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LEAD vs. CCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEAD vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Leaders Dividend ETF (LEAD) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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LEAD vs. CCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEAD
Siren DIVCON Leaders Dividend ETF
0.76%15.52%10.32%26.25%-18.16%29.69%23.41%33.75%-6.63%14.90%
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, LEAD achieves a 0.76% return, which is significantly higher than CCOR's -0.34% return.


LEAD

1D
2.93%
1M
-5.30%
YTD
0.76%
6M
1.13%
1Y
19.19%
3Y*
14.10%
5Y*
10.07%
10Y*
13.14%

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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LEAD vs. CCOR - Expense Ratio Comparison

LEAD has a 0.43% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Return for Risk

LEAD vs. CCOR — Risk / Return Rank

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

LEAD
LEAD Risk / Return Rank: 6565
Overall Rank
LEAD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LEAD Sortino Ratio Rank: 6161
Sortino Ratio Rank
LEAD Omega Ratio Rank: 5656
Omega Ratio Rank
LEAD Calmar Ratio Rank: 7272
Calmar Ratio Rank
LEAD Martin Ratio Rank: 7777
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.

LEAD vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Leaders Dividend ETF (LEAD) 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.


LEADCCORDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.14

+1.18

Sortino ratio

Return per unit of downside risk

1.57

-0.14

+1.71

Omega ratio

Gain probability vs. loss probability

1.21

0.98

+0.23

Calmar ratio

Return relative to maximum drawdown

1.86

-0.19

+2.04

Martin ratio

Return relative to average drawdown

8.30

-0.35

+8.65

LEAD vs. CCOR - Sharpe Ratio Comparison

The current LEAD Sharpe Ratio is 1.04, which is higher than the CCOR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of LEAD 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


LEADCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.14

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.08

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.15

+0.58

Correlation

The correlation between LEAD and CCOR is 0.28, 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

LEAD vs. CCOR - Dividend Comparison

LEAD's dividend yield for the trailing twelve months is around 0.66%, less than CCOR's 1.07% yield.


TTM2025202420232022202120202019201820172016
LEAD
Siren DIVCON Leaders Dividend ETF
0.66%0.70%0.93%1.13%1.27%1.79%0.81%1.32%1.38%0.97%1.38%
CCOR
Core Alternative ETF
1.07%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%

Drawdowns

LEAD vs. CCOR - Drawdown Comparison

The maximum LEAD drawdown since its inception was -32.19%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for LEAD and CCOR.


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Drawdown Indicators


LEADCCORDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-22.99%

-9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-9.17%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-22.99%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-32.19%

Current Drawdown

Current decline from peak

-5.97%

-17.23%

+11.26%

Average Drawdown

Average peak-to-trough decline

-4.48%

-7.07%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

4.95%

-2.52%

Volatility

LEAD vs. CCOR - Volatility Comparison

Siren DIVCON Leaders Dividend ETF (LEAD) has a higher volatility of 5.87% compared to Core Alternative ETF (CCOR) at 2.17%. This indicates that LEAD'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


LEADCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

2.17%

+3.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

5.44%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

10.74%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

11.13%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

10.81%

+7.79%