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AGRW vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGRW vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring LT Large Growth ETF (AGRW) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGRW achieves a 8.77% return, which is significantly higher than CCOR's -3.71% return.


AGRW

1D
-1.69%
1M
7.09%
YTD
8.77%
6M
8.21%
1Y
23.16%
3Y*
5Y*
10Y*

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRW vs. CCOR - Yearly Performance Comparison


2026 (YTD)2025
AGRW
Allspring LT Large Growth ETF
8.77%23.16%
CCOR
Core Alternative ETF
-3.71%0.26%

Correlation

The correlation between AGRW and CCOR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

0.01

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Return for Risk

AGRW vs. CCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGRW
AGRW Risk / Return Rank: 3737
Overall Rank
AGRW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AGRW Sortino Ratio Rank: 4040
Sortino Ratio Rank
AGRW Omega Ratio Rank: 4141
Omega Ratio Rank
AGRW Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGRW Martin Ratio Rank: 3333
Martin Ratio Rank

CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGRW vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring LT Large Growth ETF (AGRW) and Core Alternative ETF (CCOR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AGRWCCORDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.26

0.87

+0.39

Calmar ratioReturn relative to maximum drawdown

1.41

-0.69

+2.10

Martin ratioReturn relative to average drawdown

4.73

-1.59

+6.32

AGRW vs. CCOR - Sharpe Ratio Comparison

The current AGRW Sharpe Ratio is 1.46, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of AGRW and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGRWCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

-0.87

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.11

+1.17

Drawdowns

AGRW vs. CCOR - Drawdown Comparison

The maximum AGRW drawdown since its inception was -16.46%, smaller than the maximum CCOR drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for AGRW and CCOR.


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Drawdown Indicators


AGRWCCORDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-22.99%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-8.75%

-7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Current Drawdown

Current decline from peak

-2.36%

-20.03%

+17.67%

Average Drawdown

Average peak-to-trough decline

-3.28%

-7.29%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

3.77%

+1.14%

Volatility

AGRW vs. CCOR - Volatility Comparison

Allspring LT Large Growth ETF (AGRW) has a higher volatility of 4.34% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that AGRW's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGRWCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

1.78%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

4.96%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

6.93%

+8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

11.10%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

10.75%

+11.24%

AGRW vs. CCOR - Expense Ratio Comparison

AGRW has a 0.35% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Dividends

AGRW vs. CCOR - Dividend Comparison

AGRW's dividend yield for the trailing twelve months is around 0.12%, less than CCOR's 1.11% yield.


PositionTTM202520242023202220212020201920182017
AGRW
Allspring LT Large Growth ETF
0.12%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCOR
Core Alternative ETF
1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%

Frequently Asked Questions


AGRW and CCOR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGRW has higher volatility (4.34%) compared to CCOR (1.78%). In terms of maximum drawdown, AGRW dropped -16.46% vs CCOR's -22.99%.

On 1-year performance, AGRW leads with 23.16% vs -5.97% for CCOR. On fees, AGRW is cheaper at 0.35% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AGRW has performed better with a 23.16% return vs -5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGRW is cheaper with a 0.35% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 1.11%, compared with 0.12% for AGRW.

They also come from different issuers: Allspring and Core Alternative Capital. Their fees differ too: 0.35% for AGRW and 1.09% for CCOR.

AGRW currently has the higher Sharpe Ratio (1.46 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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