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CCOR vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCOR vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and SMART Earnings Growth ETF (SGRT). 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 1.03% return, which is significantly lower than SGRT's 27.55% return.


CCOR

1D
0.60%
1M
1.13%
6M
-2.83%
YTD
1.03%
1Y
-0.49%
3Y*
-1.09%
5Y*
-1.48%
10Y*
ALL TIME*
1.77%

SGRT

1D
1.98%
1M
-5.20%
6M
20.29%
YTD
27.55%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$60.78K$57.90K$78.59K
$1.04M$1.25M$2.19M

CCOR vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
CCOR
Core Alternative ETF
1.03%-1.53%
SGRT
SMART Earnings Growth ETF
27.55%26.83%

Correlation

The correlation between CCOR and SGRT is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

-0.28

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Return for Risk

CCOR vs. SGRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCOR
CCOR Risk / Return Rank: 1010
Overall Rank
CCOR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 99
Sortino Ratio Rank
CCOR Omega Ratio Rank: 99
Omega Ratio Rank
CCOR Calmar Ratio Rank: 1010
Calmar Ratio Rank
CCOR Martin Ratio Rank: 1010
Martin Ratio Rank

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCOR vs. SGRT - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCORSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.06

Martin ratioReturn relative to average drawdown

-0.12

CCOR vs. SGRT - Sharpe Ratio Comparison


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Drawdowns

CCOR vs. SGRT - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum SGRT drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for CCOR and SGRT.


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Drawdown Indicators


CCORSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-24.98%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

Current Drawdown

Current decline from peak

-16.09%

-16.99%

+0.90%

Average Drawdown

Average peak-to-trough decline

-7.47%

-4.30%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

Volatility

CCOR vs. SGRT - Volatility Comparison


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Volatility by Period


CCORSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

38.89%

-30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

38.89%

-27.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

38.89%

-28.11%

CCOR vs. SGRT - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than SGRT's 0.59% expense ratio.


Dividends

CCOR vs. SGRT - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 0.99%, more than SGRT's 0.13% yield.


PositionTTM202520242023202220212020201920182017
CCOR
Core Alternative ETF
0.99%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
SGRT
SMART Earnings Growth ETF
0.13%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCOR and SGRT have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGRT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGRT is cheaper with a 0.59% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 0.99%, compared with 0.13% for SGRT.

Their fees differ too: 1.09% for CCOR and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for CCOR and SGRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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