HOOD vs. CPER
HOOD (Robinhood Markets, Inc.) is a stock, while CPER (United States Copper Index Fund) is Metals fund tracking the SummerHaven Copper Index Total Return. Over the past 3 years, HOOD returned 108.29%/yr vs 18.31%/yr for CPER. At a 0.25 correlation, their price movements are largely independent.
Performance
HOOD vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, HOOD achieves a -24.81% return, which is significantly lower than CPER's 10.27% return.
HOOD
- 1D
- 3.12%
- 1M
- 10.40%
- YTD
- -24.81%
- 6M
- -37.67%
- 1Y
- 13.57%
- 3Y*
- 108.29%
- 5Y*
- —
- 10Y*
- —
CPER
- 1D
- 1.23%
- 1M
- 0.73%
- YTD
- 10.27%
- 6M
- 15.97%
- 1Y
- 27.52%
- 3Y*
- 18.31%
- 5Y*
- 6.72%
- 10Y*
- 11.08%
HOOD vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HOOD Robinhood Markets, Inc. | -24.81% | 203.54% | 192.46% | 56.51% | -54.17% | -48.99% |
CPER United States Copper Index Fund | 10.27% | 38.95% | 4.23% | 4.55% | -15.14% | -2.05% |
Correlation
The correlation between HOOD and CPER is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2021 | 0.25 |
The correlation between HOOD and CPER shifts across timeframes, from 0.25 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HOOD vs. CPER — Risk / Return Rank
HOOD
CPER
HOOD vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Robinhood Markets, Inc. (HOOD) 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.
| HOOD | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.12 | -0.88 |
| Martin ratioReturn relative to average drawdown | 0.44 | 2.31 | -1.88 |
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
| HOOD | CPER | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.80 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.13 | +0.15 |
Drawdowns
HOOD vs. CPER - Drawdown Comparison
The maximum HOOD drawdown since its inception was -90.21%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for HOOD and CPER.
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Drawdown Indicators
| HOOD | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.21% | -54.04% | -36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -57.26% | -24.77% | -32.49% |
Max Drawdown (3Y)Largest decline over 3 years | -57.26% | -24.77% | -32.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.42% | — |
Current DrawdownCurrent decline from peak | -44.22% | -5.05% | -39.17% |
Average DrawdownAverage peak-to-trough decline | -60.95% | -25.39% | -35.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.25% | 11.94% | +19.31% |
Volatility
HOOD vs. CPER - Volatility Comparison
Robinhood Markets, Inc. (HOOD) has a higher volatility of 22.93% compared to United States Copper Index Fund (CPER) at 10.22%. This indicates that HOOD'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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Volatility by Period
| HOOD | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.93% | 10.22% | +12.71% |
Volatility (6M)Calculated over the trailing 6-month period | 50.49% | 23.14% | +27.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.17% | 34.78% | +34.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.04% | 27.04% | +47.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.04% | 24.07% | +49.97% |
Dividends
HOOD vs. CPER - Dividend Comparison
Neither HOOD nor CPER has paid dividends to shareholders.
Frequently Asked Questions
HOOD and CPER have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOD has higher volatility (22.93%) compared to CPER (10.22%). In terms of maximum drawdown, HOOD dropped -90.21% vs CPER's -54.04%.
CPER currently has the higher Sharpe Ratio (0.80 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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