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GLNCY vs. CPER
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLNCY and CPER is 0.31, 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.


Performance

GLNCY vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glencore PLC ADR (GLNCY) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GLNCY:

-1.09

CPER:

-0.08

Sortino Ratio

GLNCY:

-1.49

CPER:

0.18

Omega Ratio

GLNCY:

0.81

CPER:

1.02

Calmar Ratio

GLNCY:

-0.71

CPER:

-0.01

Martin Ratio

GLNCY:

-1.45

CPER:

-0.02

Ulcer Index

GLNCY:

26.41%

CPER:

10.09%

Daily Std Dev

GLNCY:

36.81%

CPER:

27.76%

Max Drawdown

GLNCY:

-85.03%

CPER:

-54.04%

Current Drawdown

GLNCY:

-41.77%

CPER:

-10.81%

Returns By Period

In the year-to-date period, GLNCY achieves a -15.20% return, which is significantly lower than CPER's 16.10% return. Over the past 10 years, GLNCY has underperformed CPER with an annualized return of 2.59%, while CPER has yielded a comparatively higher 4.67% annualized return.


GLNCY

YTD

-15.20%

1M

4.12%

6M

-22.08%

1Y

-39.75%

3Y*

-13.18%

5Y*

20.05%

10Y*

2.59%

CPER

YTD

16.10%

1M

-4.04%

6M

13.26%

1Y

-2.31%

3Y*

3.72%

5Y*

13.50%

10Y*

4.67%

*Annualized

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Glencore PLC ADR

United States Copper Index Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GLNCY vs. CPER — Risk-Adjusted Performance Rank

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

GLNCY
The Risk-Adjusted Performance Rank of GLNCY is 66
Overall Rank
The Sharpe Ratio Rank of GLNCY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of GLNCY is 66
Sortino Ratio Rank
The Omega Ratio Rank of GLNCY is 66
Omega Ratio Rank
The Calmar Ratio Rank of GLNCY is 88
Calmar Ratio Rank
The Martin Ratio Rank of GLNCY is 77
Martin Ratio Rank

CPER
The Risk-Adjusted Performance Rank of CPER is 1515
Overall Rank
The Sharpe Ratio Rank of CPER is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CPER is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CPER is 1717
Omega Ratio Rank
The Calmar Ratio Rank of CPER is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CPER is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLNCY vs. CPER - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) and United States Copper Index Fund (CPER). 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.


The current GLNCY Sharpe Ratio is -1.09, which is lower than the CPER Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GLNCY and CPER, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GLNCY vs. CPER - Dividend Comparison

GLNCY's dividend yield for the trailing twelve months is around 3.16%, while CPER has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GLNCY
Glencore PLC ADR
3.16%2.98%8.68%5.56%3.17%3.19%6.47%5.52%1.34%0.00%15.47%3.71%
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLNCY vs. CPER - Drawdown Comparison

The maximum GLNCY drawdown since its inception was -85.03%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for GLNCY and CPER.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GLNCY vs. CPER - Volatility Comparison

Glencore PLC ADR (GLNCY) has a higher volatility of 11.93% compared to United States Copper Index Fund (CPER) at 9.42%. This indicates that GLNCY's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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