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CCOR vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCOR vs. ITOT

Last updated Jun 4, 2026

CCOR (Core Alternative ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - CCOR is a Large Cap Growth Equities fund actively managed by Core Alternative Capital, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. CCOR is actively managed, while ITOT is passively managed. Over the past 5 years, CCOR returned -2.56%/yr vs 12.69%/yr for ITOT. At a 0.24 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.03%/yr for ITOT.

Performance

CCOR vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCOR achieves a -3.71% return, which is significantly lower than ITOT's 11.25% return.

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
—

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOR vs. ITOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		11.25%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%12.70%

Correlation

The correlation between CCOR and ITOT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.24

The correlation between CCOR and ITOT shifts across timeframes, from -0.00 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

CCOR vs. ITOT - Sectors Allocation Comparison

Sectors
CCOR
ITOT

Financial Services

17.7%
12.1%

Technology

16.2%
33.8%

Healthcare

10.8%
9.0%

Consumer Cyclical

9.4%
10.1%

Industrials

9.2%
9.5%

Communication Services

8.7%
10.3%

Energy

7.2%
3.7%

Consumer Defensive

6.8%
4.7%

Utilities

6.3%
2.3%

Basic Materials

5.1%
2.1%

Real Estate

2.8%
2.4%

Financial Services

CCOR
17.7%
ITOT
12.1%

Technology

CCOR
16.2%
ITOT
33.8%

Healthcare

CCOR
10.8%
ITOT
9.0%

Consumer Cyclical

CCOR
9.4%
ITOT
10.1%

Industrials

CCOR
9.2%
ITOT
9.5%

Communication Services

CCOR
8.7%
ITOT
10.3%

Energy

CCOR
7.2%
ITOT
3.7%

Consumer Defensive

CCOR
6.8%
ITOT
4.7%

Utilities

CCOR
6.3%
ITOT
2.3%

Basic Materials

CCOR
5.1%
ITOT
2.1%

Real Estate

CCOR
2.8%
ITOT
2.4%

Compare stocks, funds, or ETFs

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

Core Alternative ETF

iShares Core S&P Total U.S. Stock Market ETF

Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. SPY
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

CCOR vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
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.

CCOR vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

CCORITOTDifference
Sharpe ratioReturn per unit of total volatility
-0.87
2.32

-3.18

Sortino ratioReturn per unit of downside risk
-1.15
3.17

-4.33

Omega ratioGain probability vs. loss probability

0.87

1.42

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.69

3.17

-3.86

Martin ratioReturn relative to average drawdown

-1.59

14.57

-16.16

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. ITOT - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.87, which is lower than the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CCOR and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CCORITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

2.32

-3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.74

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.57

-0.46

Drawdowns

CCOR vs. ITOT - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CCOR and ITOT.

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Drawdown Indicators

CCORITOTDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-55.20%

+32.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.90%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-19.44%

+7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-25.36%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-20.03%

-0.73%

-19.30%

Average Drawdown

Average peak-to-trough decline

-7.29%

-6.97%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

1.94%

+1.83%

Volatility

CCOR vs. ITOT - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 1.78%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.99%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCORITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.99%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

9.13%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

12.20%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

17.36%

-6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.75%

18.26%

-7.51%

CCOR vs. ITOT - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

CCOR vs. ITOT - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.11%, more than ITOT's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Frequently Asked Questions

CCOR and ITOT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITOT has higher volatility (2.99%) compared to CCOR (1.78%). In terms of maximum drawdown, CCOR dropped -22.99% vs ITOT's -55.20%.

On 5-year performance, ITOT leads with 12.69% vs -2.56% for CCOR. On fees, ITOT is cheaper at 0.03% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ITOT has performed better with a 12.69% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 1.11%, compared with 0.98% for ITOT.

CCOR is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. They also come from different issuers: Core Alternative Capital and iShares. Their fees differ too: 1.09% for CCOR and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.32 vs -0.87), 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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