLVP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and iShares MSCI Global Silver Miners ETF (SLVP). 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 -0.51, which is lower than the SLVP Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of COPP and SLVP, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

COPP vs. SLVP - Dividend Comparison

COPP's dividend yield for the trailing twelve months is around 2.53%, more than SLVP's 0.77% yield.


TTM20242023202220212020201920182017201620152014
COPP
Sprott Copper Miners ETF
2.53%2.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLVP
iShares MSCI Global Silver Miners ETF
0.77%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%

Drawdowns

COPP vs. SLVP - Drawdown Comparison

The maximum COPP drawdown since its inception was -44.37%, smaller than the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for COPP and SLVP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

COPP vs. SLVP - Volatility Comparison

The current volatility for Sprott Copper Miners ETF (COPP) is 7.66%, while iShares MSCI Global Silver Miners ETF (SLVP) has a volatility of 14.25%. This indicates that COPP experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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