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FFTY vs. CCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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FFTY vs. CCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%22.11%
CCOR
Core Alternative ETF
-0.34%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than CCOR's -0.34% return.


FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%

CCOR

1D
0.65%
1M
-4.07%
YTD
-0.34%
6M
0.35%
1Y
-1.48%
3Y*
-3.32%
5Y*
-0.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTY vs. CCOR - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Return for Risk

FFTY vs. CCOR — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
Martin Ratio Rank

CCOR
CCOR Risk / Return Rank: 99
Overall Rank
CCOR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 88
Sortino Ratio Rank
CCOR Omega Ratio Rank: 88
Omega Ratio Rank
CCOR Calmar Ratio Rank: 99
Calmar Ratio Rank
CCOR Martin Ratio Rank: 99
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.

FFTY vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Core Alternative ETF (CCOR). 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.


FFTYCCORDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.14

+0.88

Sortino ratio

Return per unit of downside risk

1.14

-0.14

+1.28

Omega ratio

Gain probability vs. loss probability

1.15

0.98

+0.17

Calmar ratio

Return relative to maximum drawdown

1.04

-0.19

+1.23

Martin ratio

Return relative to average drawdown

3.05

-0.35

+3.40

FFTY vs. CCOR - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is higher than the CCOR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FFTY and CCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFTYCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.14

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.08

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.15

-0.03

Correlation

The correlation between FFTY and CCOR is 0.06, 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.


Dividends

FFTY vs. CCOR - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, more than CCOR's 1.07% yield.


TTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
CCOR
Core Alternative ETF
1.07%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%

Drawdowns

FFTY vs. CCOR - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for FFTY and CCOR.


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Drawdown Indicators


FFTYCCORDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-22.99%

-36.47%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-9.17%

-14.12%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-22.99%

-36.47%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-32.35%

-17.23%

-15.12%

Average Drawdown

Average peak-to-trough decline

-22.38%

-7.07%

-15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

4.95%

+3.02%

Volatility

FFTY vs. CCOR - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to Core Alternative ETF (CCOR) at 2.17%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

2.17%

+12.29%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

5.44%

+23.28%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

10.74%

+23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

11.13%

+17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

10.81%

+16.36%