CPER vs. GLNCY
Compare and contrast key facts about United States Copper Index Fund (CPER) and Glencore PLC ADR (GLNCY).
CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011.
Performance
CPER vs. GLNCY - Performance Comparison
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CPER vs. GLNCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPER United States Copper Index Fund | -1.77% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
GLNCY Glencore PLC ADR | 37.24% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
Returns By Period
In the year-to-date period, CPER achieves a -1.77% return, which is significantly lower than GLNCY's 37.24% return. Over the past 10 years, CPER has underperformed GLNCY with an annualized return of 9.08%, while GLNCY has yielded a comparatively higher 17.44% annualized return.
CPER
- 1D
- -0.26%
- 1M
- -5.63%
- YTD
- -1.77%
- 6M
- 13.90%
- 1Y
- 8.95%
- 3Y*
- 11.25%
- 5Y*
- 6.76%
- 10Y*
- 9.08%
GLNCY
- 1D
- -1.19%
- 1M
- 4.24%
- YTD
- 37.24%
- 6M
- 63.76%
- 1Y
- 111.30%
- 3Y*
- 14.92%
- 5Y*
- 19.38%
- 10Y*
- 17.44%
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Return for Risk
CPER vs. GLNCY — Risk / Return Rank
CPER
GLNCY
CPER vs. GLNCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Glencore PLC ADR (GLNCY). 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.
| CPER | GLNCY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 2.86 | -2.61 |
Sortino ratioReturn per unit of downside risk | 0.54 | 3.26 | -2.72 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.47 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 5.49 | -5.14 |
Martin ratioReturn relative to average drawdown | 0.71 | 19.68 | -18.97 |
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
| CPER | GLNCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 2.86 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.54 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.44 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.09 | 0.00 |
Correlation
The correlation between CPER and GLNCY is 0.49, 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
CPER vs. GLNCY - Dividend Comparison
CPER has not paid dividends to shareholders, while GLNCY's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPER United States Copper Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLNCY Glencore PLC ADR | 1.33% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
Drawdowns
CPER vs. GLNCY - Drawdown Comparison
The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum GLNCY drawdown of -85.04%. Use the drawdown chart below to compare losses from any high point for CPER and GLNCY.
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Drawdown Indicators
| CPER | GLNCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -85.04% | +31.00% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -20.22% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.75% | -54.06% | +19.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.42% | -76.10% | +37.68% |
Current DrawdownCurrent decline from peak | -11.29% | -1.19% | -10.10% |
Average DrawdownAverage peak-to-trough decline | -25.65% | -32.69% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.19% | 5.64% | +6.55% |
Volatility
CPER vs. GLNCY - Volatility Comparison
United States Copper Index Fund (CPER) and Glencore PLC ADR (GLNCY) have volatilities of 9.07% and 9.28%, 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
| CPER | GLNCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 9.28% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 21.93% | 25.13% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.82% | 39.18% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 35.92% | -9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.86% | 39.70% | -15.84% |