PortfoliosLab logoPortfoliosLab logo
COPX vs. COPJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPX vs. COPJ - Performance Comparison

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

Loading graphics...

COPX vs. COPJ - Yearly Performance Comparison


2026 (YTD)202520242023
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%-5.14%
COPJ
Sprott Junior Copper Miners ETF
-0.81%140.63%11.07%-5.30%

Returns By Period

In the year-to-date period, COPX achieves a 6.35% return, which is significantly higher than COPJ's -0.81% return.


COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%

COPJ

1D
8.82%
1M
-20.74%
YTD
-0.81%
6M
38.34%
1Y
117.56%
3Y*
37.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


COPX vs. COPJ - Expense Ratio Comparison

COPX has a 0.65% expense ratio, which is lower than COPJ's 0.78% expense ratio.


Return for Risk

COPX vs. COPJ — Risk / Return Rank

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

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
Martin Ratio Rank

COPJ
COPJ Risk / Return Rank: 9595
Overall Rank
COPJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
COPJ Omega Ratio Rank: 9494
Omega Ratio Rank
COPJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPJ Martin Ratio Rank: 9393
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. COPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Sprott Junior Copper Miners ETF (COPJ). 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.


COPXCOPJDifference

Sharpe ratio

Return per unit of total volatility

2.41

2.84

-0.43

Sortino ratio

Return per unit of downside risk

2.75

3.05

-0.29

Omega ratio

Gain probability vs. loss probability

1.38

1.44

-0.05

Calmar ratio

Return relative to maximum drawdown

3.46

3.55

-0.09

Martin ratio

Return relative to average drawdown

13.40

13.23

+0.16

COPX vs. COPJ - Sharpe Ratio Comparison

The current COPX Sharpe Ratio is 2.41, which is comparable to the COPJ Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of COPX and COPJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


COPXCOPJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.84

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.01

-0.84

Correlation

The correlation between COPX and COPJ is 0.85, 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.


Dividends

COPX vs. COPJ - Dividend Comparison

COPX's dividend yield for the trailing twelve months is around 2.52%, less than COPJ's 11.67% yield.


TTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
COPJ
Sprott Junior Copper Miners ETF
11.67%11.57%11.64%2.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COPX vs. COPJ - Drawdown Comparison

The maximum COPX drawdown since its inception was -83.16%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for COPX and COPJ.


Loading graphics...

Drawdown Indicators


COPXCOPJDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-32.28%

-50.88%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

-32.28%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

Current Drawdown

Current decline from peak

-20.22%

-24.18%

+3.96%

Average Drawdown

Average peak-to-trough decline

-39.60%

-11.58%

-28.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

8.66%

-1.46%

Volatility

COPX vs. COPJ - Volatility Comparison

Global X Copper Miners ETF (COPX) and Sprott Junior Copper Miners ETF (COPJ) have volatilities of 18.96% and 18.58%, 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.


Loading graphics...

Volatility by Period


COPXCOPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.96%

18.58%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

34.54%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

42.22%

41.70%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.05%

33.88%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

33.88%

+1.63%