CCCNX vs. LADR

Last updated Apr 2, 2026

Compare and contrast key facts about Center Coast Brookfield Midstream Focus Fund (CCCNX) and Ladder Capital Corp (LADR).

CCCNX is managed by Brookfield Investment Funds. It was launched on Dec 30, 2010.

Performance

CCCNX vs. LADR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Center Coast Brookfield Midstream Focus Fund (CCCNX) and Ladder Capital Corp (LADR). The values are adjusted to include any dividend payments, if applicable.

CCCNX vs. LADR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCCNX Center Coast Brookfield Midstream Focus Fund	23.33%	2.53%	44.06%	18.12%	15.76%	40.57%	-35.48%	8.61%	-13.72%	-6.47%
LADR Ladder Capital Corp	-9.44%	6.69%	5.53%	25.22%	-8.95%	31.28%	-40.80%	26.36%	24.54%	8.52%

Returns By Period

In the year-to-date period, CCCNX achieves a 23.33% return, which is significantly higher than LADR's -9.44% return. Over the past 10 years, CCCNX has outperformed LADR with an annualized return of 9.56%, while LADR has yielded a comparatively lower 6.60% annualized return.

CCCNX

• 1D: -0.62%
• 1M: 2.05%
• YTD: 23.33%
• 6M: 23.38%
• 1Y: 18.07%
• 3Y*: 28.14%
• 5Y*: 23.93%
• 10Y*: 9.56%

LADR

• 1D: -0.51%
• 1M: -4.94%
• YTD: -9.44%
• 6M: -6.46%
• 1Y: -7.06%
• 3Y*: 9.80%
• 5Y*: 4.43%
• 10Y*: 6.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CCCNX vs. LADR — Risk / Return Rank

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

CCCNX

CCCNX Risk / Return Rank: 39
CCCNX Sharpe Ratio Rank: 46
CCCNX Sortino Ratio Rank: 38
CCCNX Omega Ratio Rank: 44
CCCNX Calmar Ratio Rank: 42
CCCNX Martin Ratio Rank: 25

LADR

LADR Risk / Return Rank: 23
LADR Sharpe Ratio Rank: 25
LADR Sortino Ratio Rank: 22
LADR Omega Ratio Rank: 22
LADR Calmar Ratio Rank: 25
LADR Martin Ratio Rank: 22

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.

CCCNX vs. LADR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Center Coast Brookfield Midstream Focus Fund (CCCNX) and Ladder Capital Corp (LADR). 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.

	CCCNX	LADR	Difference
Sharpe ratio Return per unit of total volatility	0.97	-0.35	+1.31
Sortino ratio Return per unit of downside risk	1.30	-0.33	+1.63
Omega ratio Gain probability vs. loss probability	1.20	0.96	+0.24
Calmar ratio Return relative to maximum drawdown	1.19	-0.49	+1.67
Martin ratio Return relative to average drawdown	2.95	-1.05	+4.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCCNX vs. LADR - Sharpe Ratio Comparison

The current CCCNX Sharpe Ratio is 0.97, which is higher than the LADR Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of CCCNX and LADR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CCCNX	LADR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	-0.35	+1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.22	0.18	+1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.14	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.09	+0.18

Correlation

The correlation between CCCNX and LADR is 0.39, 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.

Dividends

CCCNX vs. LADR - Dividend Comparison

CCCNX's dividend yield for the trailing twelve months is around 4.53%, less than LADR's 9.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCCNX Center Coast Brookfield Midstream Focus Fund	4.53%	5.49%	5.08%	5.94%	5.51%	7.15%	15.53%	12.04%	11.73%	9.19%	9.86%	8.85%
LADR Ladder Capital Corp	9.47%	8.37%	8.22%	7.99%	8.76%	6.67%	9.61%	7.54%	9.92%	8.91%	9.37%	17.91%

Drawdowns

CCCNX vs. LADR - Drawdown Comparison

The maximum CCCNX drawdown since its inception was -75.87%, smaller than the maximum LADR drawdown of -81.63%. Use the drawdown chart below to compare losses from any high point for CCCNX and LADR.

Drawdown Indicators

	CCCNX	LADR	Difference
Max Drawdown Largest peak-to-trough decline	-75.87%	-81.63%	+5.76%
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	-14.68%	-1.13%
Max Drawdown (5Y) Largest decline over 5 years	-19.52%	-26.97%	+7.45%
Max Drawdown (10Y) Largest decline over 10 years	-73.43%	-81.63%	+8.20%
Current Drawdown Current decline from peak	-1.36%	-13.59%	+12.23%
Average Drawdown Average peak-to-trough decline	-15.45%	-18.43%	+2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.36%	6.80%	-0.44%

Volatility

CCCNX vs. LADR - Volatility Comparison

The current volatility for Center Coast Brookfield Midstream Focus Fund (CCCNX) is 3.65%, while Ladder Capital Corp (LADR) has a volatility of 5.34%. This indicates that CCCNX experiences smaller price fluctuations and is considered to be less risky than LADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCCNX	LADR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	5.34%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	14.10%	-4.00%
Volatility (1Y) Calculated over the trailing 1-year period	19.29%	20.41%	-1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	25.01%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	48.27%	-20.92%