COPX vs. CS.TO
Compare and contrast key facts about Global X Copper Miners ETF (COPX) and Capstone Copper Corp. (CS.TO).
COPX is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Index. It was launched on Apr 19, 2010.
Performance
COPX vs. CS.TO - Performance Comparison
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COPX vs. CS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COPX Global X Copper Miners ETF | 6.35% | 93.50% | 3.57% | 8.38% | -0.76% | 23.39% | 51.66% | 12.48% | -31.31% | 38.92% |
CS.TO Capstone Copper Corp. | -24.85% | 62.43% | 26.94% | 33.54% | -17.39% | 136.19% | 219.43% | 30.81% | -60.93% | 22.17% |
Different Trading Currencies
COPX is traded in USD, while CS.TO is traded in CAD. To make them comparable, the CS.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COPX achieves a 6.35% return, which is significantly higher than CS.TO's -24.85% return. Over the past 10 years, COPX has underperformed CS.TO with an annualized return of 20.82%, while CS.TO has yielded a comparatively higher 34.66% annualized 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%
CS.TO
- 1D
- 8.59%
- 1M
- -27.04%
- YTD
- -24.85%
- 6M
- -11.14%
- 1Y
- 46.46%
- 3Y*
- 18.69%
- 5Y*
- 17.93%
- 10Y*
- 34.66%
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Return for Risk
COPX vs. CS.TO — Risk / Return Rank
COPX
CS.TO
COPX vs. CS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners ETF (COPX) and Capstone Copper Corp. (CS.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.
| COPX | CS.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 0.77 | +1.64 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.34 | +1.42 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.46 | 0.89 | +2.57 |
Martin ratioReturn relative to average drawdown | 13.40 | 2.79 | +10.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COPX | CS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 0.77 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.30 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.20 | -0.04 |
Correlation
The correlation between COPX and CS.TO is 0.68, 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.
Dividends
COPX vs. CS.TO - Dividend Comparison
COPX's dividend yield for the trailing twelve months is around 2.52%, while CS.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CS.TO Capstone Copper Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COPX vs. CS.TO - Drawdown Comparison
The maximum COPX drawdown since its inception was -83.16%, smaller than the maximum CS.TO drawdown of -96.02%. Use the drawdown chart below to compare losses from any high point for COPX and CS.TO.
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Drawdown Indicators
| COPX | CS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -98.00% | +14.84% |
Max Drawdown (1Y)Largest decline over 1 year | -27.82% | -43.28% | +15.46% |
Max Drawdown (5Y)Largest decline over 5 years | -42.12% | -69.39% | +27.27% |
Max Drawdown (10Y)Largest decline over 10 years | -65.41% | -80.23% | +14.82% |
Current DrawdownCurrent decline from peak | -20.22% | -37.03% | +16.81% |
Average DrawdownAverage peak-to-trough decline | -39.60% | -59.54% | +19.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 14.10% | -6.90% |
Volatility
COPX vs. CS.TO - Volatility Comparison
The current volatility for Global X Copper Miners ETF (COPX) is 18.96%, while Capstone Copper Corp. (CS.TO) has a volatility of 23.36%. This indicates that COPX experiences smaller price fluctuations and is considered to be less risky than CS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COPX | CS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.96% | 23.36% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 33.75% | 45.56% | -11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.22% | 60.90% | -18.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.05% | 59.65% | -23.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.51% | 61.87% | -26.36% |