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CCMG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCMG and SPY is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CCMG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Global Equity ETF (CCMG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.01%
10.45%
CCMG
SPY

Key characteristics

Sharpe Ratio

CCMG:

1.05

SPY:

1.88

Sortino Ratio

CCMG:

1.50

SPY:

2.53

Omega Ratio

CCMG:

1.18

SPY:

1.35

Calmar Ratio

CCMG:

1.64

SPY:

2.83

Martin Ratio

CCMG:

4.59

SPY:

11.74

Ulcer Index

CCMG:

2.52%

SPY:

2.02%

Daily Std Dev

CCMG:

11.08%

SPY:

12.64%

Max Drawdown

CCMG:

-7.06%

SPY:

-55.19%

Current Drawdown

CCMG:

-1.12%

SPY:

-0.42%

Returns By Period

In the year-to-date period, CCMG achieves a 4.78% return, which is significantly higher than SPY's 4.15% return.


CCMG

YTD

4.78%

1M

2.02%

6M

3.01%

1Y

11.72%

5Y*

N/A

10Y*

N/A

SPY

YTD

4.15%

1M

1.22%

6M

10.44%

1Y

24.34%

5Y*

14.62%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CCMG vs. SPY - Expense Ratio Comparison

CCMG has a 0.34% expense ratio, which is higher than SPY's 0.09% expense ratio.


CCMG
CCM Global Equity ETF
Expense ratio chart for CCMG: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

CCMG vs. SPY — Risk-Adjusted Performance Rank

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

CCMG
The Risk-Adjusted Performance Rank of CCMG is 4545
Overall Rank
The Sharpe Ratio Rank of CCMG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CCMG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CCMG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CCMG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CCMG is 4646
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8282
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.

CCMG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Global Equity ETF (CCMG) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for CCMG, currently valued at 1.05, compared to the broader market0.002.004.001.051.88
The chart of Sortino ratio for CCMG, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.0012.001.502.53
The chart of Omega ratio for CCMG, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.35
The chart of Calmar ratio for CCMG, currently valued at 1.64, compared to the broader market0.005.0010.0015.001.642.83
The chart of Martin ratio for CCMG, currently valued at 4.59, compared to the broader market0.0020.0040.0060.0080.00100.004.5911.74
CCMG
SPY

The current CCMG Sharpe Ratio is 1.05, which is lower than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CCMG and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.201.401.601.802.002.20Fri 24Jan 26Tue 28Thu 30FebruaryMon 03Wed 05Fri 07Feb 09Tue 11Thu 13Sat 15Mon 17Wed 19
1.05
1.88
CCMG
SPY

Dividends

CCMG vs. SPY - Dividend Comparison

CCMG's dividend yield for the trailing twelve months is around 2.12%, more than SPY's 1.16% yield.


TTM20242023202220212020201920182017201620152014
CCMG
CCM Global Equity ETF
2.12%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CCMG vs. SPY - Drawdown Comparison

The maximum CCMG drawdown since its inception was -7.06%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CCMG and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.12%
-0.42%
CCMG
SPY

Volatility

CCMG vs. SPY - Volatility Comparison

CCM Global Equity ETF (CCMG) and SPDR S&P 500 ETF (SPY) have volatilities of 2.87% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.87%
2.93%
CCMG
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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