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CS.TO vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CS.TO vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Capstone Copper Corp. (CS.TO) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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CS.TO vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CS.TO
Capstone Copper Corp.
-23.88%55.01%37.83%30.57%-11.47%134.45%213.16%24.59%-57.64%14.29%
COPX
Global X Copper Miners ETF
7.79%84.63%12.46%5.99%6.31%22.27%49.09%6.95%-25.48%30.08%
Different Trading Currencies

CS.TO is traded in CAD, while COPX is traded in USD. To make them comparable, the COPX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CS.TO achieves a -23.88% return, which is significantly lower than COPX's 7.79% return. Over the past 10 years, CS.TO has outperformed COPX with an annualized return of 35.58%, while COPX has yielded a comparatively lower 21.63% annualized return.


CS.TO

1D
8.48%
1M
-25.66%
YTD
-23.88%
6M
-11.25%
1Y
41.57%
3Y*
19.81%
5Y*
20.38%
10Y*
35.58%

COPX

1D
7.80%
1M
-18.64%
YTD
7.79%
6M
30.53%
1Y
94.40%
3Y*
29.57%
5Y*
21.19%
10Y*
21.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CS.TO vs. COPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CS.TO
CS.TO Risk / Return Rank: 6363
Overall Rank
CS.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CS.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
CS.TO Omega Ratio Rank: 6161
Omega Ratio Rank
CS.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
CS.TO Martin Ratio Rank: 6565
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CS.TO vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capstone Copper Corp. (CS.TO) and Global X Copper Miners ETF (COPX). 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.


CS.TOCOPXDifference

Sharpe ratio

Return per unit of total volatility

0.70

2.35

-1.65

Sortino ratio

Return per unit of downside risk

1.26

2.69

-1.44

Omega ratio

Gain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratio

Return relative to maximum drawdown

0.83

3.32

-2.49

Martin ratio

Return relative to average drawdown

2.53

12.71

-10.18

CS.TO vs. COPX - Sharpe Ratio Comparison

The current CS.TO Sharpe Ratio is 0.70, which is lower than the COPX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of CS.TO and COPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CS.TOCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.35

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.65

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.67

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.25

-0.22

Correlation

The correlation between CS.TO and COPX is 0.63, 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.


Dividends

CS.TO vs. COPX - Dividend Comparison

CS.TO has not paid dividends to shareholders, while COPX's dividend yield for the trailing twelve months is around 2.52%.


TTM20252024202320222021202020192018201720162015
CS.TO
Capstone Copper Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

CS.TO vs. COPX - Drawdown Comparison

The maximum CS.TO drawdown since its inception was -98.00%, which is greater than COPX's maximum drawdown of -75.17%. Use the drawdown chart below to compare losses from any high point for CS.TO and COPX.


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Drawdown Indicators


CS.TOCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-83.16%

-14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-43.28%

-27.82%

-15.46%

Max Drawdown (5Y)

Largest decline over 5 years

-69.39%

-42.12%

-27.27%

Max Drawdown (10Y)

Largest decline over 10 years

-80.23%

-65.41%

-14.82%

Current Drawdown

Current decline from peak

-37.03%

-20.22%

-16.81%

Average Drawdown

Average peak-to-trough decline

-59.54%

-39.60%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.10%

7.20%

+6.90%

Volatility

CS.TO vs. COPX - Volatility Comparison

Capstone Copper Corp. (CS.TO) has a higher volatility of 23.06% compared to Global X Copper Miners ETF (COPX) at 18.75%. This indicates that CS.TO's price experiences larger fluctuations and is considered to be riskier than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CS.TOCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.06%

18.75%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

44.44%

32.64%

+11.80%

Volatility (1Y)

Calculated over the trailing 1-year period

59.55%

40.44%

+19.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.69%

32.77%

+23.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.16%

32.31%

+26.85%