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AIRR vs. CCOR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIRR and CCOR is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AIRR vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA American Industrial Renaissance ETF (AIRR) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIRR:

0.43

CCOR:

0.46

Sortino Ratio

AIRR:

0.78

CCOR:

0.98

Omega Ratio

AIRR:

1.10

CCOR:

1.12

Calmar Ratio

AIRR:

0.42

CCOR:

0.30

Martin Ratio

AIRR:

1.11

CCOR:

1.64

Ulcer Index

AIRR:

10.47%

CCOR:

4.26%

Daily Std Dev

AIRR:

29.05%

CCOR:

13.55%

Max Drawdown

AIRR:

-42.37%

CCOR:

-23.00%

Current Drawdown

AIRR:

-9.26%

CCOR:

-13.59%

Returns By Period

In the year-to-date period, AIRR achieves a 1.33% return, which is significantly lower than CCOR's 7.71% return.


AIRR

YTD

1.33%

1M

16.95%

6M

-4.56%

1Y

12.52%

5Y*

31.87%

10Y*

15.91%

CCOR

YTD

7.71%

1M

1.24%

6M

4.01%

1Y

6.14%

5Y*

0.91%

10Y*

N/A

*Annualized

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AIRR vs. CCOR - Expense Ratio Comparison

AIRR has a 0.70% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Risk-Adjusted Performance

AIRR vs. CCOR — Risk-Adjusted Performance Rank

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

AIRR
The Risk-Adjusted Performance Rank of AIRR is 4343
Overall Rank
The Sharpe Ratio Rank of AIRR is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of AIRR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of AIRR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AIRR is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AIRR is 3737
Martin Ratio Rank

CCOR
The Risk-Adjusted Performance Rank of CCOR is 4848
Overall Rank
The Sharpe Ratio Rank of CCOR is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of CCOR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CCOR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CCOR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CCOR is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIRR vs. CCOR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA American Industrial Renaissance ETF (AIRR) 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.


The current AIRR Sharpe Ratio is 0.43, which is comparable to the CCOR Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AIRR and CCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AIRR vs. CCOR - Dividend Comparison

AIRR's dividend yield for the trailing twelve months is around 0.26%, less than CCOR's 1.01% yield.


TTM20242023202220212020201920182017201620152014
AIRR
First Trust RBA American Industrial Renaissance ETF
0.26%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%0.37%
CCOR
Core Alternative ETF
1.01%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%0.00%

Drawdowns

AIRR vs. CCOR - Drawdown Comparison

The maximum AIRR drawdown since its inception was -42.37%, which is greater than CCOR's maximum drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for AIRR and CCOR. For additional features, visit the drawdowns tool.


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Volatility

AIRR vs. CCOR - Volatility Comparison

First Trust RBA American Industrial Renaissance ETF (AIRR) has a higher volatility of 7.55% compared to Core Alternative ETF (CCOR) at 3.24%. This indicates that AIRR'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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