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

Correlation

The correlation between CCOR and VOO is 0.27, 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.


-0.50.00.51.00.3

Performance

CCOR vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.13%
9.97%
CCOR
VOO

Key characteristics

Sharpe Ratio

CCOR:

-0.65

VOO:

2.22

Sortino Ratio

CCOR:

-0.93

VOO:

2.95

Omega Ratio

CCOR:

0.89

VOO:

1.42

Calmar Ratio

CCOR:

-0.26

VOO:

3.27

Martin Ratio

CCOR:

-1.19

VOO:

14.57

Ulcer Index

CCOR:

5.02%

VOO:

1.90%

Daily Std Dev

CCOR:

9.16%

VOO:

12.47%

Max Drawdown

CCOR:

-22.99%

VOO:

-33.99%

Current Drawdown

CCOR:

-19.87%

VOO:

-1.77%

Returns By Period

In the year-to-date period, CCOR achieves a -5.81% return, which is significantly lower than VOO's 26.92% return.


CCOR

YTD

-5.81%

1M

-3.72%

6M

1.36%

1Y

-5.71%

5Y*

-0.44%

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

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


CCOR vs. VOO - Expense Ratio Comparison

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


CCOR
Core Alternative ETF
Expense ratio chart for CCOR: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CCOR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for CCOR, currently valued at -0.65, compared to the broader market0.002.004.00-0.652.22
The chart of Sortino ratio for CCOR, currently valued at -0.93, compared to the broader market-2.000.002.004.006.008.0010.00-0.932.95
The chart of Omega ratio for CCOR, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.42
The chart of Calmar ratio for CCOR, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.263.27
The chart of Martin ratio for CCOR, currently valued at -1.19, compared to the broader market0.0020.0040.0060.0080.00100.00-1.1914.57
CCOR
VOO

The current CCOR Sharpe Ratio is -0.65, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CCOR and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.65
2.22
CCOR
VOO

Dividends

CCOR vs. VOO - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.18%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
CCOR
Core Alternative ETF
1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CCOR vs. VOO - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CCOR and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.87%
-1.77%
CCOR
VOO

Volatility

CCOR vs. VOO - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 2.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.35%
3.78%
CCOR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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