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COPZ vs. OILU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPZ vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long Copper ETF (COPZ) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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COPZ vs. OILU - Yearly Performance Comparison


Returns By Period


COPZ

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

OILU

1D
-10.60%
1M
12.27%
YTD
112.51%
6M
100.08%
1Y
45.27%
3Y*
7.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPZ vs. OILU - Expense Ratio Comparison

Both COPZ and OILU have an expense ratio of 0.95%.


Return for Risk

COPZ vs. OILU — Risk / Return Rank

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

COPZ

OILU
OILU Risk / Return Rank: 3434
Overall Rank
OILU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 4040
Sortino Ratio Rank
OILU Omega Ratio Rank: 4242
Omega Ratio Rank
OILU Calmar Ratio Rank: 3434
Calmar Ratio Rank
OILU Martin Ratio Rank: 2323
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. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long Copper ETF (COPZ) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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. OILU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COPZOILUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.20

-0.99

Correlation

The correlation between COPZ and OILU is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COPZ vs. OILU - Dividend Comparison

Neither COPZ nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COPZ vs. OILU - Drawdown Comparison

The maximum COPZ drawdown since its inception was -49.79%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for COPZ and OILU.


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Drawdown Indicators


COPZOILUDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-81.00%

+31.21%

Max Drawdown (1Y)

Largest decline over 1 year

-52.04%

Current Drawdown

Current decline from peak

-39.87%

-42.85%

+2.98%

Average Drawdown

Average peak-to-trough decline

-26.41%

-50.72%

+24.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.74%

Volatility

COPZ vs. OILU - Volatility Comparison


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Volatility by Period


COPZOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

Volatility (6M)

Calculated over the trailing 6-month period

43.84%

Volatility (1Y)

Calculated over the trailing 1-year period

120.30%

77.03%

+43.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.30%

81.31%

+38.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.30%

81.31%

+38.99%