CPRT vs. DBMF
CPRT (Copart, Inc.) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, CPRT returned -3.14%/yr vs 8.11%/yr for DBMF. At a 0.07 correlation, their price movements are largely independent.
Performance
CPRT vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, CPRT achieves a -28.22% return, which is significantly lower than DBMF's 9.21% return.
CPRT
- 1D
- -8.02%
- 1M
- -14.25%
- YTD
- -28.22%
- 6M
- -28.84%
- 1Y
- -41.68%
- 3Y*
- -14.91%
- 5Y*
- -3.14%
- 10Y*
- 16.38%
DBMF
- 1D
- 0.87%
- 1M
- -1.53%
- YTD
- 9.21%
- 6M
- 9.01%
- 1Y
- 24.84%
- 3Y*
- 8.55%
- 5Y*
- 8.11%
- 10Y*
- —
CPRT vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CPRT Copart, Inc. | -28.22% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 37.79% |
DBMF iMGP DBi Managed Futures Strategy ETF | 9.21% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between CPRT and DBMF is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.07 |
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Return for Risk
CPRT vs. DBMF — Risk / Return Rank
CPRT
DBMF
CPRT vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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 | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -5.03 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.41 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 4.09 | -5.04 |
| Martin ratioReturn relative to average drawdown | -1.78 | 14.17 | -15.95 |
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Drawdowns
CPRT vs. DBMF - Drawdown Comparison
The maximum CPRT drawdown since its inception was -72.49%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for CPRT and DBMF.
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Drawdown Indicators
| CPRT | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.49% | -20.39% | -52.10% |
Max Drawdown (1Y)Largest decline over 1 year | -43.77% | -6.10% | -37.67% |
Max Drawdown (3Y)Largest decline over 3 years | -55.98% | -15.60% | -40.38% |
Max Drawdown (5Y)Largest decline over 5 years | -55.98% | -20.39% | -35.59% |
Max Drawdown (10Y)Largest decline over 10 years | -55.98% | — | — |
Current DrawdownCurrent decline from peak | -55.98% | -2.85% | -53.13% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -6.54% | -10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.41% | 1.76% | +21.65% |
Volatility
CPRT vs. DBMF - Volatility Comparison
Copart, Inc. (CPRT) has a higher volatility of 11.91% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.34%. This indicates that CPRT's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPRT | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.91% | 3.34% | +8.57% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 10.16% | +11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.61% | 12.55% | +13.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.32% | 12.54% | +13.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 12.41% | +15.17% |
Dividends
CPRT vs. DBMF - Dividend Comparison
CPRT has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CPRT Copart, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.20% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Frequently Asked Questions
CPRT and DBMF have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPRT has higher volatility (11.91%) compared to DBMF (3.34%). In terms of maximum drawdown, CPRT dropped -72.49% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (1.99 vs -1.64), 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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