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CCSB vs. MYCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCSB vs. MYCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carbon Collective Short Duration Green Bond ETF (CCSB) and State Street My2026 Corporate Bond ETF (MYCF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCSB achieves a 1.07% return, which is significantly lower than MYCF's 1.60% return.


CCSB

1D
0.10%
1M
0.39%
YTD
1.07%
6M
1.22%
1Y
3.04%
3Y*
5Y*
10Y*

MYCF

1D
0.02%
1M
0.35%
YTD
1.60%
6M
1.90%
1Y
4.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCSB vs. MYCF - Yearly Performance Comparison


Correlation

The correlation between CCSB and MYCF is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.21

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Return for Risk

CCSB vs. MYCF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCSB
CCSB Risk / Return Rank: 1313
Overall Rank
CCSB Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CCSB Sortino Ratio Rank: 1111
Sortino Ratio Rank
CCSB Omega Ratio Rank: 2222
Omega Ratio Rank
CCSB Calmar Ratio Rank: 1111
Calmar Ratio Rank
CCSB Martin Ratio Rank: 1010
Martin Ratio Rank

MYCF
MYCF Risk / Return Rank: 9999
Overall Rank
MYCF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MYCF Sortino Ratio Rank: 9999
Sortino Ratio Rank
MYCF Omega Ratio Rank: 9999
Omega Ratio Rank
MYCF Calmar Ratio Rank: 9999
Calmar Ratio Rank
MYCF Martin Ratio Rank: 9999
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.

CCSB vs. MYCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carbon Collective Short Duration Green Bond ETF (CCSB) and State Street My2026 Corporate Bond ETF (MYCF). 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.


CCSBMYCFDifference

Sharpe ratio

Return per unit of total volatility

0.16

6.95

-6.79

Sortino ratio

Return per unit of downside risk

0.38

13.17

-12.79

Omega ratio

Gain probability vs. loss probability

1.15

3.21

-2.06

Calmar ratio

Return relative to maximum drawdown

0.22

38.20

-37.98

Martin ratio

Return relative to average drawdown

0.31

163.02

-162.70

CCSB vs. MYCF - Sharpe Ratio Comparison

The current CCSB Sharpe Ratio is 0.16, which is lower than the MYCF Sharpe Ratio of 6.95. The chart below compares the historical Sharpe Ratios of CCSB and MYCF, 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


CCSBMYCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

6.95

-6.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

4.11

-3.77

Drawdowns

CCSB vs. MYCF - Drawdown Comparison

The maximum CCSB drawdown since its inception was -14.95%, which is greater than MYCF's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for CCSB and MYCF.


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Drawdown Indicators


CCSBMYCFDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-0.60%

-14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-0.12%

-14.83%

Current Drawdown

Current decline from peak

-11.29%

-0.01%

-11.28%

Average Drawdown

Average peak-to-trough decline

-4.34%

-0.03%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

0.03%

+10.29%

Volatility

CCSB vs. MYCF - Volatility Comparison

Carbon Collective Short Duration Green Bond ETF (CCSB) has a higher volatility of 1.08% compared to State Street My2026 Corporate Bond ETF (MYCF) at 0.16%. This indicates that CCSB's price experiences larger fluctuations and is considered to be riskier than MYCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCSBMYCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.16%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

0.43%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

0.66%

+18.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

1.09%

+12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.44%

1.09%

+12.35%

CCSB vs. MYCF - Expense Ratio Comparison

CCSB has a 0.51% expense ratio, which is higher than MYCF's 0.15% expense ratio.


Dividends

CCSB vs. MYCF - Dividend Comparison

CCSB's dividend yield for the trailing twelve months is around 4.61%, more than MYCF's 4.41% yield.


PositionTTM20252024
CCSB
Carbon Collective Short Duration Green Bond ETF
4.61%4.79%3.16%
MYCF
State Street My2026 Corporate Bond ETF
4.41%4.50%1.21%

Frequently Asked Questions


CCSB and MYCF have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCSB has higher volatility (1.08%) compared to MYCF (0.16%). In terms of maximum drawdown, CCSB dropped -14.95% vs MYCF's -0.60%.

On 1-year performance, MYCF leads with 4.58% vs 3.04% for CCSB. On fees, MYCF is cheaper at 0.15% per year. On volatility, MYCF has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MYCF has performed better with a 4.58% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYCF is cheaper with a 0.15% expense ratio, compared with 0.51% for CCSB.

CCSB has the higher dividend yield at 4.61%, compared with 4.41% for MYCF.

CCSB is categorized as Short-Term Bond, while MYCF is Corporate Bonds. They also come from different issuers: Carbon Collective and State Street. Their fees differ too: 0.51% for CCSB and 0.15% for MYCF.

MYCF currently has the higher Sharpe Ratio (6.95 vs 0.16), 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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