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TER vs. CCNR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TER vs. CCNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and ALPS/CoreCommodity Natural Resources ETF (CCNR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TER achieves a 108.47% return, which is significantly higher than CCNR's 21.92% return.


TER

1D
5.72%
1M
19.38%
YTD
108.47%
6M
108.68%
1Y
386.56%
3Y*
54.13%
5Y*
26.29%
10Y*
36.09%

CCNR

1D
0.78%
1M
-3.42%
YTD
21.92%
6M
23.45%
1Y
55.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. CCNR - Yearly Performance Comparison


2026 (YTD)20252024
TER
Teradyne, Inc.
108.47%54.39%-20.71%
CCNR
ALPS/CoreCommodity Natural Resources ETF
21.92%46.48%-7.79%

Correlation

The correlation between TER and CCNR is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.47

The correlation between TER and CCNR has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.

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Return for Risk

TER vs. CCNR — Risk / Return Rank

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

TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9797
Sortino Ratio Rank
TER Omega Ratio Rank: 9797
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank

CCNR
CCNR Risk / Return Rank: 9393
Overall Rank
CCNR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CCNR Sortino Ratio Rank: 9090
Sortino Ratio Rank
CCNR Omega Ratio Rank: 9090
Omega Ratio Rank
CCNR Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCNR Martin Ratio Rank: 9595
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.

TER vs. CCNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) and ALPS/CoreCommodity Natural Resources ETF (CCNR). 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.


TERCCNRDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.64

1.51

+0.13

Calmar ratioReturn relative to maximum drawdown

13.97

7.25

+6.72

Martin ratioReturn relative to average drawdown

49.81

25.70

+24.11

TER vs. CCNR - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 5.56, which is higher than the CCNR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of TER and CCNR, 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

TER vs. CCNR - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than CCNR's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for TER and CCNR.


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Drawdown Indicators


TERCCNRDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-20.06%

-77.24%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-7.85%

-18.88%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

Current Drawdown

Current decline from peak

-3.52%

-5.21%

+1.69%

Average Drawdown

Average peak-to-trough decline

-58.67%

-3.58%

-55.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

2.21%

+5.28%

Volatility

TER vs. CCNR - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.00% compared to ALPS/CoreCommodity Natural Resources ETF (CCNR) at 6.78%. This indicates that TER's price experiences larger fluctuations and is considered to be riskier than CCNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TERCCNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.00%

6.78%

+18.22%

Volatility (6M)

Calculated over the trailing 6-month period

53.10%

13.94%

+39.16%

Volatility (1Y)

Calculated over the trailing 1-year period

67.20%

18.66%

+48.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.20%

20.14%

+30.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.31%

20.14%

+25.17%

Dividends

TER vs. CCNR - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.12%, less than CCNR's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CCNR
ALPS/CoreCommodity Natural Resources ETF
2.86%3.48%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TER
Teradyne, Inc.
0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Frequently Asked Questions


TER and CCNR have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TER has higher volatility (25.00%) compared to CCNR (6.78%). In terms of maximum drawdown, TER dropped -97.30% vs CCNR's -20.06%.

TER currently has the higher Sharpe Ratio (5.56 vs 3.05), 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.

Portfolio Optimizer

Find the right allocation for TER and CCNR

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