CAML vs. CCOR

Last updated Jun 4, 2026

CAML (Congress Large Cap Growth ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, CAML returned 15.24% vs -5.97% for CCOR. At a correlation of -0.08, they often move in opposite directions. CAML charges 0.65%/yr vs 1.09%/yr for CCOR.

Performance

CAML vs. CCOR - Performance Comparison

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

Returns By Period

In the year-to-date period, CAML achieves a 5.82% return, which is significantly higher than CCOR's -3.71% return.

CAML

• 1D: -0.86%
• 1M: 4.12%
• YTD: 5.82%
• 6M: 4.18%
• 1Y: 15.24%
• 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)

CAML vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CAML Congress Large Cap Growth ETF	5.82%	12.43%	23.24%	10.13%
CCOR Core Alternative ETF	-3.71%	3.52%	-5.70%	-1.45%

Correlation

The correlation between CAML and CCOR is 0.04, 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	0.04
Correlation (All Time) Calculated using the full available price history since Aug 23, 2023	-0.08

The correlation between CAML and CCOR shifts across timeframes, from -0.08 (all time) to 0.04 (1 year), reflecting how their relationship changes across market environments.

CAML vs. CCOR - Sectors Allocation Comparison

Sectors	CAML	CCOR
Technology	44.2%	16.2%
Consumer Cyclical	9.9%	9.4%
Communication Services	9.5%	8.7%
Financial Services	8.6%	17.7%
Industrials	8.2%	9.2%
Healthcare	6.2%	10.8%
Utilities	3.4%	6.3%
Real Estate	2.4%	2.8%
Consumer Defensive	2.3%	6.8%
Energy	2.2%	7.2%
Basic Materials	2.0%	5.1%

Return for Risk

CAML vs. CCOR — Risk / Return Rank

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

CAML

CAML Risk / Return Rank: 27
CAML Sharpe Ratio Rank: 29
CAML Sortino Ratio Rank: 29
CAML Omega Ratio Rank: 28
CAML Calmar Ratio Rank: 22
CAML Martin Ratio Rank: 25

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

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.

CAML vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth ETF (CAML) 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.

	CAML	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.05	-0.87	+1.91
Sortino ratio: Return per unit of downside risk	1.54	-1.15	+2.70
Omega ratio: Gain probability vs. loss probability	1.19	0.87	+0.32
Calmar ratio: Return relative to maximum drawdown	1.03	-0.69	+1.72
Martin ratio: Return relative to average drawdown	3.39	-1.59	+4.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAML vs. CCOR - Sharpe Ratio Comparison

The current CAML Sharpe Ratio is 1.05, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CAML 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.

Sharpe Ratios by Period

	CAML	CCOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	-0.87	+1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.11	+0.95

Drawdowns

CAML vs. CCOR - Drawdown Comparison

The maximum CAML drawdown since its inception was -21.06%, smaller than the maximum CCOR drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for CAML and CCOR.

Drawdown Indicators

	CAML	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-21.06%	-22.99%	+1.93%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-8.75%	-6.11%
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	-0.86%	-20.03%	+19.17%
Average Drawdown Average peak-to-trough decline	-3.08%	-7.29%	+4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	3.77%	+0.73%

Volatility

CAML vs. CCOR - Volatility Comparison

Congress Large Cap Growth ETF (CAML) has a higher volatility of 3.65% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that CAML'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.

Volatility by Period

	CAML	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	1.78%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	4.96%	+6.39%
Volatility (1Y) Calculated over the trailing 1-year period	14.63%	6.93%	+7.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.76%	11.10%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	10.75%	+7.01%

CAML vs. CCOR - Expense Ratio Comparison

CAML has a 0.65% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

CAML vs. CCOR - Dividend Comparison

CAML has not paid dividends to shareholders, while CCOR's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAML Congress Large Cap Growth ETF	0.00%	0.00%	0.06%	0.15%	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

Can I hold both CAML and CCOR in my portfolio?

CAML and CCOR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAML or CCOR?

CAML has higher volatility (3.65%) compared to CCOR (1.78%). In terms of maximum drawdown, CAML dropped -21.06% vs CCOR's -22.99%.

Which ETF is better, CAML or CCOR?

On 1-year performance, CAML leads with 15.24% vs -5.97% for CCOR. On fees, CAML is cheaper at 0.65% 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.

Which ETF has performed better, CAML or CCOR?

Over the 1-year period, CAML has performed better with a 15.24% return vs -5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CAML or CCOR?

CAML is cheaper with a 0.65% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, CAML or CCOR?

CCOR has the higher dividend yield at 1.11%, compared with 0.00% for CAML.

What is the main difference between CAML and CCOR?

They also come from different issuers: Congress and Core Alternative Capital. Their fees differ too: 0.65% for CAML and 1.09% for CCOR.

Which has better risk-adjusted returns?

CAML currently has the higher Sharpe Ratio (1.05 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.