ICOP vs. ANTO.L
Compare and contrast key facts about Ishares Copper And Metals Mining ETF (ICOP) and Antofagasta plc (ANTO.L).
ICOP is a passively managed fund by iShares that tracks the performance of the STOXX Global Copper and Metals Mining Index - Benchmark TR Net. It was launched on Jun 21, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICOP or ANTO.L.
Performance
ICOP vs. ANTO.L - Performance Comparison
Returns By Period
In the year-to-date period, ICOP achieves a 10.58% return, which is significantly higher than ANTO.L's 0.05% return.
ICOP
10.58%
-8.64%
-19.80%
26.33%
N/A
N/A
ANTO.L
0.05%
-8.15%
-29.79%
21.85%
13.60%
8.71%
Key characteristics
| ICOP | ANTO.L | |
|---|---|---|
| Sharpe Ratio | 0.89 | 0.55 |
| Sortino Ratio | 1.39 | 0.97 |
| Omega Ratio | 1.17 | 1.12 |
| Calmar Ratio | 1.10 | 0.59 |
| Martin Ratio | 2.35 | 1.28 |
| Ulcer Index | 11.88% | 15.12% |
| Daily Std Dev | 31.34% | 35.18% |
| Max Drawdown | -25.40% | -83.33% |
| Current Drawdown | -19.80% | -30.29% |
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Correlation
The correlation between ICOP and ANTO.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ICOP vs. ANTO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Copper And Metals Mining ETF (ICOP) and Antofagasta plc (ANTO.L). 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.
Dividends
ICOP vs. ANTO.L - Dividend Comparison
ICOP's dividend yield for the trailing twelve months is around 2.13%, more than ANTO.L's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICOP Ishares Copper And Metals Mining ETF | 2.13% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANTO.L Antofagasta plc | 1.52% | 2.97% | 6.40% | 3.89% | 2.04% | 4.08% | 4.40% | 1.94% | 0.26% | 1.69% | 4.62% | 4.39% |
Drawdowns
ICOP vs. ANTO.L - Drawdown Comparison
The maximum ICOP drawdown since its inception was -25.40%, smaller than the maximum ANTO.L drawdown of -83.33%. Use the drawdown chart below to compare losses from any high point for ICOP and ANTO.L. For additional features, visit the drawdowns tool.
Volatility
ICOP vs. ANTO.L - Volatility Comparison
The current volatility for Ishares Copper And Metals Mining ETF (ICOP) is 9.09%, while Antofagasta plc (ANTO.L) has a volatility of 12.60%. This indicates that ICOP experiences smaller price fluctuations and is considered to be less risky than ANTO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.