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

Correlation

The correlation between CCOR and SPY is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

CCOR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
20.19%
160.93%
CCOR
SPY

Key characteristics

Sharpe Ratio

CCOR:

0.37

SPY:

0.51

Sortino Ratio

CCOR:

0.72

SPY:

0.86

Omega Ratio

CCOR:

1.09

SPY:

1.13

Calmar Ratio

CCOR:

0.22

SPY:

0.55

Martin Ratio

CCOR:

1.15

SPY:

2.26

Ulcer Index

CCOR:

4.34%

SPY:

4.55%

Daily Std Dev

CCOR:

13.56%

SPY:

20.08%

Max Drawdown

CCOR:

-23.00%

SPY:

-55.19%

Current Drawdown

CCOR:

-13.91%

SPY:

-9.89%

Returns By Period

In the year-to-date period, CCOR achieves a 7.31% return, which is significantly higher than SPY's -5.76% return.


CCOR

YTD

7.31%

1M

3.66%

6M

3.03%

1Y

4.83%

5Y*

-0.11%

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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CCOR vs. SPY - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than SPY's 0.09% expense ratio.


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%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

CCOR vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for CCOR, currently valued at 1.09, compared to the broader market0.501.001.502.00
CCOR: 1.09
SPY: 1.13
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
SPY: 0.55
The chart of Martin ratio for CCOR, currently valued at 1.15, compared to the broader market0.0020.0040.0060.00
CCOR: 1.15
SPY: 2.26

The current CCOR Sharpe Ratio is 0.37, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CCOR and SPY, 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
0.51
CCOR
SPY

Dividends

CCOR vs. SPY - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.01%, less than SPY's 1.30% 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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CCOR vs. SPY - Drawdown Comparison

The maximum CCOR drawdown since its inception was -23.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CCOR and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.91%
-9.89%
CCOR
SPY

Volatility

CCOR vs. SPY - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 8.55%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.55%
15.12%
CCOR
SPY