ICHR vs. COPJ
ICHR (Ichor Holdings, Ltd.) is a stock, while COPJ (Sprott Junior Copper Miners ETF) is Commodity Producers Equities fund tracking the Nasdaq Sprott Junior Copper Miners Index. Over the past 3 years, ICHR returned 31.96%/yr vs 45.39%/yr for COPJ. At a 0.40 correlation, their price movements are largely independent.
Performance
ICHR vs. COPJ - Performance Comparison
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Returns By Period
In the year-to-date period, ICHR achieves a 293.11% return, which is significantly higher than COPJ's 15.22% return.
ICHR
- 1D
- -3.34%
- 1M
- 3.92%
- YTD
- 293.11%
- 6M
- 312.82%
- 1Y
- 316.38%
- 3Y*
- 31.96%
- 5Y*
- 5.26%
- 10Y*
- —
COPJ
- 1D
- -4.49%
- 1M
- 13.66%
- YTD
- 15.22%
- 6M
- 30.03%
- 1Y
- 123.62%
- 3Y*
- 45.39%
- 5Y*
- —
- 10Y*
- —
ICHR vs. COPJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ICHR Ichor Holdings, Ltd. | 293.11% | -42.80% | -4.19% | -9.43% |
COPJ Sprott Junior Copper Miners ETF | 15.22% | 140.63% | 11.07% | -5.30% |
Correlation
The correlation between ICHR and COPJ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.40 |
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Return for Risk
ICHR vs. COPJ — Risk / Return Rank
ICHR
COPJ
ICHR vs. COPJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ichor Holdings, Ltd. (ICHR) and Sprott Junior Copper Miners ETF (COPJ). 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.
| ICHR | COPJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 7.81 | 3.85 | +3.96 |
| Martin ratioReturn relative to average drawdown | 17.66 | 11.26 | +6.40 |
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
| ICHR | COPJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.46 | 2.95 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.10 | -0.74 |
Drawdowns
ICHR vs. COPJ - Drawdown Comparison
The maximum ICHR drawdown since its inception was -77.39%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for ICHR and COPJ.
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Drawdown Indicators
| ICHR | COPJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.39% | -32.28% | -45.11% |
Max Drawdown (1Y)Largest decline over 1 year | -40.80% | -32.28% | -8.52% |
Max Drawdown (3Y)Largest decline over 3 years | -69.09% | -32.28% | -36.81% |
Max Drawdown (5Y)Largest decline over 5 years | -74.93% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -11.93% | +6.08% |
Average DrawdownAverage peak-to-trough decline | -36.38% | -11.86% | -24.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.02% | 11.02% | +7.00% |
Volatility
ICHR vs. COPJ - Volatility Comparison
Ichor Holdings, Ltd. (ICHR) has a higher volatility of 19.72% compared to Sprott Junior Copper Miners ETF (COPJ) at 15.44%. This indicates that ICHR's price experiences larger fluctuations and is considered to be riskier than COPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICHR | COPJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.72% | 15.44% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 60.25% | 35.19% | +25.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.42% | 42.16% | +50.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.68% | 34.78% | +31.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.88% | 34.78% | +31.10% |
Dividends
ICHR vs. COPJ - Dividend Comparison
ICHR has not paid dividends to shareholders, while COPJ's dividend yield for the trailing twelve months is around 10.04%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 10.04% | 11.57% | 11.64% | 2.48% |
ICHR Ichor Holdings, Ltd. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ICHR and COPJ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICHR has higher volatility (19.72%) compared to COPJ (15.44%). In terms of maximum drawdown, ICHR dropped -77.39% vs COPJ's -32.28%.
ICHR currently has the higher Sharpe Ratio (3.46 vs 2.95), 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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