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This should have you worried about stocks in June

A worker supervises as molten liquid copper is poured into molds.
Oliver Bunic | Bloomberg | Getty Images

Falling copper prices may be a negative harbinger for the stock market in June, history shows. But there are some stocks that investors can hide out in.

Many investors believe copper prices are a leading indicator of future economic trends with its use in a wide variety of sectors including home construction, manufacturing and consumer products. The metal fell more than 1 percent Tuesday bringing its total loss for May to more than 8 percent.

Using Kensho, a quantitative tool used by hedge funds, CNBC Pro screened for how the market and members performed when copper prices fell by at least 10 percent over a 30-day period.