INTC vs. CPER

Last updated Jun 9, 2026

INTC (Intel Corporation) is a stock, while CPER (United States Copper Index Fund) is Metals fund tracking the SummerHaven Copper Index Total Return. Over the past 10 years, INTC returned 15.65%/yr vs 11.08%/yr for CPER. At a 0.22 correlation, their price movements are largely independent.

Performance

INTC vs. CPER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and United States Copper Index Fund (CPER). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTC achieves a 198.83% return, which is significantly higher than CPER's 10.27% return. Over the past 10 years, INTC has outperformed CPER with an annualized return of 15.65%, while CPER has yielded a comparatively lower 11.08% annualized return.

INTC

• 1D: 11.19%
• 1M: -11.73%
• YTD: 198.83%
• 6M: 173.62%
• 1Y: 449.70%
• 3Y*: 53.12%
• 5Y*: 16.15%
• 10Y*: 15.65%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. CPER - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INTC Intel Corporation	198.83%	84.04%	-59.57%	94.56%	-46.64%	6.05%	-14.69%	30.71%	4.23%	30.87%
CPER United States Copper Index Fund	10.27%	38.95%	4.23%	4.55%	-15.14%	25.21%	23.90%	6.66%	-21.91%	28.80%

Correlation

The correlation between INTC and CPER is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Nov 16, 2011	0.22

Return for Risk

INTC vs. CPER — Risk / Return Rank

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

INTC

INTC Risk / Return Rank: 98
INTC Sharpe Ratio Rank: 99
INTC Sortino Ratio Rank: 98
INTC Omega Ratio Rank: 97
INTC Calmar Ratio Rank: 99
INTC Martin Ratio Rank: 99

CPER

CPER Risk / Return Rank: 25
CPER Sharpe Ratio Rank: 25
CPER Sortino Ratio Rank: 23
CPER Omega Ratio Rank: 31
CPER Calmar Ratio Rank: 26
CPER Martin Ratio Rank: 21

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.

INTC vs. CPER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) 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.

	INTC	CPER	Difference
Sharpe ratio: Return per unit of total volatility	6.16	0.80	+5.36
Sortino ratio: Return per unit of downside risk	5.02	1.15	+3.87
Omega ratio: Gain probability vs. loss probability	1.64	1.19	+0.45
Calmar ratio: Return relative to maximum drawdown	18.76	1.12	+17.64
Martin ratio: Return relative to average drawdown	44.28	2.31	+41.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTC vs. CPER - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.16, which is higher than the CPER Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of INTC and CPER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INTC	CPER	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.16	0.80	+5.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.25	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.46	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.13	+0.23

Drawdowns

INTC vs. CPER - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for INTC and CPER.

Drawdown Indicators

	INTC	CPER	Difference
Max Drawdown Largest peak-to-trough decline	-82.25%	-54.04%	-28.21%
Max Drawdown (1Y) Largest decline over 1 year	-24.17%	-24.77%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	-63.80%	-24.77%	-39.03%
Max Drawdown (5Y) Largest decline over 5 years	-65.95%	-34.75%	-31.20%
Max Drawdown (10Y) Largest decline over 10 years	-70.80%	-38.42%	-32.38%
Current Drawdown Current decline from peak	-14.81%	-5.05%	-9.76%
Average Drawdown Average peak-to-trough decline	-36.67%	-25.39%	-11.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.22%	11.94%	-1.72%

Volatility

INTC vs. CPER - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 26.82% compared to United States Copper Index Fund (CPER) at 10.22%. This indicates that INTC'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.

Volatility by Period

	INTC	CPER	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.82%	10.22%	+16.60%
Volatility (6M) Calculated over the trailing 6-month period	57.68%	23.14%	+34.54%
Volatility (1Y) Calculated over the trailing 1-year period	73.75%	34.78%	+38.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.06%	27.04%	+25.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.07%	24.07%	+20.00%

Dividends

INTC vs. CPER - Dividend Comparison

Neither INTC nor CPER has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CPER United States Copper Index Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%

Frequently Asked Questions

Can I hold both INTC and CPER in my portfolio?

INTC and CPER have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTC or CPER?

INTC has higher volatility (26.82%) compared to CPER (10.22%). In terms of maximum drawdown, INTC dropped -82.25% vs CPER's -54.04%.

Which has better risk-adjusted returns?

INTC currently has the higher Sharpe Ratio (6.16 vs 0.80), 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.