PortfoliosLab logoPortfoliosLab logo
CCNR vs. STX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCNR vs. STX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/CoreCommodity Natural Resources ETF (CCNR) and Seagate Technology plc (STX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CCNR achieves a 21.92% return, which is significantly lower than STX's 238.67% return.


CCNR

1D
0.78%
1M
-3.42%
YTD
21.92%
6M
23.45%
1Y
55.12%
3Y*
5Y*
10Y*

STX

1D
7.25%
1M
17.04%
YTD
238.67%
6M
225.10%
1Y
640.98%
3Y*
149.80%
5Y*
62.01%
10Y*
51.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCNR vs. STX - Yearly Performance Comparison


2026 (YTD)20252024
CCNR
ALPS/CoreCommodity Natural Resources ETF
21.92%46.48%-7.79%
STX
Seagate Technology plc
238.67%225.26%-17.98%

Correlation

The correlation between CCNR and STX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.36

Compare stocks, funds, or ETFs

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


Return for Risk

CCNR vs. STX — Risk / Return Rank

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

CCNR
CCNR Risk / Return Rank: 9393
Overall Rank
CCNR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CCNR Sortino Ratio Rank: 9090
Sortino Ratio Rank
CCNR Omega Ratio Rank: 9090
Omega Ratio Rank
CCNR Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCNR Martin Ratio Rank: 9595
Martin Ratio Rank

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 100100
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
Martin Ratio Rank
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.

CCNR vs. STX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Natural Resources ETF (CCNR) and Seagate Technology plc (STX). 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.


CCNRSTXDifference
Sharpe ratioReturn per unit of total volatility

-7.14

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.51

1.81

-0.30

Calmar ratioReturn relative to maximum drawdown

7.25

31.15

-23.90

Martin ratioReturn relative to average drawdown

25.70

90.13

-64.43

CCNR vs. STX - Sharpe Ratio Comparison

The current CCNR Sharpe Ratio is 3.05, which is lower than the STX Sharpe Ratio of 10.19. The chart below compares the historical Sharpe Ratios of CCNR and STX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CCNR vs. STX - Drawdown Comparison

The maximum CCNR drawdown since its inception was -20.06%, smaller than the maximum STX drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for CCNR and STX.


Loading charts...

Drawdown Indicators


CCNRSTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-88.74%

+68.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-21.00%

+13.15%

Max Drawdown (3Y)

Largest decline over 3 years

-40.00%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-5.21%

-1.03%

-4.18%

Average Drawdown

Average peak-to-trough decline

-3.58%

-26.44%

+22.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

7.24%

-5.03%

Volatility

CCNR vs. STX - Volatility Comparison

The current volatility for ALPS/CoreCommodity Natural Resources ETF (CCNR) is 6.78%, while Seagate Technology plc (STX) has a volatility of 19.61%. This indicates that CCNR experiences smaller price fluctuations and is considered to be less risky than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CCNRSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

19.61%

-12.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

50.59%

-36.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

64.18%

-45.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

44.86%

-24.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

42.27%

-22.13%

Dividends

CCNR vs. STX - Dividend Comparison

CCNR's dividend yield for the trailing twelve months is around 2.86%, more than STX's 0.31% yield.


PositionTTM20252024202320222021202020192018201720162015
CCNR
ALPS/CoreCommodity Natural Resources ETF
2.86%3.48%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STX
Seagate Technology plc
0.31%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%

Frequently Asked Questions


CCNR and STX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STX has higher volatility (19.61%) compared to CCNR (6.78%). In terms of maximum drawdown, CCNR dropped -20.06% vs STX's -88.74%.

STX currently has the higher Sharpe Ratio (10.19 vs 3.05), 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.

Portfolio Optimizer

Find the right allocation for CCNR and STX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer