PortfoliosLab logo
CCOR vs. BTAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCOR and BTAL is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

CCOR vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.19%
10.64%
CCOR
BTAL

Key characteristics

Sharpe Ratio

CCOR:

0.37

BTAL:

0.48

Sortino Ratio

CCOR:

0.72

BTAL:

0.86

Omega Ratio

CCOR:

1.09

BTAL:

1.10

Calmar Ratio

CCOR:

0.22

BTAL:

0.37

Martin Ratio

CCOR:

1.15

BTAL:

1.54

Ulcer Index

CCOR:

4.34%

BTAL:

6.07%

Daily Std Dev

CCOR:

13.56%

BTAL:

19.46%

Max Drawdown

CCOR:

-23.00%

BTAL:

-38.36%

Current Drawdown

CCOR:

-13.91%

BTAL:

-15.33%

Returns By Period

In the year-to-date period, CCOR achieves a 7.31% return, which is significantly lower than BTAL's 8.44% return.


CCOR

YTD

7.31%

1M

3.92%

6M

3.03%

1Y

5.95%

5Y*

-0.24%

10Y*

N/A

BTAL

YTD

8.44%

1M

-1.43%

6M

5.22%

1Y

10.55%

5Y*

-2.40%

10Y*

1.65%

*Annualized

Compare stocks, funds, or ETFs

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


CCOR vs. BTAL - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is lower than BTAL's 2.11% expense ratio.


Expense ratio chart for BTAL: current value is 2.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BTAL: 2.11%
Expense ratio chart for CCOR: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CCOR: 1.09%

Risk-Adjusted Performance

CCOR vs. BTAL — Risk-Adjusted Performance Rank

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

CCOR
The Risk-Adjusted Performance Rank of CCOR is 4848
Overall Rank
The Sharpe Ratio Rank of CCOR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CCOR is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CCOR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CCOR is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CCOR is 4646
Martin Ratio Rank

BTAL
The Risk-Adjusted Performance Rank of BTAL is 5555
Overall Rank
The Sharpe Ratio Rank of BTAL is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BTAL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BTAL is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BTAL is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BTAL is 5454
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.

CCOR vs. BTAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.


The chart of Sharpe ratio for CCOR, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
CCOR: 0.37
BTAL: 0.48
The chart of Sortino ratio for CCOR, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
CCOR: 0.72
BTAL: 0.86
The chart of Omega ratio for CCOR, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
CCOR: 1.09
BTAL: 1.10
The chart of Calmar ratio for CCOR, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.00
CCOR: 0.22
BTAL: 0.37
The chart of Martin ratio for CCOR, currently valued at 1.15, compared to the broader market0.0020.0040.0060.00
CCOR: 1.15
BTAL: 1.54

The current CCOR Sharpe Ratio is 0.37, which is comparable to the BTAL Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CCOR and BTAL, 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.37
0.48
CCOR
BTAL

Dividends

CCOR vs. BTAL - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.01%, less than BTAL's 3.22% yield.


TTM20242023202220212020201920182017
CCOR
Core Alternative ETF
1.01%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.22%3.49%6.14%1.00%0.00%0.00%0.88%0.39%0.00%

Drawdowns

CCOR vs. BTAL - Drawdown Comparison

The maximum CCOR drawdown since its inception was -23.00%, smaller than the maximum BTAL drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for CCOR and BTAL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-13.91%
-15.33%
CCOR
BTAL

Volatility

CCOR vs. BTAL - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 8.55%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 10.28%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.55%
10.28%
CCOR
BTAL