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CSNR vs. FTRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNR vs. FTRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Natural Resources Active ETF (CSNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSNR achieves a 11.05% return, which is significantly higher than FTRI's 3.36% return.


CSNR

1D
-1.74%
1M
-7.34%
YTD
11.05%
6M
10.21%
1Y
31.06%
3Y*
5Y*
10Y*

FTRI

1D
-1.95%
1M
-5.47%
YTD
3.36%
6M
2.05%
1Y
14.91%
3Y*
12.98%
5Y*
7.56%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNR vs. FTRI - Yearly Performance Comparison


Correlation

The correlation between CSNR and FTRI is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2025

0.84

The correlation between CSNR and FTRI has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

CSNR vs. FTRI — Risk / Return Rank

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

CSNR
CSNR Risk / Return Rank: 6060
Overall Rank
CSNR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CSNR Sortino Ratio Rank: 5252
Sortino Ratio Rank
CSNR Omega Ratio Rank: 5353
Omega Ratio Rank
CSNR Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSNR Martin Ratio Rank: 7272
Martin Ratio Rank

FTRI
FTRI Risk / Return Rank: 2323
Overall Rank
FTRI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTRI Sortino Ratio Rank: 2222
Sortino Ratio Rank
FTRI Omega Ratio Rank: 2323
Omega Ratio Rank
FTRI Calmar Ratio Rank: 2222
Calmar Ratio Rank
FTRI Martin Ratio Rank: 2424
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.

CSNR vs. FTRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Natural Resources Active ETF (CSNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSNRFTRIDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.15

Calmar ratioReturn relative to maximum drawdown

3.07

0.98

+2.08

Martin ratioReturn relative to average drawdown

12.10

3.00

+9.10

CSNR vs. FTRI - Sharpe Ratio Comparison

The current CSNR Sharpe Ratio is 1.75, which is higher than the FTRI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CSNR and FTRI, 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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Drawdowns

CSNR vs. FTRI - Drawdown Comparison

The maximum CSNR drawdown since its inception was -15.33%, smaller than the maximum FTRI drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for CSNR and FTRI.


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Drawdown Indicators


CSNRFTRIDifference

Max Drawdown

Largest peak-to-trough decline

-15.33%

-43.82%

+28.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-15.26%

+5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.82%

Current Drawdown

Current decline from peak

-10.18%

-15.26%

+5.08%

Average Drawdown

Average peak-to-trough decline

-1.97%

-8.48%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

4.98%

-2.41%

Volatility

CSNR vs. FTRI - Volatility Comparison

Cohen & Steers Natural Resources Active ETF (CSNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI) have volatilities of 6.08% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNRFTRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.05%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

14.92%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

18.08%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

20.77%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

21.94%

-1.92%

CSNR vs. FTRI - Expense Ratio Comparison

CSNR has a 0.50% expense ratio, which is lower than FTRI's 0.70% expense ratio.


Dividends

CSNR vs. FTRI - Dividend Comparison

CSNR's dividend yield for the trailing twelve months is around 2.17%, less than FTRI's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CSNR
Cohen & Steers Natural Resources Active ETF
2.17%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTRI
First Trust Indxx Global Natural Resources Income ETF
2.51%2.35%4.29%6.56%8.37%6.58%3.64%6.25%4.24%3.60%2.96%0.89%

Frequently Asked Questions


CSNR and FTRI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSNR has higher volatility (6.08%) compared to FTRI (6.05%). In terms of maximum drawdown, CSNR dropped -15.33% vs FTRI's -43.82%.

On 1-year performance, CSNR leads with 31.06% vs 14.91% for FTRI. On fees, CSNR is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSNR has performed better with a 31.06% return vs 14.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSNR is cheaper with a 0.50% expense ratio, compared with 0.70% for FTRI.

FTRI has the higher dividend yield at 2.51%, compared with 2.17% for CSNR.

They also come from different issuers: Cohen & Steers and First Trust. Their fees differ too: 0.50% for CSNR and 0.70% for FTRI.

CSNR currently has the higher Sharpe Ratio (1.75 vs 0.83), 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.

Portfolio Optimizer

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