Extreme random events will interfere with the inversion analysis of energy and environment systems (EES) and make the planning schemes unreliable. A Copula-based interval cost–benefit stochastic programming (CICS) is proposed to deal with extreme random uncertainties. Taking Yulin city as an example, there are nine constraint-violation scenarios and six coal-reduction scenarios are designed. The results disclose that (i) both system cost and pollutant emission would decrease as the industrial energy supply constraint-violation level increases; (ii) when the primary and secondary energy output increases by 9% and 13%, respectively, and industrial coal supply decreases by 40%, the coal-dependent index of the system would be the lowest, and the corresponding system profitability could reach [29.3, 53.0] %; (iii) compared with the traditional chance-constrained programming, Copula-based stochastic programming can reflect more uncertain information and achieve a higher marginal net present value rate. Overall, the CICS-EES model offers a novel approach to gain insight into the tradeoff between system reliability and profitability.