Sprott Copper Miners ETF

10-Year Study

COPP.US · · US · ETF

Executive Summary: Sprott Copper Miners ETF has compounded at 34.0% annually over the last 10 years, with a maximum drawdown of 26.2% and an annualized volatility of 53.9%.

1Y CAGR
+113.2%
3Y CAGR
+34.0%
5Y CAGR
+34.0%
10Y CAGR
+34.0%

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 →
26.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 17.5%
% 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.
202614.99.9-18.714.5————————17.5%
2025-3.0-1.30.2-2.28.810.5-6.111.916.32.96.115.574.0%
2024———8.35.8-6.1-3.1-1.48.4-8.0-2.6-9.9-10.0%

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 53.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.3% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-0110827.951230269999
2024-05-0111454.31550900818
2024-06-0110755.039673788297
2024-07-0110420.411635244187
2024-08-0110278.864199975696
2024-09-0111145.43155090082
2024-10-0110257.395797233863
2024-11-019992.708844351831
2024-12-019003.091990080427
2025-01-018735.34455211151
2025-02-018625.57215318628
2025-03-018642.269799763264
2025-04-018454.410023988803
2025-05-019196.21760048968
2025-06-0110161.935666803189
2025-07-019540.837222699798
2025-08-0110673.351726248613
2025-09-0112418.18828284283
2025-10-0112778.155337621014
2025-11-0113563.889876545434
2025-12-0115666.983216839872
2026-01-0117998.35273890912
2026-02-0119780.635230684067
2026-03-0116076.548132879063
2026-04-0118412.418368311377
Annual Return Matrix
YearAnnual Return
20250.7401780670575946
20260.17523700086182115
Total Factor Risk
0.5394532277668317
VTI.US Exposure
0.5129710455819954
VEA.US Exposure
0.19250058070554102
VWO.US Exposure
0.11675003961356618
QQQ.US Exposure
-0.13170995684168826
VTV.US Exposure
-0.12204837989172204
IJR.US Exposure
0.029403304863483515
QUAL.US Exposure
0.15349307562292416
SHV.US Exposure
0.02947845345996777
TLT.US Exposure
0.0020753953339554747
LQD.US Exposure
0.07213553099108638
HYG.US Exposure
-0.01044177010795256
GLD.US Exposure
0.07398844785889777
USO.US Exposure
-0.0007102170594331934
VNQ.US Exposure
-0.0316681272480997
BTC-USD.CC Exposure
-0.005487241374289194
CPER.US Exposure
0.04913898990383775
VIX.INDX Exposure
0.020005930349002256
UUP.US Exposure
-0.018414563396982886
TIP.US Exposure
0.05363518688714207
Idiosyncratic Exposure
0.014904274748768199
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.9%

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 →15.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.88%
Market Cap$22.2B
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 →
+5.9%
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 →
+31.4%
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 →
7.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sprott Copper Miners ETF a high-risk investment?

Sprott Copper Miners ETF (COPP.US) has an annualized volatility of 53.9% and experienced a maximum drawdown of 26.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, COPP.US has generated a Compound Annual Growth Rate (CAGR) of 34.0%. 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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