I recently build a loop antenna and used a RG58 coax stub as capacitor.
While cutting the stub to length while checking with a NanoVNA for SNR i noticed that even very small size reduction of the stub (+-1mm) could make the resonance frequency of the loop jump up and down 40-50kHz.
Since the channels on CB radio are only 10kHz wide that made tuning the loop to a channel difficult because it turns out clipping sub millimeter of the end of a coax aint easy.
After a bit of thinking of how i could lower the capacitance of the RG58 coax i realized i could just take 2 lengths of RG58 and put em in series, since putting capacitors in series reduces there capacitance.
This increased the size of the coax stub quite a bit (see picture compared to old coax stub).

But it worked very well, now clipping of about 3mm of one of the coax ends will result in about 10kHz change of loop tuning, hence the precision was increased a lot and i was finally able to tune into the precise channel i wanted.
Skin depth is larger in aluminum but not enough to balance out its lower conductivity, copper is better material taking all into account, in practice both are good. If opposite was true we'd use lead or zinc for conductors. There are satellite microwave parts made out of aluminium (low weight) coated sequentially with zinc (bonding layer), copper (better conductivity), thin layer of silver (even better conductivity) and then gold (actually not thick enough to contribute, this one is for corrosion protection)