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GRN vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRN vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Carbon ETN (GRN) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GRN

1D
1.00%
1M
3.91%
6M
-9.75%
YTD
-6.73%
1Y
14.47%
3Y*
-2.11%
5Y*
9.00%
10Y*

CCOM

1D
0.00%
1M
0.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRN vs. CCOM - Yearly Performance Comparison


Correlation

The correlation between GRN and CCOM is -0.13, 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 Jan 27, 2026

-0.13

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Return for Risk

GRN vs. CCOM — Risk / Return Rank

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

GRN
GRN Risk / Return Rank: 1818
Overall Rank
GRN Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1919
Sortino Ratio Rank
GRN Omega Ratio Rank: 2121
Omega Ratio Rank
GRN Calmar Ratio Rank: 1616
Calmar Ratio Rank
GRN Martin Ratio Rank: 1616
Martin Ratio Rank

CCOM

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

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.

GRN vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Carbon ETN (GRN) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.


GRNCCOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.48

Martin ratioReturn relative to average drawdown

1.18

GRN vs. CCOM - Sharpe Ratio Comparison


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Drawdowns

GRN vs. CCOM - Drawdown Comparison

The maximum GRN drawdown since its inception was -47.96%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for GRN and CCOM.


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Drawdown Indicators


GRNCCOMDifference

Max Drawdown

Largest peak-to-trough decline

-47.96%

-6.38%

-41.58%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

Max Drawdown (3Y)

Largest decline over 3 years

-44.33%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

Current Drawdown

Current decline from peak

-18.09%

-5.65%

-12.44%

Average Drawdown

Average peak-to-trough decline

-17.56%

-2.92%

-14.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.28%

Volatility

GRN vs. CCOM - Volatility Comparison


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Volatility by Period


GRNCCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

Volatility (6M)

Calculated over the trailing 6-month period

25.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.68%

12.78%

+14.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.57%

12.78%

+26.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.70%

12.78%

+28.92%

GRN vs. CCOM - Expense Ratio Comparison

GRN has a 0.75% expense ratio, which is lower than CCOM's 0.99% expense ratio.


Dividends

GRN vs. CCOM - Dividend Comparison

GRN has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.


Frequently Asked Questions


GRN and CCOM have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRN is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRN is cheaper with a 0.75% expense ratio, compared with 0.99% for CCOM.

CCOM has the higher dividend yield at 1.26%, compared with 0.00% for GRN.

They also come from different issuers: Barclays Capital and Simplify. Their fees differ too: 0.75% for GRN and 0.99% for CCOM.

Portfolio Optimizer

Find the right allocation for GRN and CCOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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