CPRT vs. CSPX.L
CPRT (Copart, Inc.) is a stock, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CPRT returned 17.57%/yr vs 15.24%/yr for CSPX.L. At a 0.34 correlation, their price movements are largely independent.
Performance
CPRT vs. CSPX.L - Performance Comparison
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Returns By Period
In the year-to-date period, CPRT achieves a -21.46% return, which is significantly lower than CSPX.L's 8.40% return. Over the past 10 years, CPRT has outperformed CSPX.L with an annualized return of 17.57%, while CSPX.L has yielded a comparatively lower 15.24% annualized return.
CPRT
- 1D
- -1.00%
- 1M
- -6.65%
- YTD
- -21.46%
- 6M
- -20.48%
- 1Y
- -38.49%
- 3Y*
- -10.83%
- 5Y*
- -0.30%
- 10Y*
- 17.57%
CSPX.L
- 1D
- 2.02%
- 1M
- 0.42%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.50%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
CPRT vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPRT Copart, Inc. | -21.46% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Correlation
The correlation between CPRT and CSPX.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.34 |
Over the past year, the correlation between CPRT and CSPX.L has dropped to 0.07 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
CPRT vs. CSPX.L — Risk / Return Rank
CPRT
CSPX.L
CPRT vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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 | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -5.38 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.36 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.98 | -3.97 |
| Martin ratioReturn relative to average drawdown | -1.75 | 12.45 | -14.20 |
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Drawdowns
CPRT vs. CSPX.L - Drawdown Comparison
The maximum CPRT drawdown since its inception was -72.49%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for CPRT and CSPX.L.
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Drawdown Indicators
| CPRT | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.49% | -33.90% | -38.59% |
Max Drawdown (1Y)Largest decline over 1 year | -39.26% | -8.17% | -31.09% |
Max Drawdown (3Y)Largest decline over 3 years | -52.46% | -18.50% | -33.96% |
Max Drawdown (5Y)Largest decline over 5 years | -52.46% | -24.39% | -28.07% |
Max Drawdown (10Y)Largest decline over 10 years | -52.46% | -33.90% | -18.56% |
Current DrawdownCurrent decline from peak | -51.83% | -2.27% | -49.56% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -3.72% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.06% | 1.96% | +20.10% |
Volatility
CPRT vs. CSPX.L - Volatility Comparison
Copart, Inc. (CPRT) has a higher volatility of 8.74% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that CPRT's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPRT | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 4.01% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.69% | 9.03% | +9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 12.04% | +11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.94% | 16.03% | +9.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.43% | 16.22% | +11.21% |
Dividends
CPRT vs. CSPX.L - Dividend Comparison
Neither CPRT nor CSPX.L has paid dividends to shareholders.
Frequently Asked Questions
CPRT and CSPX.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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