RPG vs. CCOR

Last updated Jul 14, 2026

RPG (Invesco S&P 500 Pure Growth ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. RPG is passively managed, while CCOR is actively managed. Over the past 5 years, RPG returned 10.20%/yr vs -1.64%/yr for CCOR. At a 0.15 correlation, their price movements are largely independent. RPG charges 0.35%/yr vs 1.09%/yr for CCOR.

Performance

RPG vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Pure Growth ETF (RPG) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RPG achieves a 26.05% return, which is significantly higher than CCOR's 0.07% return.

RPG

• 1D: -3.18%
• 1M: -3.30%
• 6M: 20.83%
• YTD: 26.05%
• 1Y: 28.01%
• 3Y*: 24.71%
• 5Y*: 10.20%
• 10Y*: 14.02%

CCOR

• 1D: 0.78%
• 1M: 1.62%
• 6M: -1.41%
• YTD: 0.07%
• 1Y: -2.08%
• 3Y*: -0.68%
• 5Y*: -1.64%
• 10Y*: —

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

RPG vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RPG Invesco S&P 500 Pure Growth ETF	26.05%	13.41%	28.23%	8.04%	-27.55%	29.40%	29.34%	28.34%	-4.53%	13.02%
CCOR Core Alternative ETF	0.07%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.97%

Correlation

The correlation between RPG and CCOR is -0.16, 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 (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since May 24, 2017	0.15

The correlation between RPG and CCOR shifts across timeframes, from -0.16 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

RPG vs. CCOR - Sectors Allocation Comparison

Sectors	RPG	CCOR
Technology	45.8%	16.9%
Industrials	14.2%	9.3%
Consumer Cyclical	12.8%	9.2%
Communication Services	7.0%	8.4%
Healthcare	6.0%	11.6%
Financial Services	5.4%	17.6%
Utilities	2.7%	6.1%
Energy	1.5%	6.6%
Basic Materials	1.2%	4.9%
Consumer Defensive	1.1%	6.6%
Real Estate	0.9%	2.8%

Return for Risk

RPG vs. CCOR — Risk / Return Rank

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

RPG

RPG Risk / Return Rank: 50
RPG Sharpe Ratio Rank: 42
RPG Sortino Ratio Rank: 40
RPG Omega Ratio Rank: 42
RPG Calmar Ratio Rank: 64
RPG Martin Ratio Rank: 63

CCOR

CCOR Risk / Return Rank: 7
CCOR Sharpe Ratio Rank: 7
CCOR Sortino Ratio Rank: 6
CCOR Omega Ratio Rank: 6
CCOR Calmar Ratio Rank: 7
CCOR Martin Ratio Rank: 7

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.

RPG vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Pure Growth ETF (RPG) 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.

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.

	RPG	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.20	-0.26	+1.46
Sortino ratio: Return per unit of downside risk	1.70	-0.32	+2.02
Omega ratio: Gain probability vs. loss probability	1.22	0.96	+0.26
Calmar ratio: Return relative to maximum drawdown	2.54	-0.24	+2.78
Martin ratio: Return relative to average drawdown	8.91	-0.50	+9.42

RPG vs. CCOR - Sharpe Ratio Comparison

The current RPG Sharpe Ratio is 1.20, which is higher than the CCOR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of RPG 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.

Drawdowns

RPG vs. CCOR - Drawdown Comparison

The maximum RPG drawdown since its inception was -53.27%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for RPG and CCOR.

Drawdown Indicators

	RPG	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-53.27%	-22.99%	-30.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-8.79%	-2.29%
Max Drawdown (3Y) Largest decline over 3 years	-24.75%	-12.31%	-12.44%
Max Drawdown (5Y) Largest decline over 5 years	-35.59%	-22.99%	-12.60%
Max Drawdown (10Y) Largest decline over 10 years	-36.58%	—	—
Current Drawdown Current decline from peak	-7.92%	-16.89%	+8.97%
Average Drawdown Average peak-to-trough decline	-8.82%	-7.41%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	4.14%	-0.99%

Volatility

RPG vs. CCOR - Volatility Comparison

Invesco S&P 500 Pure Growth ETF (RPG) has a higher volatility of 12.38% compared to Core Alternative ETF (CCOR) at 3.98%. This indicates that RPG'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.

Volatility by Period

	RPG	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.38%	3.98%	+8.40%
Volatility (6M) Calculated over the trailing 6-month period	20.52%	6.16%	+14.36%
Volatility (1Y) Calculated over the trailing 1-year period	23.48%	8.01%	+15.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	11.19%	+12.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.01%	10.78%	+12.23%

RPG vs. CCOR - Expense Ratio Comparison

RPG has a 0.35% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

RPG vs. CCOR - Dividend Comparison

RPG's dividend yield for the trailing twelve months is around 0.16%, less than CCOR's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	1.00%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	0.00%	0.00%
RPG Invesco S&P 500 Pure Growth ETF	0.16%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%

Frequently Asked Questions

Can I hold both RPG and CCOR in my portfolio?

RPG and CCOR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RPG or CCOR?

RPG has higher volatility (12.38%) compared to CCOR (3.98%). In terms of maximum drawdown, RPG dropped -53.27% vs CCOR's -22.99%.

Which ETF is better, RPG or CCOR?

On 5-year performance, RPG leads with 10.20% vs -1.64% for CCOR. On fees, RPG is cheaper at 0.35% per year. On volatility, CCOR has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RPG or CCOR?

Over the 5-year period, RPG has performed better with a 10.20% return vs -1.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RPG or CCOR?

RPG is cheaper with a 0.35% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, RPG or CCOR?

CCOR has the higher dividend yield at 1.00%, compared with 0.16% for RPG.

What is the main difference between RPG and CCOR?

They also come from different issuers: Invesco and Core Alternative Capital. Their fees differ too: 0.35% for RPG and 1.09% for CCOR.

Which has better risk-adjusted returns?

RPG currently has the higher Sharpe Ratio (1.20 vs -0.26), 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.