CCOR vs. DARP

Last updated Apr 1, 2026

Compare and contrast key facts about Core Alternative ETF (CCOR) and Grizzle Growth ETF (DARP).

CCOR and DARP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017. DARP is an actively managed fund by Grizzle. It was launched on Dec 15, 2021.

Performance

CCOR vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

CCOR vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CCOR Core Alternative ETF	-0.34%	3.52%	-5.70%	-1.52%
DARP Grizzle Growth ETF	4.29%	40.19%	24.63%	6.25%

Returns By Period

In the year-to-date period, CCOR achieves a -0.34% return, which is significantly lower than DARP's 4.29% return.

CCOR

• 1D: 0.65%
• 1M: -4.07%
• YTD: -0.34%
• 6M: 0.35%
• 1Y: -1.48%
• 3Y*: -3.32%
• 5Y*: -0.93%
• 10Y*: —

DARP

• 1D: 3.09%
• 1M: -6.88%
• YTD: 4.29%
• 6M: 13.93%
• 1Y: 64.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CCOR vs. DARP - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than DARP's 0.75% expense ratio.

CCOR

Core Alternative ETF

DARP

Grizzle Growth ETF

Return for Risk

CCOR vs. DARP — Risk / Return Rank

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

CCOR

CCOR Risk / Return Rank: 9
CCOR Sharpe Ratio Rank: 9
CCOR Sortino Ratio Rank: 8
CCOR Omega Ratio Rank: 8
CCOR Calmar Ratio Rank: 9
CCOR Martin Ratio Rank: 9

DARP

DARP Risk / Return Rank: 93
DARP Sharpe Ratio Rank: 93
DARP Sortino Ratio Rank: 92
DARP Omega Ratio Rank: 91
DARP Calmar Ratio Rank: 95
DARP Martin Ratio Rank: 96

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.

CCOR vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and Grizzle Growth ETF (DARP). 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.

	CCOR	DARP	Difference
Sharpe ratio Return per unit of total volatility	-0.14	2.19	-2.32
Sortino ratio Return per unit of downside risk	-0.14	2.73	-2.87
Omega ratio Gain probability vs. loss probability	0.98	1.39	-0.41
Calmar ratio Return relative to maximum drawdown	-0.19	3.97	-4.16
Martin ratio Return relative to average drawdown	-0.35	16.42	-16.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOR vs. DARP - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.14, which is lower than the DARP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CCOR and DARP, 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

	CCOR	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.14	2.19	-2.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.11	-0.95

Correlation

The correlation between CCOR and DARP is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CCOR vs. DARP - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.07%, more than DARP's 0.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.07%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
DARP Grizzle Growth ETF	0.42%	0.43%	1.93%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CCOR vs. DARP - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for CCOR and DARP.

Drawdown Indicators

	CCOR	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-30.27%	+7.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-15.92%	+6.75%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	—	—
Current Drawdown Current decline from peak	-17.23%	-9.09%	-8.14%
Average Drawdown Average peak-to-trough decline	-7.07%	-4.84%	-2.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	3.85%	+1.10%

Volatility

CCOR vs. DARP - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 2.17%, while Grizzle Growth ETF (DARP) has a volatility of 9.51%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCOR	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	9.51%	-7.34%
Volatility (6M) Calculated over the trailing 6-month period	5.44%	19.28%	-13.84%
Volatility (1Y) Calculated over the trailing 1-year period	10.74%	29.51%	-18.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.13%	26.42%	-15.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.81%	26.42%	-15.61%