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SCO vs. CPXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. CPXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and USCF Daily Target 2X Copper Index ETF (CPXR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCO achieves a -68.52% return, which is significantly lower than CPXR's 21.61% return.


SCO

1D
-2.80%
1M
0.04%
YTD
-68.52%
6M
-67.29%
1Y
-68.07%
3Y*
-37.96%
5Y*
-42.81%
10Y*
-38.69%

CPXR

1D
-5.10%
1M
21.98%
YTD
21.61%
6M
34.31%
1Y
37.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. CPXR - Yearly Performance Comparison


Correlation

The correlation between SCO and CPXR is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

-0.04

The correlation between SCO and CPXR shifts across timeframes, from -0.04 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCO vs. CPXR — Risk / Return Rank

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

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 00
Sortino Ratio Rank
SCO Omega Ratio Rank: 00
Omega Ratio Rank
SCO Calmar Ratio Rank: 11
Calmar Ratio Rank
SCO Martin Ratio Rank: 00
Martin Ratio Rank

CPXR
CPXR Risk / Return Rank: 2020
Overall Rank
CPXR Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CPXR Sortino Ratio Rank: 2121
Sortino Ratio Rank
CPXR Omega Ratio Rank: 2727
Omega Ratio Rank
CPXR Calmar Ratio Rank: 1919
Calmar Ratio Rank
CPXR Martin Ratio Rank: 1616
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.

SCO vs. CPXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and USCF Daily Target 2X Copper Index ETF (CPXR). 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.


SCOCPXRDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.75

1.18

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.94

0.80

-1.74

Martin ratioReturn relative to average drawdown

-1.97

1.47

-3.44

SCO vs. CPXR - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -1.20, which is lower than the CPXR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SCO and CPXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCOCPXRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

0.55

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.66

-1.04

Drawdowns

SCO vs. CPXR - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, which is greater than CPXR's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for SCO and CPXR.


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Drawdown Indicators


SCOCPXRDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-47.87%

-51.93%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-47.87%

-24.37%

Max Drawdown (3Y)

Largest decline over 3 years

-79.85%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

Current Drawdown

Current decline from peak

-99.79%

-5.10%

-94.69%

Average Drawdown

Average peak-to-trough decline

-85.17%

-19.88%

-65.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.60%

25.94%

+8.66%

Volatility

SCO vs. CPXR - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 20.05% compared to USCF Daily Target 2X Copper Index ETF (CPXR) at 18.75%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than CPXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOCPXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.05%

18.75%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

45.60%

45.26%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

56.64%

68.77%

-12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.74%

68.61%

-8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

68.61%

+3.34%

SCO vs. CPXR - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is lower than CPXR's 1.20% expense ratio.


Dividends

SCO vs. CPXR - Dividend Comparison

SCO has not paid dividends to shareholders, while CPXR's dividend yield for the trailing twelve months is around 0.58%.


Frequently Asked Questions


SCO and CPXR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (20.05%) compared to CPXR (18.75%). In terms of maximum drawdown, SCO dropped -99.80% vs CPXR's -47.87%.

On 1-year performance, CPXR leads with 37.97% vs -68.07% for SCO. On fees, SCO is cheaper at 0.95% per year. On volatility, CPXR has been the lower-risk option at 18.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CPXR has performed better with a 37.97% return vs -68.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO is cheaper with a 0.95% expense ratio, compared with 1.20% for CPXR.

CPXR has the higher dividend yield at 0.58%, compared with 0.00% for SCO.

SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while CPXR tracks SummerHaven Copper Index. They also come from different issuers: ProShares and USCF. Their fees differ too: 0.95% for SCO and 1.20% for CPXR.

CPXR currently has the higher Sharpe Ratio (0.55 vs -1.20), 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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