CPER vs. SCCO
Compare and contrast key facts about United States Copper Index Fund (CPER) and Southern Copper Corporation (SCCO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPER or SCCO.
Key characteristics
| CPER | SCCO | |
|---|---|---|
| YTD Return | 6.21% | 21.40% |
| 1Y Return | 11.77% | 41.02% |
| 3Y Return (Ann) | -1.94% | 23.44% |
| 5Y Return (Ann) | 9.10% | 27.67% |
| 10Y Return (Ann) | 2.41% | 16.84% |
| Sharpe Ratio | 0.54 | 1.27 |
| Sortino Ratio | 0.88 | 1.94 |
| Omega Ratio | 1.11 | 1.23 |
| Calmar Ratio | 0.53 | 1.85 |
| Martin Ratio | 1.25 | 4.10 |
| Ulcer Index | 9.86% | 11.93% |
| Daily Std Dev | 22.76% | 38.54% |
| Max Drawdown | -54.04% | -78.57% |
| Current Drawdown | -18.29% | -19.98% |
Correlation
The correlation between CPER and SCCO is 0.54, 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.
Performance
CPER vs. SCCO - Performance Comparison
In the year-to-date period, CPER achieves a 6.21% return, which is significantly lower than SCCO's 21.40% return. Over the past 10 years, CPER has underperformed SCCO with an annualized return of 2.41%, while SCCO has yielded a comparatively higher 16.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CPER vs. SCCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Southern Copper Corporation (SCCO). 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.
Dividends
CPER vs. SCCO - Dividend Comparison
CPER has not paid dividends to shareholders, while SCCO's dividend yield for the trailing twelve months is around 2.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCCO Southern Copper Corporation | 2.07% | 4.67% | 5.82% | 5.20% | 2.32% | 4.83% | 4.57% | 1.25% | 0.56% | 1.31% | 1.64% | 2.38% |
Drawdowns
CPER vs. SCCO - Drawdown Comparison
The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum SCCO drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for CPER and SCCO. For additional features, visit the drawdowns tool.
Volatility
CPER vs. SCCO - Volatility Comparison
The current volatility for United States Copper Index Fund (CPER) is 8.38%, while Southern Copper Corporation (SCCO) has a volatility of 9.65%. This indicates that CPER experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.