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COPP vs. VGRO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


COPPVGRO.TO
Daily Std Dev34.50%8.20%
Max Drawdown-25.15%-25.36%
Current Drawdown-19.78%0.00%

Correlation

-0.50.00.51.00.5

The correlation between COPP and VGRO.TO is 0.52, 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. VGRO.TO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
14.32%
8.04%
COPP
VGRO.TO

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COPP vs. VGRO.TO - Expense Ratio Comparison

COPP has a 0.65% expense ratio, which is higher than VGRO.TO's 0.24% expense ratio.


COPP
Sprott Copper Miners ETF
Expense ratio chart for COPP: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VGRO.TO: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

COPP vs. VGRO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Copper Miners ETF (COPP) and Vanguard Growth ETF Portfolio (VGRO.TO). 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.


COPP
Sharpe ratio
No data
VGRO.TO
Sharpe ratio
The chart of Sharpe ratio for VGRO.TO, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for VGRO.TO, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.0012.003.33
Omega ratio
The chart of Omega ratio for VGRO.TO, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for VGRO.TO, currently valued at 2.23, compared to the broader market0.005.0010.0015.002.23
Martin ratio
The chart of Martin ratio for VGRO.TO, currently valued at 11.20, compared to the broader market0.0020.0040.0060.0080.00100.0011.20

COPP vs. VGRO.TO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

COPP vs. VGRO.TO - Dividend Comparison

COPP has not paid dividends to shareholders, while VGRO.TO's dividend yield for the trailing twelve months is around 2.40%.


TTM202320222021202020192018
COPP
Sprott Copper Miners ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGRO.TO
Vanguard Growth ETF Portfolio
2.40%2.16%2.17%1.82%1.79%2.21%2.12%

Drawdowns

COPP vs. VGRO.TO - Drawdown Comparison

The maximum COPP drawdown since its inception was -25.15%, roughly equal to the maximum VGRO.TO drawdown of -25.36%. Use the drawdown chart below to compare losses from any high point for COPP and VGRO.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-19.78%
-0.13%
COPP
VGRO.TO

Volatility

COPP vs. VGRO.TO - Volatility Comparison

Sprott Copper Miners ETF (COPP) has a higher volatility of 11.28% compared to Vanguard Growth ETF Portfolio (VGRO.TO) at 3.44%. This indicates that COPP's price experiences larger fluctuations and is considered to be riskier than VGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
11.28%
3.44%
COPP
VGRO.TO