LADR vs. CCCNX

Last updated Jun 4, 2026

LADR (Ladder Capital Corp) is a stock, while CCCNX (Center Coast Brookfield Midstream Focus Fund) is Energy Equities fund managed by Brookfield Investment Funds. Over the past 10 years, LADR returned 6.50%/yr vs 7.62%/yr for CCCNX. At a 0.38 correlation, their price movements are largely independent.

Performance

LADR vs. CCCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ladder Capital Corp (LADR) and Center Coast Brookfield Midstream Focus Fund (CCCNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LADR achieves a -6.83% return, which is significantly lower than CCCNX's 20.70% return. Over the past 10 years, LADR has underperformed CCCNX with an annualized return of 6.50%, while CCCNX has yielded a comparatively higher 7.62% annualized return.

LADR

• 1D: -1.86%
• 1M: -1.67%
• YTD: -6.83%
• 6M: -5.24%
• 1Y: 3.71%
• 3Y*: 8.48%
• 5Y*: 4.90%
• 10Y*: 6.50%

CCCNX

• 1D: 0.26%
• 1M: -3.72%
• YTD: 20.70%
• 6M: 22.00%
• 1Y: 21.50%
• 3Y*: 25.87%
• 5Y*: 19.87%
• 10Y*: 7.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LADR vs. CCCNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LADR Ladder Capital Corp	-6.83%	6.69%	5.53%	25.22%	-8.95%	31.28%	-40.80%	26.36%	24.54%	8.52%
CCCNX Center Coast Brookfield Midstream Focus Fund	20.70%	2.53%	44.06%	18.12%	15.76%	40.57%	-35.48%	8.61%	-13.72%	-6.47%

Correlation

The correlation between LADR and CCCNX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Feb 7, 2014	0.38

Over the past year, the correlation between LADR and CCCNX has dropped to 0.14 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Return for Risk

LADR vs. CCCNX — Risk / Return Rank

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

LADR

LADR Risk / Return Rank: 44
LADR Sharpe Ratio Rank: 48
LADR Sortino Ratio Rank: 40
LADR Omega Ratio Rank: 39
LADR Calmar Ratio Rank: 46
LADR Martin Ratio Rank: 47

CCCNX

CCCNX Risk / Return Rank: 35
CCCNX Sharpe Ratio Rank: 30
CCCNX Sortino Ratio Rank: 27
CCCNX Omega Ratio Rank: 26
CCCNX Calmar Ratio Rank: 59
CCCNX Martin Ratio Rank: 36

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.

LADR vs. CCCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) and Center Coast Brookfield Midstream Focus Fund (CCCNX). 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.

	LADR	CCCNX	Difference
Sharpe ratio Return per unit of total volatility	0.21	1.57	-1.37
Sortino ratio Return per unit of downside risk	0.40	2.18	-1.78
Omega ratio Gain probability vs. loss probability	1.05	1.27	-0.22
Calmar ratio Return relative to maximum drawdown	0.25	2.94	-2.69
Martin ratio Return relative to average drawdown	0.58	8.03	-7.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LADR vs. CCCNX - Sharpe Ratio Comparison

The current LADR Sharpe Ratio is 0.21, which is lower than the CCCNX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of LADR and CCCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LADR	CCCNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	1.57	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	1.01	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.28	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.25	-0.16

Drawdowns

LADR vs. CCCNX - Drawdown Comparison

The maximum LADR drawdown since its inception was -81.63%, which is greater than CCCNX's maximum drawdown of -75.87%. Use the drawdown chart below to compare losses from any high point for LADR and CCCNX.

Drawdown Indicators

	LADR	CCCNX	Difference
Max Drawdown Largest peak-to-trough decline	-81.63%	-75.87%	-5.76%
Max Drawdown (1Y) Largest decline over 1 year	-14.68%	-7.86%	-6.82%
Max Drawdown (3Y) Largest decline over 3 years	-20.22%	-18.06%	-2.16%
Max Drawdown (5Y) Largest decline over 5 years	-26.97%	-19.52%	-7.45%
Max Drawdown (10Y) Largest decline over 10 years	-81.63%	-73.43%	-8.20%
Current Drawdown Current decline from peak	-11.10%	-6.94%	-4.16%
Average Drawdown Average peak-to-trough decline	-18.31%	-15.31%	-3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.46%	2.88%	+3.58%

Volatility

LADR vs. CCCNX - Volatility Comparison

The current volatility for Ladder Capital Corp (LADR) is 4.03%, while Center Coast Brookfield Midstream Focus Fund (CCCNX) has a volatility of 5.76%. This indicates that LADR experiences smaller price fluctuations and is considered to be less risky than CCCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LADR	CCCNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	5.76%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	14.07%	11.14%	+2.93%
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	14.70%	+3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.81%	19.80%	+5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.25%	27.26%	+20.99%

Dividends

LADR vs. CCCNX - Dividend Comparison

LADR's dividend yield for the trailing twelve months is around 9.20%, more than CCCNX's 4.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCCNX Center Coast Brookfield Midstream Focus Fund	4.68%	5.49%	5.08%	5.94%	5.51%	7.15%	15.53%	12.04%	11.73%	9.19%	9.86%	8.85%
LADR Ladder Capital Corp	9.20%	8.37%	8.22%	7.99%	8.76%	6.67%	9.61%	7.54%	9.92%	8.91%	9.37%	17.91%

Frequently Asked Questions

Can I hold both LADR and CCCNX in my portfolio?

LADR and CCCNX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LADR or CCCNX?

CCCNX has higher volatility (5.76%) compared to LADR (4.03%). In terms of maximum drawdown, LADR dropped -81.63% vs CCCNX's -75.87%.

Which has better risk-adjusted returns?

CCCNX currently has the higher Sharpe Ratio (1.57 vs 0.21), 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.