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RISR vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RISR vs. COR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Cencora Inc. (COR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RISR achieves a 3.07% return, which is significantly higher than COR's -16.27% return.


RISR

1D
-0.18%
1M
-0.33%
YTD
3.07%
6M
3.20%
1Y
5.26%
3Y*
10.98%
5Y*
10Y*

COR

1D
0.07%
1M
9.30%
YTD
-16.27%
6M
-18.27%
1Y
-3.97%
3Y*
17.14%
5Y*
20.65%
10Y*
17.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISR vs. COR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
3.07%4.63%24.20%7.02%31.98%-0.04%
COR
Cencora Inc.
-16.27%51.48%10.37%25.33%26.26%12.90%

Correlation

The correlation between RISR and COR is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

0.00

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Return for Risk

RISR vs. COR — Risk / Return Rank

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

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
Martin Ratio Rank

COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3333
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
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.

RISR vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Cencora Inc. (COR). 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.


RISRCORDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.15

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.83

-0.12

+1.94

Martin ratioReturn relative to average drawdown

4.33

-0.33

+4.66

RISR vs. COR - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.87, which is higher than the COR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of RISR and COR, 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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Drawdowns

RISR vs. COR - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum COR drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for RISR and COR.


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Drawdown Indicators


RISRCORDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-71.01%

+56.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-32.44%

+29.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

-32.44%

+24.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.44%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

Current Drawdown

Current decline from peak

-0.44%

-24.54%

+24.10%

Average Drawdown

Average peak-to-trough decline

-2.17%

-13.62%

+11.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

11.68%

-10.58%

Volatility

RISR vs. COR - Volatility Comparison

The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 1.30%, while Cencora Inc. (COR) has a volatility of 6.51%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RISRCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

6.51%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

26.93%

-22.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

30.20%

-24.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.82%

22.30%

-10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.82%

27.48%

-15.66%

Dividends

RISR vs. COR - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.91%, more than COR's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
COR
Cencora Inc.
0.83%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.91%5.95%5.67%7.96%4.26%0.30%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RISR and COR have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COR has higher volatility (6.51%) compared to RISR (1.30%). In terms of maximum drawdown, RISR dropped -14.31% vs COR's -71.01%.

RISR currently has the higher Sharpe Ratio (0.87 vs -0.13), 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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