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CRCD vs. CCUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCD vs. CCUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-REX 2X Long CRCL Daily Target ETF (CCUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRCD achieves a -88.01% return, which is significantly lower than CCUP's -20.97% return.


CRCD

1D
20.12%
1M
35.97%
YTD
-88.01%
6M
-87.46%
1Y
3Y*
5Y*
10Y*

CCUP

1D
-20.05%
1M
-47.47%
YTD
-20.97%
6M
-36.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRCD vs. CCUP - Yearly Performance Comparison


2026 (YTD)2025
CRCD
T-REX 2X Inverse CRCL Daily Target ETF
-88.01%43.19%
CCUP
T-REX 2X Long CRCL Daily Target ETF
-20.97%-69.57%

Correlation

The correlation between CRCD and CCUP is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 29, 2025

-1.00

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Return for Risk

CRCD vs. CCUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-REX 2X Long CRCL Daily Target ETF (CCUP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRCD vs. CCUP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRCDCCUPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

-0.47

+0.01

Drawdowns

CRCD vs. CCUP - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, roughly equal to the maximum CCUP drawdown of -93.74%. Use the drawdown chart below to compare losses from any high point for CRCD and CCUP.


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Drawdown Indicators


CRCDCCUPDifference

Max Drawdown

Largest peak-to-trough decline

-96.95%

-93.74%

-3.21%

Current Drawdown

Current decline from peak

-94.31%

-86.98%

-7.33%

Average Drawdown

Average peak-to-trough decline

-54.51%

-69.18%

+14.67%

Volatility

CRCD vs. CCUP - Volatility Comparison


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Volatility by Period


CRCDCCUPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

204.54%

197.62%

+6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

204.54%

197.62%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

204.54%

197.62%

+6.92%

CRCD vs. CCUP - Expense Ratio Comparison

Both CRCD and CCUP have an expense ratio of 1.50%.


Dividends

CRCD vs. CCUP - Dividend Comparison

Neither CRCD nor CCUP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRCD and CCUP have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CRCD and CCUP have the same expense ratio: 1.50% per year.

CRCD and CCUP have nearly identical dividend yields, around 0.00%.

CRCD is categorized as Inverse Equities, while CCUP is Leveraged Equities.

Portfolio Optimizer

Find the right allocation for CRCD and CCUP

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