CRM vs. COPP
CRM (Salesforce, Inc.) is a stock, while COPP (Sprott Copper Miners ETF) is Commodity Producers Equities fund tracking the Nasdaq Sprott Copper Miners Index. Over the past year, CRM returned -27.74% vs 106.38% for COPP. At a 0.14 correlation, their price movements are largely independent.
Performance
CRM vs. COPP - Performance Comparison
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Returns By Period
In the year-to-date period, CRM achieves a -28.57% return, which is significantly lower than COPP's 26.17% return.
CRM
- 1D
- -0.98%
- 1M
- 0.94%
- YTD
- -28.57%
- 6M
- -23.41%
- 1Y
- -27.74%
- 3Y*
- -3.00%
- 5Y*
- -4.21%
- 10Y*
- 8.74%
COPP
- 1D
- -0.41%
- 1M
- 20.00%
- YTD
- 26.17%
- 6M
- 39.41%
- 1Y
- 106.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRM vs. COPP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CRM Salesforce, Inc. | -28.57% | -20.25% | 10.67% |
COPP Sprott Copper Miners ETF | 26.17% | 74.02% | 4.18% |
Correlation
The correlation between CRM and COPP is 0.02, 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 | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.14 |
The correlation between CRM and COPP shifts across timeframes, from 0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRM vs. COPP — Risk / Return Rank
CRM
COPP
CRM vs. COPP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. (CRM) and Sprott Copper Miners ETF (COPP). 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.
| CRM | COPP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.37 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.70 | -4.41 |
| Martin ratioReturn relative to average drawdown | -1.37 | 12.77 | -14.14 |
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
| CRM | COPP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 2.50 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.10 | -0.65 |
Drawdowns
CRM vs. COPP - Drawdown Comparison
The maximum CRM drawdown since its inception was -70.50%, which is greater than COPP's maximum drawdown of -44.37%. Use the drawdown chart below to compare losses from any high point for CRM and COPP.
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Drawdown Indicators
| CRM | COPP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -44.37% | -26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -39.46% | -28.91% | -10.55% |
Max Drawdown (3Y)Largest decline over 3 years | -54.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.62% | — | — |
Current DrawdownCurrent decline from peak | -48.17% | -3.89% | -44.28% |
Average DrawdownAverage peak-to-trough decline | -16.11% | -14.00% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.28% | 8.36% | +11.92% |
Volatility
CRM vs. COPP - Volatility Comparison
Salesforce, Inc. (CRM) has a higher volatility of 17.33% compared to Sprott Copper Miners ETF (COPP) at 15.24%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than COPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRM | COPP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.33% | 15.24% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 31.96% | 36.29% | -4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 42.84% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.00% | 40.77% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.33% | 40.77% | -5.44% |
Dividends
CRM vs. COPP - Dividend Comparison
CRM's dividend yield for the trailing twelve months is around 0.89%, less than COPP's 1.88% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COPP Sprott Copper Miners ETF | 1.88% | 2.37% | 2.59% |
CRM Salesforce, Inc. | 0.89% | 0.63% | 0.48% |
Frequently Asked Questions
CRM and COPP have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRM has higher volatility (17.33%) compared to COPP (15.24%). In terms of maximum drawdown, CRM dropped -70.50% vs COPP's -44.37%.
COPP currently has the higher Sharpe Ratio (2.50 vs -0.73), 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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