PortfoliosLab logoPortfoliosLab logo
STTK vs. COPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STTK vs. COPJ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, STTK achieves a 43.56% return, which is significantly higher than COPJ's 5.68% return.


STTK

1D
5.86%
1M
-14.10%
YTD
43.56%
6M
66.88%
1Y
447.60%
3Y*
16.78%
5Y*
-28.54%
10Y*

COPJ

1D
-2.31%
1M
-1.05%
YTD
5.68%
6M
8.15%
1Y
91.57%
3Y*
41.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STTK vs. COPJ - Yearly Performance Comparison


2026 (YTD)202520242023
STTK
Shattuck Labs, Inc.
43.56%201.65%-83.03%76.05%
COPJ
Sprott Junior Copper Miners ETF
5.68%140.63%11.07%-6.47%

Correlation

The correlation between STTK and COPJ 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 (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

STTK vs. COPJ — Risk / Return Rank

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

STTK
STTK Risk / Return Rank: 9696
Overall Rank
STTK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STTK Sortino Ratio Rank: 9595
Sortino Ratio Rank
STTK Omega Ratio Rank: 9393
Omega Ratio Rank
STTK Calmar Ratio Rank: 9797
Calmar Ratio Rank
STTK Martin Ratio Rank: 9797
Martin Ratio Rank

COPJ
COPJ Risk / Return Rank: 5656
Overall Rank
COPJ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
COPJ Sortino Ratio Rank: 5151
Sortino Ratio Rank
COPJ Omega Ratio Rank: 5555
Omega Ratio Rank
COPJ Calmar Ratio Rank: 5959
Calmar Ratio Rank
COPJ Martin Ratio Rank: 4848
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.

STTK vs. COPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shattuck Labs, Inc. (STTK) 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.


STTKCOPJDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratioReturn relative to maximum drawdown

8.94

2.85

+6.08

Martin ratioReturn relative to average drawdown

24.51

7.83

+16.67

STTK vs. COPJ - Sharpe Ratio Comparison

The current STTK Sharpe Ratio is 4.40, which is higher than the COPJ Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of STTK 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.


Loading charts...

Drawdowns

STTK vs. COPJ - Drawdown Comparison

The maximum STTK drawdown since its inception was -98.73%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for STTK and COPJ.


Loading charts...

Drawdown Indicators


STTKCOPJDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-32.28%

-66.45%

Max Drawdown (1Y)

Largest decline over 1 year

-50.51%

-32.28%

-18.23%

Max Drawdown (3Y)

Largest decline over 3 years

-93.45%

-32.28%

-61.17%

Max Drawdown (5Y)

Largest decline over 5 years

-97.47%

Current Drawdown

Current decline from peak

-90.90%

-19.22%

-71.68%

Average Drawdown

Average peak-to-trough decline

-83.13%

-11.99%

-71.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.38%

11.74%

+6.64%

Volatility

STTK vs. COPJ - Volatility Comparison

Shattuck Labs, Inc. (STTK) has a higher volatility of 34.31% compared to Sprott Junior Copper Miners ETF (COPJ) at 18.92%. This indicates that STTK's price experiences larger fluctuations and is considered to be riskier than COPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STTKCOPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.31%

18.92%

+15.39%

Volatility (6M)

Calculated over the trailing 6-month period

56.96%

38.53%

+18.43%

Volatility (1Y)

Calculated over the trailing 1-year period

102.90%

44.93%

+57.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.01%

35.58%

+82.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.57%

35.58%

+78.99%

Dividends

STTK vs. COPJ - Dividend Comparison

STTK has not paid dividends to shareholders, while COPJ's dividend yield for the trailing twelve months is around 10.95%.


PositionTTM202520242023
COPJ
Sprott Junior Copper Miners ETF
10.95%11.57%11.64%2.48%
STTK
Shattuck Labs, Inc.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


STTK and COPJ 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.

STTK has higher volatility (34.31%) compared to COPJ (18.92%). In terms of maximum drawdown, STTK dropped -98.73% vs COPJ's -32.28%.

STTK currently has the higher Sharpe Ratio (4.39 vs 2.05), 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.

Portfolio Optimizer

Find the right allocation for STTK and COPJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer