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CCOR vs. QMNNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCOR and QMNNX is -0.05. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

CCOR vs. QMNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and AQR Equity Market Neutral Fund N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
20.19%
28.80%
CCOR
QMNNX

Key characteristics

Sharpe Ratio

CCOR:

0.37

QMNNX:

3.17

Sortino Ratio

CCOR:

0.72

QMNNX:

4.39

Omega Ratio

CCOR:

1.09

QMNNX:

1.62

Calmar Ratio

CCOR:

0.22

QMNNX:

4.60

Martin Ratio

CCOR:

1.15

QMNNX:

16.88

Ulcer Index

CCOR:

4.34%

QMNNX:

1.22%

Daily Std Dev

CCOR:

13.56%

QMNNX:

6.49%

Max Drawdown

CCOR:

-23.00%

QMNNX:

-50.11%

Current Drawdown

CCOR:

-13.91%

QMNNX:

0.00%

Returns By Period

In the year-to-date period, CCOR achieves a 7.31% return, which is significantly lower than QMNNX's 10.83% return.


CCOR

YTD

7.31%

1M

3.66%

6M

3.03%

1Y

4.83%

5Y*

-0.11%

10Y*

N/A

QMNNX

YTD

10.83%

1M

0.74%

6M

18.29%

1Y

20.90%

5Y*

12.12%

10Y*

4.73%

*Annualized

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CCOR vs. QMNNX - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is lower than QMNNX's 5.28% expense ratio.


Expense ratio chart for QMNNX: current value is 5.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QMNNX: 5.28%
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. QMNNX — 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 4545
Overall Rank
The Sharpe Ratio Rank of CCOR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CCOR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CCOR is 4646
Omega Ratio Rank
The Calmar Ratio Rank of CCOR is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CCOR is 4444
Martin Ratio Rank

QMNNX
The Risk-Adjusted Performance Rank of QMNNX is 9696
Overall Rank
The Sharpe Ratio Rank of QMNNX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of QMNNX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of QMNNX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of QMNNX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of QMNNX is 9797
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. QMNNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and AQR Equity Market Neutral Fund N (QMNNX). 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
QMNNX: 3.17
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
QMNNX: 4.39
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
QMNNX: 1.62
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
QMNNX: 4.60
The chart of Martin ratio for CCOR, currently valued at 1.15, compared to the broader market0.0020.0040.0060.00
CCOR: 1.15
QMNNX: 16.88

The current CCOR Sharpe Ratio is 0.37, which is lower than the QMNNX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of CCOR and QMNNX, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
3.17
CCOR
QMNNX

Dividends

CCOR vs. QMNNX - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.01%, less than QMNNX's 5.47% yield.


TTM20242023202220212020201920182017201620152014
CCOR
Core Alternative ETF
1.01%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%0.00%
QMNNX
AQR Equity Market Neutral Fund N
5.47%6.07%21.59%5.78%0.00%0.00%0.00%0.49%3.37%1.18%2.40%5.79%

Drawdowns

CCOR vs. QMNNX - Drawdown Comparison

The maximum CCOR drawdown since its inception was -23.00%, smaller than the maximum QMNNX drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for CCOR and QMNNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.91%
0
CCOR
QMNNX

Volatility

CCOR vs. QMNNX - Volatility Comparison

Core Alternative ETF (CCOR) has a higher volatility of 8.55% compared to AQR Equity Market Neutral Fund N (QMNNX) at 2.87%. This indicates that CCOR's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.55%
2.87%
CCOR
QMNNX