CPER vs. HOOD
CPER (United States Copper Index Fund) is Metals fund tracking the SummerHaven Copper Index Total Return, while HOOD (Robinhood Markets, Inc.) is a stock. Over the past 3 years, CPER returned 18.31%/yr vs 108.29%/yr for HOOD. At a 0.25 correlation, their price movements are largely independent.
Performance
CPER vs. HOOD - Performance Comparison
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Returns By Period
In the year-to-date period, CPER achieves a 10.27% return, which is significantly higher than HOOD's -24.81% return.
CPER
- 1D
- 1.23%
- 1M
- 0.73%
- YTD
- 10.27%
- 6M
- 15.97%
- 1Y
- 27.52%
- 3Y*
- 18.31%
- 5Y*
- 6.72%
- 10Y*
- 11.08%
HOOD
- 1D
- 3.12%
- 1M
- 10.40%
- YTD
- -24.81%
- 6M
- -37.67%
- 1Y
- 13.57%
- 3Y*
- 108.29%
- 5Y*
- —
- 10Y*
- —
CPER vs. HOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CPER United States Copper Index Fund | 10.27% | 38.95% | 4.23% | 4.55% | -15.14% | -2.05% |
HOOD Robinhood Markets, Inc. | -24.81% | 203.54% | 192.46% | 56.51% | -54.17% | -48.99% |
Correlation
The correlation between CPER and HOOD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2021 | 0.25 |
The correlation between CPER and HOOD shifts across timeframes, from 0.25 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CPER vs. HOOD — Risk / Return Rank
CPER
HOOD
CPER vs. HOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Robinhood Markets, Inc. (HOOD). 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 | HOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 0.24 | +0.88 |
| Martin ratioReturn relative to average drawdown | 2.31 | 0.44 | +1.88 |
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 | HOOD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.20 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.27 | -0.15 |
Drawdowns
CPER vs. HOOD - Drawdown Comparison
The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum HOOD drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for CPER and HOOD.
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Drawdown Indicators
| CPER | HOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -90.21% | +36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -57.26% | +32.49% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | -57.26% | +32.49% |
Max Drawdown (5Y)Largest decline over 5 years | -34.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.42% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | -44.22% | +39.17% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -60.95% | +35.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.94% | 31.25% | -19.31% |
Volatility
CPER vs. HOOD - Volatility Comparison
The current volatility for United States Copper Index Fund (CPER) is 10.22%, while Robinhood Markets, Inc. (HOOD) has a volatility of 22.93%. This indicates that CPER experiences smaller price fluctuations and is considered to be less risky than HOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPER | HOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 22.93% | -12.71% |
Volatility (6M)Calculated over the trailing 6-month period | 23.14% | 50.49% | -27.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.78% | 69.17% | -34.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.04% | 74.04% | -47.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 74.04% | -49.97% |
Dividends
CPER vs. HOOD - Dividend Comparison
Neither CPER nor HOOD has paid dividends to shareholders.
Frequently Asked Questions
CPER and HOOD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOD has higher volatility (22.93%) compared to CPER (10.22%). In terms of maximum drawdown, CPER dropped -54.04% vs HOOD's -90.21%.
CPER currently has the higher Sharpe Ratio (0.80 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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