WF vs. COPJ
WF (Woori Financial Group Inc.) 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, WF returned 36.87%/yr vs 37.63%/yr for COPJ. At a 0.39 correlation, their price movements are largely independent.
Performance
WF vs. COPJ - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WF having a -2.43% return and COPJ slightly higher at -2.32%.
WF
- 1D
- -0.71%
- 1M
- -8.89%
- YTD
- -2.43%
- 6M
- -3.87%
- 1Y
- 17.61%
- 3Y*
- 36.87%
- 5Y*
- 19.02%
- 10Y*
- 12.91%
COPJ
- 1D
- 0.97%
- 1M
- -13.46%
- YTD
- -2.32%
- 6M
- -1.61%
- 1Y
- 83.68%
- 3Y*
- 37.63%
- 5Y*
- —
- 10Y*
- —
WF vs. COPJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WF Woori Financial Group Inc. | -2.43% | 99.65% | 16.76% | -2.18% |
COPJ Sprott Junior Copper Miners ETF | -2.32% | 140.63% | 11.07% | -6.47% |
Correlation
The correlation between WF and COPJ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.39 |
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Return for Risk
WF vs. COPJ — Risk / Return Rank
WF
COPJ
WF vs. COPJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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.
| WF | COPJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.31 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.61 | -2.06 |
| Martin ratioReturn relative to average drawdown | 1.32 | 6.97 | -5.65 |
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Drawdowns
WF vs. COPJ - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, which is greater than COPJ's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for WF and COPJ.
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Drawdown Indicators
| WF | COPJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -32.28% | -57.18% |
Max Drawdown (1Y)Largest decline over 1 year | -32.09% | -32.28% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -32.09% | -32.28% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | — | — |
Current DrawdownCurrent decline from peak | -32.09% | -25.33% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -42.86% | -12.04% | -30.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.39% | 12.04% | +1.35% |
Volatility
WF vs. COPJ - Volatility Comparison
The current volatility for Woori Financial Group Inc. (WF) is 11.55%, while Sprott Junior Copper Miners ETF (COPJ) has a volatility of 18.93%. This indicates that WF 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.
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Volatility by Period
| WF | COPJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.55% | 18.93% | -7.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 38.69% | -11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.46% | 45.03% | -10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.09% | 35.69% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.50% | 35.69% | -2.19% |
Dividends
WF vs. COPJ - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 0.75%, less than COPJ's 11.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPJ Sprott Junior Copper Miners ETF | 11.85% | 11.57% | 11.64% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WF Woori Financial Group Inc. | 0.75% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
Frequently Asked Questions
WF and COPJ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COPJ has higher volatility (18.93%) compared to WF (11.55%). In terms of maximum drawdown, WF dropped -89.46% vs COPJ's -32.28%.
COPJ currently has the higher Sharpe Ratio (1.87 vs 0.51), 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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