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GLMD vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLMD vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Galmed Pharmaceuticals Ltd. (GLMD) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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GLMD vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLMD
Galmed Pharmaceuticals Ltd.
-34.71%-76.47%-41.58%-93.93%-72.53%-41.48%-46.19%-15.37%-25.36%160.68%
COPX
Global X Copper Miners ETF
6.35%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%

Returns By Period

In the year-to-date period, GLMD achieves a -34.71% return, which is significantly lower than COPX's 6.35% return. Over the past 10 years, GLMD has underperformed COPX with an annualized return of -52.88%, while COPX has yielded a comparatively higher 20.82% annualized return.


GLMD

1D
3.17%
1M
-19.87%
YTD
-34.71%
6M
-64.49%
1Y
-65.97%
3Y*
-81.45%
5Y*
-76.03%
10Y*
-52.88%

COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GLMD vs. COPX — Risk / Return Rank

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

GLMD
GLMD Risk / Return Rank: 1010
Overall Rank
GLMD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GLMD Sortino Ratio Rank: 99
Sortino Ratio Rank
GLMD Omega Ratio Rank: 1111
Omega Ratio Rank
GLMD Calmar Ratio Rank: 99
Calmar Ratio Rank
GLMD Martin Ratio Rank: 1010
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.

GLMD vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galmed Pharmaceuticals Ltd. (GLMD) 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.


GLMDCOPXDifference

Sharpe ratio

Return per unit of total volatility

-0.78

2.41

-3.19

Sortino ratio

Return per unit of downside risk

-1.14

2.75

-3.89

Omega ratio

Gain probability vs. loss probability

0.87

1.38

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.87

3.46

-4.33

Martin ratio

Return relative to average drawdown

-1.47

13.40

-14.87

GLMD vs. COPX - Sharpe Ratio Comparison

The current GLMD Sharpe Ratio is -0.78, which is lower than the COPX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of GLMD 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


GLMDCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

2.41

-3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.52

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

0.59

-0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.16

-0.55

Correlation

The correlation between GLMD and COPX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLMD vs. COPX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
GLMD
Galmed Pharmaceuticals Ltd.
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

GLMD vs. COPX - Drawdown Comparison

The maximum GLMD drawdown since its inception was -99.99%, which is greater than COPX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for GLMD and COPX.


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Drawdown Indicators


GLMDCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-83.16%

-16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-79.62%

-27.82%

-51.80%

Max Drawdown (5Y)

Largest decline over 5 years

-99.93%

-42.12%

-57.81%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-65.41%

-34.58%

Current Drawdown

Current decline from peak

-99.98%

-20.22%

-79.76%

Average Drawdown

Average peak-to-trough decline

-73.98%

-39.60%

-34.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.95%

7.20%

+39.75%

Volatility

GLMD vs. COPX - Volatility Comparison

Galmed Pharmaceuticals Ltd. (GLMD) has a higher volatility of 22.33% compared to Global X Copper Miners ETF (COPX) at 18.96%. This indicates that GLMD'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


GLMDCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.33%

18.96%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

58.23%

33.75%

+24.48%

Volatility (1Y)

Calculated over the trailing 1-year period

85.06%

42.22%

+42.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

165.53%

36.05%

+129.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.94%

35.51%

+102.43%