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RECS vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RECS vs. CCOR

Last updated Jun 4, 2026

RECS (Columbia Research Enhanced Core ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. RECS is passively managed, while CCOR is actively managed. Over the past 5 years, RECS returned 14.04%/yr vs -2.56%/yr for CCOR. At a 0.21 correlation, their price movements are largely independent. RECS charges 0.15%/yr vs 1.09%/yr for CCOR.

Performance

RECS vs. CCOR - Performance Comparison

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

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Returns By Period

In the year-to-date period, RECS achieves a 6.61% return, which is significantly higher than CCOR's -3.71% return.

RECS

1D
-0.75%
1M
4.11%
YTD
6.61%
6M
6.84%
1Y
25.02%
3Y*
21.66%
5Y*
14.04%
10Y*
9.89%

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

RECS vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RECS
Columbia Research Enhanced Core ETF		6.61%19.30%26.27%23.19%-14.39%32.73%15.35%-0.93%0.00%0.00%
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Correlation

The correlation between RECS and CCOR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.21

The correlation between RECS and CCOR shifts across timeframes, from -0.00 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.

RECS vs. CCOR - Sectors Allocation Comparison

Sectors
RECS
CCOR

Technology

33.6%
16.2%

Financial Services

13.2%
17.7%

Communication Services

11.0%
8.7%

Consumer Cyclical

10.6%
9.4%

Healthcare

9.9%
10.8%

Industrials

6.7%
9.2%

Consumer Defensive

5.0%
6.8%

Energy

3.4%
7.2%

Real Estate

2.3%
2.8%

Utilities

2.2%
6.3%

Basic Materials

2.1%
5.1%

Technology

RECS
33.6%
CCOR
16.2%

Financial Services

RECS
13.2%
CCOR
17.7%

Communication Services

RECS
11.0%
CCOR
8.7%

Consumer Cyclical

RECS
10.6%
CCOR
9.4%

Healthcare

RECS
9.9%
CCOR
10.8%

Industrials

RECS
6.7%
CCOR
9.2%

Consumer Defensive

RECS
5.0%
CCOR
6.8%

Energy

RECS
3.4%
CCOR
7.2%

Real Estate

RECS
2.3%
CCOR
2.8%

Utilities

RECS
2.2%
CCOR
6.3%

Basic Materials

RECS
2.1%
CCOR
5.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Columbia Research Enhanced Core ETF

Core Alternative ETF

Often compared with RECS:
RECS vs. VOORECS vs. SPYRECS vs. CREDRECS vs. SPHQRECS vs. PRFRECS vs. IUSRECS vs. SPGP
Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. SPY

Return for Risk

RECS vs. CCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RECS
RECS Risk / Return Rank: 6262
Overall Rank
RECS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 6363
Sortino Ratio Rank
RECS Omega Ratio Rank: 6262
Omega Ratio Rank
RECS Calmar Ratio Rank: 5757
Calmar Ratio Rank
RECS Martin Ratio Rank: 6666
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
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.

RECS vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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.

RECSCCORDifference
Sharpe ratioReturn per unit of total volatility
2.13
-0.87

+3.00

Sortino ratioReturn per unit of downside risk
2.97
-1.15

+4.12

Omega ratioGain probability vs. loss probability

1.38

0.87

+0.51

Calmar ratioReturn relative to maximum drawdown

2.85

-0.69

+3.53

Martin ratioReturn relative to average drawdown

12.27

-1.59

+13.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RECS vs. CCOR - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 2.13, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of RECS and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

RECSCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.87

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

-0.23

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.11

+0.26

Drawdowns

RECS vs. CCOR - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for RECS and CCOR.

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Drawdown Indicators

RECSCCORDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-22.99%

-11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.75%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.60%

-12.31%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-22.99%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

—

—

Current Drawdown

Current decline from peak

-0.93%

-20.03%

+19.10%

Average Drawdown

Average peak-to-trough decline

-1.28%

-7.29%

+6.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.77%

-1.73%

Volatility

RECS vs. CCOR - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 2.97% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that RECS'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

RECSCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

1.78%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

4.96%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

6.93%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

11.10%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

10.75%

+5.47%

RECS vs. CCOR - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

RECS vs. CCOR - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.04%, less than CCOR's 1.11% yield.

PositionTTM202520242023202220212020201920182017
CCOR
Core Alternative ETF		1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
RECS
Columbia Research Enhanced Core ETF		1.04%1.11%1.09%1.00%1.41%20.64%1.09%0.49%0.00%0.00%

Frequently Asked Questions

RECS and CCOR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RECS has higher volatility (2.97%) compared to CCOR (1.78%). In terms of maximum drawdown, RECS dropped -34.29% vs CCOR's -22.99%.

On 5-year performance, RECS leads with 14.04% vs -2.56% for CCOR. On fees, RECS is cheaper at 0.15% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RECS has performed better with a 14.04% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RECS is cheaper with a 0.15% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 1.11%, compared with 1.04% for RECS.

They also come from different issuers: Ameriprise Financial and Core Alternative Capital. Their fees differ too: 0.15% for RECS and 1.09% for CCOR.

RECS currently has the higher Sharpe Ratio (2.13 vs -0.87), 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.

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