CCNR vs. COMT
CCNR (ALPS/CoreCommodity Natural Resources ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - CCNR is a Natural Resources fund actively managed by ALPS, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. CCNR is actively managed, while COMT is passively managed. Over the past year, CCNR returned 50.76% vs 25.27% for COMT. At a 0.45 correlation, their price movements are largely independent. CCNR charges 0.39%/yr vs 0.48%/yr for COMT.
Performance
CCNR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, CCNR achieves a 15.27% return, which is significantly lower than COMT's 23.88% return.
CCNR
- 1D
- -1.98%
- 1M
- -8.35%
- YTD
- 15.27%
- 6M
- 15.14%
- 1Y
- 50.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
CCNR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CCNR ALPS/CoreCommodity Natural Resources ETF | 15.27% | 46.48% | -7.79% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | -2.70% |
Correlation
The correlation between CCNR and COMT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024 | 0.45 |
The correlation between CCNR and COMT shifts across timeframes, from 0.30 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCNR vs. COMT — Risk / Return Rank
CCNR
COMT
CCNR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Natural Resources ETF (CCNR) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCNR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 1.63 | +3.28 |
| Martin ratioReturn relative to average drawdown | 20.65 | 6.99 | +13.66 |
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Drawdowns
CCNR vs. COMT - Drawdown Comparison
The maximum CCNR drawdown since its inception was -20.06%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for CCNR and COMT.
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Drawdown Indicators
| CCNR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -51.89% | +31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -15.58% | +5.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -10.38% | -15.58% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -24.00% | +20.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.65% | -1.19% |
Volatility
CCNR vs. COMT - Volatility Comparison
ALPS/CoreCommodity Natural Resources ETF (CCNR) has a higher volatility of 7.02% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.02%. This indicates that CCNR's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCNR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 5.02% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 19.24% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 21.45% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 21.13% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 18.86% | +1.30% |
CCNR vs. COMT - Expense Ratio Comparison
CCNR has a 0.39% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
CCNR vs. COMT - Dividend Comparison
CCNR's dividend yield for the trailing twelve months is around 3.02%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCNR ALPS/CoreCommodity Natural Resources ETF | 3.02% | 3.48% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
CCNR and COMT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCNR has higher volatility (7.02%) compared to COMT (5.02%). In terms of maximum drawdown, CCNR dropped -20.06% vs COMT's -51.89%.
On 1-year performance, CCNR leads with 50.76% vs 25.27% for COMT. On fees, CCNR is cheaper at 0.39% per year. On volatility, COMT has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CCNR has performed better with a 50.76% return vs 25.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CCNR is cheaper with a 0.39% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 3.02% for CCNR.
CCNR is categorized as Natural Resources, while COMT is Commodities. They also come from different issuers: ALPS and iShares. Their fees differ too: 0.39% for CCNR and 0.48% for COMT.
CCNR currently has the higher Sharpe Ratio (2.71 vs 1.20), 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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