HG=F vs. COPX

In the year-to-date period, HG=F achieves a 14.08% return, which is significantly higher than COPX's 3.54% return. Over the past 10 years, HG=F has underperformed COPX with an annualized return of 4.79%, while COPX has yielded a comparatively higher 7.28% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Copper (HG=F) 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.

The current HG=F Sharpe Ratio is -0.21, which is higher than the COPX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of HG=F 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.

The maximum HG=F drawdown since its inception was -99.27%, which is greater than COPX's maximum drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for HG=F and COPX. For additional features, visit the drawdowns tool.

Copper (HG=F) has a higher volatility of 8.59% compared to Global X Copper Miners ETF (COPX) at 8.07%. This indicates that HG=F'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.