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IMO vs. COPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMO vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Oil Limited (IMO) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMO achieves a 41.99% return, which is significantly higher than COPX's 19.75% return. Over the past 10 years, IMO has underperformed COPX with an annualized return of 17.61%, while COPX has yielded a comparatively higher 21.86% annualized return.


IMO

1D
0.26%
1M
-7.42%
YTD
41.99%
6M
33.35%
1Y
56.95%
3Y*
37.72%
5Y*
32.35%
10Y*
17.61%

COPX

1D
3.38%
1M
-6.46%
YTD
19.75%
6M
29.13%
1Y
103.76%
3Y*
33.96%
5Y*
19.28%
10Y*
21.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMO vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMO
Imperial Oil Limited
41.99%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%
COPX
Global X Copper Miners ETF
19.75%93.50%3.57%8.38%-0.76%23.39%51.66%12.48%-31.31%38.92%

Correlation

The correlation between IMO and COPX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

0.49

Over the past year, the correlation between IMO and COPX has dropped to 0.19 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

IMO vs. COPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMO
IMO Risk / Return Rank: 8787
Overall Rank
IMO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMO Omega Ratio Rank: 8484
Omega Ratio Rank
IMO Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMO Martin Ratio Rank: 8989
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 7676
Overall Rank
COPX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
COPX Omega Ratio Rank: 7070
Omega Ratio Rank
COPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
COPX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMO vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMOCOPXDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

3.47

3.75

-0.28

Martin ratioReturn relative to average drawdown

10.04

11.60

-1.56

IMO vs. COPX - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 2.10, which is comparable to the COPX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IMO and COPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMO vs. COPX - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.82%, roughly equal to the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for IMO and COPX.


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Drawdown Indicators


IMOCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-83.16%

-1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-27.82%

+11.31%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

-39.72%

+16.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-42.12%

+12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

-65.41%

-11.55%

Current Drawdown

Current decline from peak

-11.88%

-10.17%

-1.71%

Average Drawdown

Average peak-to-trough decline

-21.19%

-39.28%

+18.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

8.98%

-3.29%

Volatility

IMO vs. COPX - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 9.97%, while Global X Copper Miners ETF (COPX) has a volatility of 19.30%. This indicates that IMO experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMOCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

19.30%

-9.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.21%

38.15%

-15.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.31%

43.66%

-16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

37.00%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

35.75%

-0.20%

Dividends

IMO vs. COPX - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 1.90%, less than COPX's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.24%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
IMO
Imperial Oil Limited
1.90%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%

Frequently Asked Questions


IMO and COPX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COPX has higher volatility (19.30%) compared to IMO (9.97%). In terms of maximum drawdown, IMO dropped -84.82% vs COPX's -83.16%.

COPX currently has the higher Sharpe Ratio (2.39 vs 2.10), 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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