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COPZ vs. MSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPZ vs. MSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and Defiance Daily Target 2X Long MSTR ETF (MSTX). The values are adjusted to include any dividend payments, if applicable.

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COPZ vs. MSTX - Yearly Performance Comparison


Returns By Period


COPZ

1D
15.41%
1M
-39.87%
YTD
6M
1Y
3Y*
5Y*
10Y*

MSTX

1D
5.68%
1M
-13.11%
YTD
-49.22%
6M
-90.86%
1Y
-92.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPZ vs. MSTX - Expense Ratio Comparison

COPZ has a 0.95% expense ratio, which is lower than MSTX's 1.29% expense ratio.


Return for Risk

COPZ vs. MSTX — Risk / Return Rank

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

COPZ

MSTX
MSTX Risk / Return Rank: 11
Overall Rank
MSTX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSTX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTX Omega Ratio Rank: 11
Omega Ratio Rank
MSTX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTX Martin Ratio Rank: 22
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.

COPZ vs. MSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and Defiance Daily Target 2X Long MSTR ETF (MSTX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COPZ vs. MSTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COPZMSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

-0.42

-0.37

Correlation

The correlation between COPZ and MSTX 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.


Dividends

COPZ vs. MSTX - Dividend Comparison

Neither COPZ nor MSTX has paid dividends to shareholders.


Drawdowns

COPZ vs. MSTX - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, smaller than the maximum MSTX drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for COPZ and MSTX.


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Drawdown Indicators


COPZMSTXDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-98.66%

+48.87%

Max Drawdown (1Y)

Largest decline over 1 year

-96.62%

Current Drawdown

Current decline from peak

-39.87%

-98.44%

+58.57%

Average Drawdown

Average peak-to-trough decline

-26.41%

-66.95%

+40.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.85%

Volatility

COPZ vs. MSTX - Volatility Comparison


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Volatility by Period


COPZMSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.25%

Volatility (6M)

Calculated over the trailing 6-month period

111.13%

Volatility (1Y)

Calculated over the trailing 1-year period

120.30%

147.32%

-27.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.30%

169.73%

-49.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.30%

169.73%

-49.43%