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CCOR vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCOR vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 NVDY's 13.06% return.


CCOR

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

NVDY

1D
-2.22%
1M
5.54%
YTD
13.06%
6M
17.67%
1Y
46.64%
3Y*
54.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOR vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
CCOR
Core Alternative ETF
-3.71%3.52%-5.70%-3.43%
NVDY
YieldMax NVDA Option Income Strategy ETF
13.06%27.38%114.23%42.02%

Correlation

The correlation between CCOR and NVDY is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

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

-0.36

Correlation (All Time)
Calculated using the full available price history since May 12, 2023

-0.36

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Return for Risk

CCOR vs. NVDY — 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

NVDY
NVDY Risk / Return Rank: 5252
Overall Rank
NVDY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4545
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4444
Omega Ratio Rank
NVDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
NVDY Martin Ratio Rank: 5252
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. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.


CCORNVDYDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.87

1.29

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.69

3.66

-4.34

Martin ratioReturn relative to average drawdown

-1.59

9.00

-10.59

CCOR vs. NVDY - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.87, which is lower than the NVDY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of CCOR and NVDY, 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


CCORNVDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.72

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.64

-1.52

Drawdowns

CCOR vs. NVDY - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum NVDY drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for CCOR and NVDY.


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Drawdown Indicators


CCORNVDYDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-34.08%

+11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-12.81%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-34.08%

+21.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Current Drawdown

Current decline from peak

-20.03%

-6.66%

-13.37%

Average Drawdown

Average peak-to-trough decline

-7.29%

-6.15%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

5.20%

-1.43%

Volatility

CCOR vs. NVDY - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 1.78%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.46%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCORNVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

9.46%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

20.68%

-15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

27.35%

-20.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

38.24%

-27.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.75%

38.24%

-27.49%

CCOR vs. NVDY - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than NVDY's 0.99% expense ratio.


Dividends

CCOR vs. NVDY - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.11%, less than NVDY's 61.36% yield.


PositionTTM202520242023202220212020201920182017
CCOR
Core Alternative ETF
1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
NVDY
YieldMax NVDA Option Income Strategy ETF
61.36%83.10%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCOR and NVDY have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDY has higher volatility (9.46%) compared to CCOR (1.78%). In terms of maximum drawdown, CCOR dropped -22.99% vs NVDY's -34.08%.

On 3-year performance, NVDY leads with 54.54% vs -2.34% for CCOR. On fees, NVDY is cheaper at 0.99% 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 3-year period, NVDY has performed better with a 54.54% return vs -2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NVDY is cheaper with a 0.99% expense ratio, compared with 1.09% for CCOR.

NVDY has the higher dividend yield at 61.36%, compared with 1.11% for CCOR.

CCOR is categorized as Large Cap Growth Equities, while NVDY is Derivative Income. They also come from different issuers: Core Alternative Capital and YieldMax. Their fees differ too: 1.09% for CCOR and 0.99% for NVDY.

NVDY currently has the higher Sharpe Ratio (1.72 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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