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ELFY vs. CCNR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFY vs. CCNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Electrification Infrastructure ETF (ELFY) and ALPS/CoreCommodity Natural Resources ETF (CCNR). The values are adjusted to include any dividend payments, if applicable.

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ELFY vs. CCNR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ELFY achieves a 12.06% return, which is significantly lower than CCNR's 22.34% return.


ELFY

1D
2.62%
1M
-5.24%
YTD
12.06%
6M
10.55%
1Y
3Y*
5Y*
10Y*

CCNR

1D
1.88%
1M
-0.59%
YTD
22.34%
6M
35.50%
1Y
71.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELFY vs. CCNR - Expense Ratio Comparison

ELFY has a 0.50% expense ratio, which is higher than CCNR's 0.39% expense ratio.


Return for Risk

ELFY vs. CCNR — Risk / Return Rank

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

ELFY

CCNR
CCNR Risk / Return Rank: 9797
Overall Rank
CCNR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CCNR Sortino Ratio Rank: 9797
Sortino Ratio Rank
CCNR Omega Ratio Rank: 9797
Omega Ratio Rank
CCNR Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCNR Martin Ratio Rank: 9898
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.

ELFY vs. CCNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Electrification Infrastructure ETF (ELFY) and ALPS/CoreCommodity Natural Resources ETF (CCNR). 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.

ELFY vs. CCNR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ELFYCCNRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.20

Sharpe Ratio (All Time)

Calculated using the full available price history

2.98

1.66

+1.32

Correlation

The correlation between ELFY and CCNR is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ELFY vs. CCNR - Dividend Comparison

ELFY's dividend yield for the trailing twelve months is around 0.94%, less than CCNR's 2.85% yield.


Drawdowns

ELFY vs. CCNR - Drawdown Comparison

The maximum ELFY drawdown since its inception was -8.37%, smaller than the maximum CCNR drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for ELFY and CCNR.


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Drawdown Indicators


ELFYCCNRDifference

Max Drawdown

Largest peak-to-trough decline

-8.37%

-20.06%

+11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-15.01%

Current Drawdown

Current decline from peak

-5.94%

-1.53%

-4.41%

Average Drawdown

Average peak-to-trough decline

-1.63%

-3.81%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

ELFY vs. CCNR - Volatility Comparison


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Volatility by Period


ELFYCCNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

22.39%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

20.41%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

20.41%

-2.06%