CNR vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Core Natural Resources, Inc (CNR) and S&P 500 Index (^GSPC).

Performance

CNR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Natural Resources, Inc (CNR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

CNR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CNR Core Natural Resources, Inc	18.47%	-16.58%	6.59%	60.65%	195.52%	214.98%	-50.31%	-54.24%	-19.74%	77.57%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	3.67%

Returns By Period

In the year-to-date period, CNR achieves a 18.47% return, which is significantly higher than ^GSPC's -4.63% return.

CNR

• 1D: -4.95%
• 1M: 27.75%
• YTD: 18.47%
• 6M: 25.77%
• 1Y: 36.56%
• 3Y*: 22.77%
• 5Y*: 64.08%
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CNR vs. ^GSPC — Risk / Return Rank

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

CNR

CNR Risk / Return Rank: 66
CNR Sharpe Ratio Rank: 66
CNR Sortino Ratio Rank: 63
CNR Omega Ratio Rank: 59
CNR Calmar Ratio Rank: 71
CNR Martin Ratio Rank: 69

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

CNR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Natural Resources, Inc (CNR) and S&P 500 Index (^GSPC). 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.

	CNR	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.70	0.90	-0.19
Sortino ratio Return per unit of downside risk	1.33	1.39	-0.06
Omega ratio Gain probability vs. loss probability	1.15	1.21	-0.06
Calmar ratio Return relative to maximum drawdown	1.52	1.40	+0.12
Martin ratio Return relative to average drawdown	3.21	6.61	-3.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNR vs. ^GSPC - Sharpe Ratio Comparison

The current CNR Sharpe Ratio is 0.70, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CNR and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CNR	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	0.90	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.15	0.61	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.46	-0.14

Correlation

The correlation between CNR and ^GSPC is 0.29, 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.

Drawdowns

CNR vs. ^GSPC - Drawdown Comparison

The maximum CNR drawdown since its inception was -92.21%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CNR and ^GSPC.

Drawdown Indicators

	CNR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-92.21%	-56.78%	-35.43%
Max Drawdown (1Y) Largest decline over 1 year	-24.13%	-12.14%	-11.99%
Max Drawdown (5Y) Largest decline over 5 years	-52.14%	-25.43%	-26.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-20.93%	-6.45%	-14.48%
Average Drawdown Average peak-to-trough decline	-36.89%	-10.75%	-26.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.39%	2.57%	+8.82%

Volatility

CNR vs. ^GSPC - Volatility Comparison

Core Natural Resources, Inc (CNR) has a higher volatility of 16.35% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that CNR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CNR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.35%	5.34%	+11.01%
Volatility (6M) Calculated over the trailing 6-month period	35.47%	9.54%	+25.93%
Volatility (1Y) Calculated over the trailing 1-year period	52.27%	18.33%	+33.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.26%	16.91%	+39.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.40%	18.05%	+49.35%