SCCO vs. CPER
Compare and contrast key facts about Southern Copper Corporation (SCCO) and United States Copper Index Fund (CPER).
CPER is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Copper Index Total Return. It was launched on Nov 15, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCCO or CPER.
Key characteristics
| SCCO | CPER | |
|---|---|---|
| YTD Return | 21.40% | 6.21% |
| 1Y Return | 41.02% | 11.77% |
| 3Y Return (Ann) | 23.44% | -1.94% |
| 5Y Return (Ann) | 27.67% | 9.10% |
| 10Y Return (Ann) | 16.84% | 2.41% |
| Sharpe Ratio | 1.27 | 0.54 |
| Sortino Ratio | 1.94 | 0.88 |
| Omega Ratio | 1.23 | 1.11 |
| Calmar Ratio | 1.85 | 0.53 |
| Martin Ratio | 4.10 | 1.25 |
| Ulcer Index | 11.93% | 9.86% |
| Daily Std Dev | 38.54% | 22.76% |
| Max Drawdown | -78.57% | -54.04% |
| Current Drawdown | -19.98% | -18.29% |
Correlation
The correlation between SCCO and CPER is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SCCO vs. CPER - Performance Comparison
In the year-to-date period, SCCO achieves a 21.40% return, which is significantly higher than CPER's 6.21% return. Over the past 10 years, SCCO has outperformed CPER with an annualized return of 16.84%, while CPER has yielded a comparatively lower 2.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SCCO vs. CPER - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) 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.
Dividends
SCCO vs. CPER - Dividend Comparison
SCCO's dividend yield for the trailing twelve months is around 2.07%, while CPER has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCCO Southern Copper Corporation | 2.07% | 4.67% | 5.82% | 5.20% | 2.32% | 4.83% | 4.57% | 1.25% | 0.56% | 1.31% | 1.64% | 2.38% |
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% |
Drawdowns
SCCO vs. CPER - Drawdown Comparison
The maximum SCCO drawdown since its inception was -78.57%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for SCCO and CPER. For additional features, visit the drawdowns tool.
Volatility
SCCO vs. CPER - Volatility Comparison
Southern Copper Corporation (SCCO) has a higher volatility of 9.65% compared to United States Copper Index Fund (CPER) at 8.38%. This indicates that SCCO'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.