SCBFY vs. COPJ

Last updated Jun 24, 2026

SCBFY (Standard Chartered PLC) is a stock, while COPJ (Sprott Junior Copper Miners ETF) is Copper fund tracking the Nasdaq Sprott Junior Copper Miners Index. Over the past 3 years, SCBFY returned 53.26%/yr vs 38.95%/yr for COPJ. At a 0.41 correlation, their price movements are largely independent.

Performance

SCBFY vs. COPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standard Chartered PLC (SCBFY) and Sprott Junior Copper Miners ETF (COPJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCBFY achieves a 13.78% return, which is significantly higher than COPJ's 0.31% return.

SCBFY

• 1D: -0.11%
• 1M: 3.56%
• YTD: 13.78%
• 6M: 14.03%
• 1Y: 79.54%
• 3Y*: 53.26%
• 5Y*: 37.08%
• 10Y*: —

COPJ

• 1D: -5.08%
• 1M: -6.08%
• YTD: 0.31%
• 6M: 1.57%
• 1Y: 91.12%
• 3Y*: 38.95%
• 5Y*: —
• 10Y*: —

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

SCBFY vs. COPJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCBFY Standard Chartered PLC	13.78%	103.24%	52.51%	0.31%
COPJ Sprott Junior Copper Miners ETF	0.31%	140.63%	11.07%	-6.47%

Correlation

The correlation between SCBFY and COPJ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.41

Return for Risk

SCBFY vs. COPJ — Risk / Return Rank

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

SCBFY

SCBFY Risk / Return Rank: 90
SCBFY Sharpe Ratio Rank: 92
SCBFY Sortino Ratio Rank: 89
SCBFY Omega Ratio Rank: 89
SCBFY Calmar Ratio Rank: 87
SCBFY Martin Ratio Rank: 91

COPJ

COPJ Risk / Return Rank: 56
COPJ Sharpe Ratio Rank: 65
COPJ Sortino Ratio Rank: 51
COPJ Omega Ratio Rank: 56
COPJ Calmar Ratio Rank: 60
COPJ Martin Ratio Rank: 48

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.

SCBFY vs. COPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standard Chartered PLC (SCBFY) and Sprott Junior Copper Miners ETF (COPJ). 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.

	SCBFY	COPJ	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.04	+0.37
Sortino ratio: Return per unit of downside risk	3.01	2.40	+0.61
Omega ratio: Gain probability vs. loss probability	1.40	1.33	+0.06
Calmar ratio: Return relative to maximum drawdown	3.64	2.84	+0.80
Martin ratio: Return relative to average drawdown	11.87	7.73	+4.14

SCBFY vs. COPJ - Sharpe Ratio Comparison

The current SCBFY Sharpe Ratio is 2.42, which is comparable to the COPJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SCBFY and COPJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCBFY vs. COPJ - Drawdown Comparison

The maximum SCBFY drawdown since its inception was -55.18%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for SCBFY and COPJ.

Drawdown Indicators

	SCBFY	COPJ	Difference
Max Drawdown Largest peak-to-trough decline	-55.18%	-32.28%	-22.90%
Max Drawdown (1Y) Largest decline over 1 year	-21.98%	-32.28%	+10.30%
Max Drawdown (3Y) Largest decline over 3 years	-28.20%	-32.28%	+4.08%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	—	—
Current Drawdown Current decline from peak	-2.85%	-23.33%	+20.48%
Average Drawdown Average peak-to-trough decline	-18.07%	-12.01%	-6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.72%	11.82%	-5.10%

Volatility

SCBFY vs. COPJ - Volatility Comparison

The current volatility for Standard Chartered PLC (SCBFY) is 12.59%, while Sprott Junior Copper Miners ETF (COPJ) has a volatility of 19.61%. This indicates that SCBFY experiences smaller price fluctuations and is considered to be less risky than COPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCBFY	COPJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.59%	19.61%	-7.02%
Volatility (6M) Calculated over the trailing 6-month period	28.02%	38.85%	-10.83%
Volatility (1Y) Calculated over the trailing 1-year period	33.10%	45.16%	-12.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.29%	35.68%	+0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.35%	35.68%	+4.67%

Dividends

SCBFY vs. COPJ - Dividend Comparison

SCBFY's dividend yield for the trailing twelve months is around 2.23%, less than COPJ's 11.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
COPJ Sprott Junior Copper Miners ETF	11.54%	11.57%	11.64%	2.48%	0.00%	0.00%	0.00%
SCBFY Standard Chartered PLC	2.23%	1.63%	2.40%	2.36%	1.66%	1.96%	2.75%

Frequently Asked Questions

Can I hold both SCBFY and COPJ in my portfolio?

SCBFY and COPJ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCBFY or COPJ?

COPJ has higher volatility (19.61%) compared to SCBFY (12.59%). In terms of maximum drawdown, SCBFY dropped -55.18% vs COPJ's -32.28%.

Which has better risk-adjusted returns?

SCBFY currently has the higher Sharpe Ratio (2.42 vs 2.04), 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.