GLNCY vs. CPER
Compare and contrast key facts about Glencore PLC ADR (GLNCY) and United States Copper Index Fund (CPER).
CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011.
Performance
GLNCY vs. CPER - Performance Comparison
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GLNCY vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 37.24% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
CPER United States Copper Index Fund | -1.77% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
Returns By Period
In the year-to-date period, GLNCY achieves a 37.24% return, which is significantly higher than CPER's -1.77% return. Over the past 10 years, GLNCY has outperformed CPER with an annualized return of 17.44%, while CPER has yielded a comparatively lower 9.08% annualized return.
GLNCY
- 1D
- -1.19%
- 1M
- 4.24%
- YTD
- 37.24%
- 6M
- 63.76%
- 1Y
- 111.30%
- 3Y*
- 14.92%
- 5Y*
- 19.38%
- 10Y*
- 17.44%
CPER
- 1D
- -0.26%
- 1M
- -5.63%
- YTD
- -1.77%
- 6M
- 13.90%
- 1Y
- 8.95%
- 3Y*
- 11.25%
- 5Y*
- 6.76%
- 10Y*
- 9.08%
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Return for Risk
GLNCY vs. CPER — Risk / Return Rank
GLNCY
CPER
GLNCY vs. CPER - Risk-Adjusted Trends 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.
| GLNCY | CPER | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.86 | 0.24 | +2.61 |
Sortino ratioReturn per unit of downside risk | 3.26 | 0.54 | +2.72 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.09 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 5.49 | 0.35 | +5.14 |
Martin ratioReturn relative to average drawdown | 19.68 | 0.71 | +18.97 |
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
| GLNCY | CPER | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 0.24 | +2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.25 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.38 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.09 | 0.00 |
Correlation
The correlation between GLNCY and CPER is 0.49, 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
GLNCY vs. CPER - Dividend Comparison
GLNCY's dividend yield for the trailing twelve months is around 1.33%, while CPER has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.33% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
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 -85.04%, 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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Drawdown Indicators
| GLNCY | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.04% | -54.04% | -31.00% |
Max Drawdown (1Y)Largest decline over 1 year | -20.22% | -24.77% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -54.06% | -34.75% | -19.31% |
Max Drawdown (10Y)Largest decline over 10 years | -76.10% | -38.42% | -37.68% |
Current DrawdownCurrent decline from peak | -1.19% | -11.29% | +10.10% |
Average DrawdownAverage peak-to-trough decline | -32.69% | -25.65% | -7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 12.19% | -6.55% |
Volatility
GLNCY vs. CPER - Volatility Comparison
Glencore PLC ADR (GLNCY) and United States Copper Index Fund (CPER) have volatilities of 9.28% and 9.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLNCY | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 9.07% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 25.13% | 21.93% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.18% | 36.82% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.92% | 26.85% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.70% | 23.86% | +15.84% |