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COPX vs. 017550.KS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPX vs. 017550.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Copper Miners ETF (COPX) and Soosan Heavy I (017550.KS). The values are adjusted to include any dividend payments, if applicable.

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COPX vs. 017550.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COPX
Global X Copper Miners ETF
8.86%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%
017550.KS
Soosan Heavy I
17.56%-10.44%-21.04%-22.26%-13.99%-11.97%28.99%48.48%12.24%-21.12%
Different Trading Currencies

COPX is traded in USD, while 017550.KS is traded in KRW. To make them comparable, the 017550.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COPX achieves a 8.86% return, which is significantly lower than 017550.KS's 17.56% return. Over the past 10 years, COPX has outperformed 017550.KS with an annualized return of 21.11%, while 017550.KS has yielded a comparatively lower -2.70% annualized return.


COPX

1D
2.36%
1M
-16.51%
YTD
8.86%
6M
32.14%
1Y
104.43%
3Y*
29.35%
5Y*
19.27%
10Y*
21.11%

017550.KS

1D
9.39%
1M
2.10%
YTD
17.56%
6M
5.64%
1Y
9.82%
3Y*
-12.84%
5Y*
-21.47%
10Y*
-2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

COPX vs. 017550.KS — Risk / Return Rank

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

COPX
COPX Risk / Return Rank: 9393
Overall Rank
COPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9292
Sortino Ratio Rank
COPX Omega Ratio Rank: 9090
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
Martin Ratio Rank

017550.KS
017550.KS Risk / Return Rank: 5050
Overall Rank
017550.KS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
017550.KS Sortino Ratio Rank: 5151
Sortino Ratio Rank
017550.KS Omega Ratio Rank: 5151
Omega Ratio Rank
017550.KS Calmar Ratio Rank: 4646
Calmar Ratio Rank
017550.KS Martin Ratio Rank: 4444
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.

COPX vs. 017550.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Soosan Heavy I (017550.KS). 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.


COPX017550.KSDifference

Sharpe ratio

Return per unit of total volatility

2.49

0.33

+2.16

Sortino ratio

Return per unit of downside risk

2.81

0.74

+2.08

Omega ratio

Gain probability vs. loss probability

1.39

1.09

+0.30

Calmar ratio

Return relative to maximum drawdown

3.81

0.01

+3.80

Martin ratio

Return relative to average drawdown

14.52

0.02

+14.51

COPX vs. 017550.KS - Sharpe Ratio Comparison

The current COPX Sharpe Ratio is 2.49, which is higher than the 017550.KS Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of COPX and 017550.KS, 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


COPX017550.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

0.33

+2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.51

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.05

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.01

+0.16

Correlation

The correlation between COPX and 017550.KS is 0.20, 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.


Dividends

COPX vs. 017550.KS - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 2.46%, more than 017550.KS's 0.49% yield.


TTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.46%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
017550.KS
Soosan Heavy I
0.49%0.61%0.53%0.47%0.38%0.34%0.33%0.40%0.00%0.00%0.50%0.00%

Drawdowns

COPX vs. 017550.KS - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, smaller than the maximum 017550.KS drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for COPX and 017550.KS.


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Drawdown Indicators


COPX017550.KSDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-99.98%

+16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

-17.96%

-9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

-78.41%

+36.29%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

-78.41%

+13.00%

Current Drawdown

Current decline from peak

-18.34%

-99.92%

+81.58%

Average Drawdown

Average peak-to-trough decline

-39.59%

-94.48%

+54.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

9.02%

-1.73%

Volatility

COPX vs. 017550.KS - Volatility Comparison

Global X Copper Miners ETF (COPX) and Soosan Heavy I (017550.KS) have volatilities of 18.01% and 17.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPX017550.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.01%

17.89%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

33.81%

25.00%

+8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

42.19%

30.79%

+11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.05%

43.89%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

54.24%

-18.73%