LTC vs. CPER
LTC (LTC Properties, Inc.) is a stock, while CPER (United States Copper Index Fund) is Copper fund tracking the SummerHaven Copper Index Total Return. Over the past 10 years, LTC returned 2.94%/yr vs 10.93%/yr for CPER. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
LTC vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, LTC achieves a 15.88% return, which is significantly higher than CPER's 14.82% return. Over the past 10 years, LTC has underperformed CPER with an annualized return of 2.94%, while CPER has yielded a comparatively higher 10.93% annualized return.
LTC
- 1D
- -1.11%
- 1M
- -1.59%
- 6M
- 9.20%
- YTD
- 15.88%
- 1Y
- 17.80%
- 3Y*
- 11.53%
- 5Y*
- 7.97%
- 10Y*
- 2.94%
- ALL TIME*
- 11.33%
CPER
- 1D
- 1.26%
- 1M
- 7.64%
- 6M
- 7.10%
- YTD
- 14.82%
- 1Y
- 44.81%
- 3Y*
- 18.88%
- 5Y*
- 8.57%
- 10Y*
- 10.93%
- ALL TIME*
- 3.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.83M | $15.76M | $24.31M | |
| $20.23M | $24.14M | $21.44M |
LTC vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTC LTC Properties, Inc. | 15.88% | 6.17% | 14.94% | -3.25% | 10.52% | -6.77% | -7.56% | 12.79% | 1.12% | -2.74% |
CPER United States Copper Index Fund | 14.82% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
Correlation
The correlation between LTC and CPER is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011 | 0.09 |
The correlation between LTC and CPER shifts across timeframes, from -0.14 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LTC vs. CPER — Risk / Return Rank
LTC
CPER
LTC vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LTC Properties, Inc. (LTC) 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.
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.
| LTC | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.74 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.21 | 8.53 | -4.32 |
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Drawdowns
LTC vs. CPER - Drawdown Comparison
The maximum LTC drawdown since its inception was -80.13%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for LTC and CPER.
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Drawdown Indicators
| LTC | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.13% | -54.04% | -26.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -16.43% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -24.77% | +10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -34.75% | +6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -38.42% | -12.99% |
Current DrawdownCurrent decline from peak | -9.71% | -1.13% | -8.58% |
Average DrawdownAverage peak-to-trough decline | -15.91% | -25.17% | +9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 5.27% | -1.04% |
Volatility
LTC vs. CPER - Volatility Comparison
LTC Properties, Inc. (LTC) has a higher volatility of 7.60% compared to United States Copper Index Fund (CPER) at 6.25%. This indicates that LTC'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.
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Volatility by Period
| LTC | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 6.25% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 20.67% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 28.01% | -8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.95% | 27.08% | -6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.21% | 24.11% | +3.10% |
Dividends
LTC vs. CPER - Dividend Comparison
LTC's dividend yield for the trailing twelve months is around 5.93%, while CPER has not 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% |
LTC LTC Properties, Inc. | 5.93% | 6.63% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% |
Frequently Asked Questions
LTC and CPER have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTC has higher volatility (7.60%) compared to CPER (6.25%). In terms of maximum drawdown, LTC dropped -80.13% vs CPER's -54.04%.
CPER currently has the higher Sharpe Ratio (1.61 vs 0.93), 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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