INTU vs. ICOP
INTU (Intuit Inc.) is a stock, while ICOP (iShares Copper and Metals Mining ETF) is Commodity Producers Equities fund tracking the STOXX Global Copper and Metals Mining Index. Over the past year, INTU returned -58.94% vs 102.60% for ICOP. At a 0.10 correlation, their price movements are largely independent.
Performance
INTU vs. ICOP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, INTU achieves a -52.75% return, which is significantly lower than ICOP's 27.29% return.
INTU
- 1D
- -3.32%
- 1M
- -23.48%
- YTD
- -52.75%
- 6M
- -51.68%
- 1Y
- -58.94%
- 3Y*
- -9.60%
- 5Y*
- -6.96%
- 10Y*
- 12.09%
ICOP
- 1D
- -3.29%
- 1M
- 17.09%
- YTD
- 27.29%
- 6M
- 37.08%
- 1Y
- 102.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTU vs. ICOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
INTU Intuit Inc. | -52.75% | 6.09% | 1.16% | 38.55% |
ICOP iShares Copper and Metals Mining ETF | 27.29% | 78.01% | 1.10% | 8.08% |
Correlation
The correlation between INTU and ICOP is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.10 |
The correlation between INTU and ICOP shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
INTU vs. ICOP — Risk / Return Rank
INTU
ICOP
INTU vs. ICOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) and iShares Copper and Metals Mining ETF (ICOP). 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.
| INTU | ICOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.11 | ||
| Sortino ratioReturn per unit of downside risk | -5.25 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.42 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 3.95 | -4.90 |
| Martin ratioReturn relative to average drawdown | -1.83 | 14.50 | -16.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| INTU | ICOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.35 | 2.77 | -4.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.08 | -0.72 |
Drawdowns
INTU vs. ICOP - Drawdown Comparison
The maximum INTU drawdown since its inception was -75.29%, which is greater than ICOP's maximum drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for INTU and ICOP.
Loading charts...
Drawdown Indicators
| INTU | ICOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -38.67% | -36.62% |
Max Drawdown (1Y)Largest decline over 1 year | -62.05% | -26.13% | -35.92% |
Max Drawdown (3Y)Largest decline over 3 years | -62.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -62.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.05% | — | — |
Current DrawdownCurrent decline from peak | -61.17% | -3.29% | -57.88% |
Average DrawdownAverage peak-to-trough decline | -24.11% | -11.67% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.21% | 7.10% | +25.11% |
Volatility
INTU vs. ICOP - Volatility Comparison
Intuit Inc. (INTU) has a higher volatility of 28.71% compared to iShares Copper and Metals Mining ETF (ICOP) at 13.69%. This indicates that INTU's price experiences larger fluctuations and is considered to be riskier than ICOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| INTU | ICOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.71% | 13.69% | +15.02% |
Volatility (6M)Calculated over the trailing 6-month period | 42.35% | 32.28% | +10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.91% | 37.29% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.44% | 33.77% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.91% | 33.77% | +0.14% |
Dividends
INTU vs. ICOP - Dividend Comparison
INTU's dividend yield for the trailing twelve months is around 1.49%, less than ICOP's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICOP iShares Copper and Metals Mining ETF | 1.63% | 2.08% | 1.87% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTU Intuit Inc. | 1.49% | 0.65% | 0.60% | 0.52% | 0.72% | 0.38% | 0.57% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% |
Frequently Asked Questions
INTU and ICOP have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTU has higher volatility (28.71%) compared to ICOP (13.69%). In terms of maximum drawdown, INTU dropped -75.29% vs ICOP's -38.67%.
ICOP currently has the higher Sharpe Ratio (2.77 vs -1.35), 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.
Find the right allocation for INTU and ICOP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer