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LUN.TO vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUN.TO vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lundin Mining Corporation (LUN.TO) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

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LUN.TO vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUN.TO
Lundin Mining Corporation
17.70%141.31%17.72%35.67%-11.74%-9.34%49.12%40.12%-31.40%32.67%
COPX
Global X Copper Miners ETF
7.79%84.63%12.46%5.99%6.31%22.27%49.09%6.95%-25.48%30.08%
Different Trading Currencies

LUN.TO is traded in CAD, while COPX is traded in USD. To make them comparable, the COPX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUN.TO achieves a 17.70% return, which is significantly higher than COPX's 7.79% return. Over the past 10 years, LUN.TO has outperformed COPX with an annualized return of 26.87%, while COPX has yielded a comparatively lower 21.63% annualized return.


LUN.TO

1D
10.72%
1M
-20.11%
YTD
17.70%
6M
67.43%
1Y
199.22%
3Y*
59.53%
5Y*
25.04%
10Y*
26.87%

COPX

1D
7.80%
1M
-18.64%
YTD
7.79%
6M
30.53%
1Y
94.40%
3Y*
29.57%
5Y*
21.19%
10Y*
21.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LUN.TO vs. COPX — Risk / Return Rank

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

LUN.TO
LUN.TO Risk / Return Rank: 9696
Overall Rank
LUN.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LUN.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
LUN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
LUN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
LUN.TO Martin Ratio Rank: 9898
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
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.

LUN.TO vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lundin Mining Corporation (LUN.TO) 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.


LUN.TOCOPXDifference

Sharpe ratio

Return per unit of total volatility

3.73

2.35

+1.38

Sortino ratio

Return per unit of downside risk

3.65

2.69

+0.96

Omega ratio

Gain probability vs. loss probability

1.51

1.37

+0.13

Calmar ratio

Return relative to maximum drawdown

5.72

3.32

+2.41

Martin ratio

Return relative to average drawdown

22.91

12.71

+10.20

LUN.TO vs. COPX - Sharpe Ratio Comparison

The current LUN.TO Sharpe Ratio is 3.73, which is higher than the COPX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LUN.TO and COPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LUN.TOCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

2.35

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.65

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.67

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.25

-0.25

Correlation

The correlation between LUN.TO and COPX is 0.73, 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.


Dividends

LUN.TO vs. COPX - Dividend Comparison

LUN.TO's dividend yield for the trailing twelve months is around 0.32%, less than COPX's 2.52% yield.


TTM20252024202320222021202020192018201720162015
LUN.TO
Lundin Mining Corporation
0.32%0.59%3.64%3.32%5.66%3.95%1.42%1.55%2.13%1.44%0.00%0.00%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

LUN.TO vs. COPX - Drawdown Comparison

The maximum LUN.TO drawdown since its inception was -95.33%, which is greater than COPX's maximum drawdown of -75.17%. Use the drawdown chart below to compare losses from any high point for LUN.TO and COPX.


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Drawdown Indicators


LUN.TOCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-95.33%

-83.16%

-12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-33.67%

-27.82%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-57.61%

-42.12%

-15.49%

Max Drawdown (10Y)

Largest decline over 10 years

-57.61%

-65.41%

+7.80%

Current Drawdown

Current decline from peak

-21.82%

-20.22%

-1.60%

Average Drawdown

Average peak-to-trough decline

-48.47%

-39.60%

-8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.41%

7.20%

+1.21%

Volatility

LUN.TO vs. COPX - Volatility Comparison

Lundin Mining Corporation (LUN.TO) has a higher volatility of 22.19% compared to Global X Copper Miners ETF (COPX) at 18.75%. This indicates that LUN.TO's price experiences larger fluctuations and is considered to be riskier 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


LUN.TOCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.19%

18.75%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

40.87%

32.64%

+8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

53.80%

40.44%

+13.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.41%

32.77%

+12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.84%

32.31%

+13.53%