CPRT vs. BOXX
CPRT (Copart, Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, CPRT returned -15.50%/yr vs 4.71%/yr for BOXX. At a 0.06 correlation, their price movements are largely independent.
Performance
CPRT vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, CPRT achieves a -29.78% return, which is significantly lower than BOXX's 2.09% return.
CPRT
- 1D
- -0.43%
- 1M
- -9.06%
- 6M
- -33.02%
- YTD
- -29.78%
- 1Y
- -40.21%
- 3Y*
- -15.50%
- 5Y*
- -5.30%
- 10Y*
- 15.88%
- ALL TIME*
- 17.72%
BOXX
- 1D
- 0.01%
- 1M
- 0.38%
- 6M
- 1.89%
- YTD
- 2.09%
- 1Y
- 4.08%
- 3Y*
- 4.71%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.71%
CPRT vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CPRT Copart, Inc. | -29.78% | -31.78% | 17.12% | 60.95% | 1.33% |
BOXX Alpha Architect 1-3 Month Box ETF | 2.09% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between CPRT and BOXX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.06 |
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Return for Risk
CPRT vs. BOXX — Risk / Return Rank
CPRT
BOXX
CPRT vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CPRT | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.98 | ||
| Sortino ratioReturn per unit of downside risk | -38.42 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 8.79 | -8.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 59.60 | -60.49 |
| Martin ratioReturn relative to average drawdown | -1.58 | 502.06 | -503.64 |
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Drawdowns
CPRT vs. BOXX - Drawdown Comparison
The maximum CPRT drawdown since its inception was -72.49%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for CPRT and BOXX.
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Drawdown Indicators
| CPRT | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.49% | -0.12% | -72.37% |
Max Drawdown (1Y)Largest decline over 1 year | -45.41% | -0.07% | -45.34% |
Max Drawdown (3Y)Largest decline over 3 years | -57.27% | -0.12% | -57.15% |
Max Drawdown (5Y)Largest decline over 5 years | -57.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.27% | — | — |
Current DrawdownCurrent decline from peak | -56.94% | 0.00% | -56.94% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -0.00% | -16.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.46% | 0.01% | +25.45% |
Volatility
CPRT vs. BOXX - Volatility Comparison
Copart, Inc. (CPRT) has a higher volatility of 12.73% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.11%. This indicates that CPRT's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPRT | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.73% | 0.11% | +12.62% |
Volatility (6M)Calculated over the trailing 6-month period | 21.75% | 0.26% | +21.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.49% | 0.33% | +26.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 0.37% | +26.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.69% | 0.37% | +27.32% |
Dividends
CPRT vs. BOXX - Dividend Comparison
Neither CPRT nor BOXX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
CPRT Copart, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CPRT and BOXX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPRT has higher volatility (12.73%) compared to BOXX (0.11%). In terms of maximum drawdown, CPRT dropped -72.49% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.46 vs -1.53), 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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