Sprott Junior Copper Miners ETF

10-Year Study

COPJ.US · · US · ETF

Executive Summary: Sprott Junior Copper Miners ETF has compounded at 41.9% annually over the last 10 years, with a maximum drawdown of 21.8% and an annualized volatility of 40.8%.

1Y CAGR
+140.1%
3Y CAGR
+49.0%
5Y CAGR
+41.9%
10Y CAGR
+41.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +140.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 11.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.36.7-20.712.6————————11.7%
2025-0.62.28.01.38.210.5-0.112.815.214.36.115.0140.6%
2024-3.6-0.519.95.94.8-7.3-0.3-0.37.9-5.8-0.7-6.511.1%
2023——3.64.4-12.79.39.7-8.1-8.5-7.14.39.71.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 36.2% of variance. Idiosyncratic stock-specific factors contribute 8.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-02-0110000
2023-03-0110361.812645531076
2023-04-0110817.454084514804
2023-05-019445.156312431971
2023-06-0110324.267350059934
2023-07-0111320.767715179321
2023-08-0110404.662505683462
2023-09-019524.518111299412
2023-10-018850.14949227738
2023-11-019231.251463922072
2023-12-0110127.309552349852
2024-01-019765.703578169994
2024-02-019717.27359153474
2024-03-0111651.924110279831
2024-04-0112342.688656498434
2024-05-0112931.564226566914
2024-06-0111987.627275107125
2024-07-0111954.628749362764
2024-08-0111921.6302236184
2024-09-0112862.81155706196
2024-10-0112114.247922952922
2024-11-0112026.205927334353
2024-12-0111248.639413604484
2025-01-0111184.64018517753
2025-02-0111425.41230934568
2025-03-0112340.001928932612
2025-04-0112504.581214951982
2025-05-0113534.975681671005
2025-06-0114949.434409402167
2025-07-0114937.240799680349
2025-08-0116842.47509610218
2025-09-0119406.164317502305
2025-10-0122180.244974441637
2025-11-0123539.798013199408
2025-12-0127067.057964424974
2026-01-0131737.83050193582
2026-02-0133869.98994199424
2026-03-0126846.60852312652
2026-04-0130229.129638049573
Annual Return Matrix
YearAnnual Return
20240.11072337183516323
20251.4062517224695776
20260.11682361924153728
Total Factor Risk
0.4076234934357638
VTI.US Exposure
0.3541061091555065
VEA.US Exposure
0.36212869937626474
VWO.US Exposure
0.023113876762469447
QQQ.US Exposure
-0.1136211570544791
VTV.US Exposure
-0.11219587368693405
IJR.US Exposure
0.01199221399674724
QUAL.US Exposure
-0.05660964887420957
SHV.US Exposure
0.038870106213729334
TLT.US Exposure
0.030428629740044327
LQD.US Exposure
-0.01109662585750114
HYG.US Exposure
0.10701262859630752
GLD.US Exposure
0.16935300639289433
USO.US Exposure
-0.0003725906485068242
VNQ.US Exposure
-0.020839688494035377
BTC-USD.CC Exposure
0.0032465962858674955
CPER.US Exposure
0.10816222058329736
VIX.INDX Exposure
0.03445087666170151
UUP.US Exposure
-0.03983158053321505
TIP.US Exposure
0.026193421479951014
Idiosyncratic Exposure
0.08550877990410057
Value Score
47
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →7.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.31%
Market Cap$769.1M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+29.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sprott Junior Copper Miners ETF a high-risk investment?

Sprott Junior Copper Miners ETF (COPJ.US) has an annualized volatility of 40.8% and experienced a maximum drawdown of 21.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of COPJ.US?

Over the past 10 years, COPJ.US has generated a Compound Annual Growth Rate (CAGR) of 41.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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