CNR vs. AOR
CNR (Core Natural Resources, Inc) is a stock, while AOR (iShares Core Growth Allocation ETF) is Diversified Portfolio fund tracking the S&P Target Risk Growth Index. Over the past 5 years, CNR returned 44.20%/yr vs 6.94%/yr for AOR. At a 0.28 correlation, their price movements are largely independent.
Performance
CNR vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, CNR achieves a 9.20% return, which is significantly higher than AOR's 7.39% return.
CNR
- 1D
- 1.97%
- 1M
- 9.50%
- YTD
- 9.20%
- 6M
- 16.90%
- 1Y
- 46.54%
- 3Y*
- 19.34%
- 5Y*
- 44.20%
- 10Y*
- —
AOR
- 1D
- -0.53%
- 1M
- 2.99%
- YTD
- 7.39%
- 6M
- 7.88%
- 1Y
- 19.21%
- 3Y*
- 14.21%
- 5Y*
- 6.94%
- 10Y*
- 8.40%
CNR vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNR Core Natural Resources, Inc | 9.20% | -16.58% | 6.59% | 60.65% | 195.52% | 214.98% | -50.31% | -54.24% | -19.74% | 77.57% |
AOR iShares Core Growth Allocation ETF | 7.39% | 16.44% | 10.68% | 15.75% | -15.64% | 11.19% | 11.42% | 18.91% | -5.82% | 2.60% |
Correlation
The correlation between CNR and AOR is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2017 | 0.28 |
Over the past year, the correlation between CNR and AOR has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
CNR vs. AOR — Risk / Return Rank
CNR
AOR
CNR vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Core Natural Resources, Inc (CNR) and iShares Core Growth Allocation ETF (AOR). 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 | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.90 | -1.19 |
| Martin ratioReturn relative to average drawdown | 3.40 | 12.69 | -9.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNR | AOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.29 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.66 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.69 | -0.39 |
Drawdowns
CNR vs. AOR - Drawdown Comparison
The maximum CNR drawdown since its inception was -92.21%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for CNR and AOR.
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Drawdown Indicators
| CNR | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.21% | -24.44% | -67.77% |
Max Drawdown (1Y)Largest decline over 1 year | -27.22% | -6.64% | -20.58% |
Max Drawdown (3Y)Largest decline over 3 years | -52.14% | -9.77% | -42.37% |
Max Drawdown (5Y)Largest decline over 5 years | -52.14% | -21.72% | -30.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -27.12% | -0.53% | -26.59% |
Average DrawdownAverage peak-to-trough decline | -36.81% | -3.48% | -33.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.73% | 1.52% | +12.21% |
Volatility
CNR vs. AOR - Volatility Comparison
Core Natural Resources, Inc (CNR) has a higher volatility of 12.84% compared to iShares Core Growth Allocation ETF (AOR) at 2.72%. This indicates that CNR's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNR | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 2.72% | +10.12% |
Volatility (6M)Calculated over the trailing 6-month period | 32.94% | 6.81% | +26.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.48% | 8.42% | +41.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.97% | 10.55% | +44.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.02% | 10.67% | +56.35% |
Dividends
CNR vs. AOR - Dividend Comparison
CNR's dividend yield for the trailing twelve months is around 0.41%, less than AOR's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core Growth Allocation ETF | 2.47% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
CNR Core Natural Resources, Inc | 0.41% | 0.45% | 0.47% | 2.19% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CNR and AOR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNR has higher volatility (12.84%) compared to AOR (2.72%). In terms of maximum drawdown, CNR dropped -92.21% vs AOR's -24.44%.
AOR currently has the higher Sharpe Ratio (2.29 vs 0.95), 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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