TTAC vs. CCOR

Last updated Jun 23, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 5 years, TTAC returned 12.94%/yr vs -2.18%/yr for CCOR. At a 0.24 correlation, their price movements are largely independent. TTAC charges 0.59%/yr vs 1.09%/yr for CCOR.

Performance

TTAC vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) 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, TTAC achieves a 18.93% return, which is significantly higher than CCOR's -4.04% return.

TTAC

• 1D: 1.39%
• 1M: 3.86%
• YTD: 18.93%
• 6M: 16.87%
• 1Y: 24.51%
• 3Y*: 19.15%
• 5Y*: 12.94%
• 10Y*: —

CCOR

• 1D: -0.61%
• 1M: -2.07%
• YTD: -4.04%
• 6M: -4.17%
• 1Y: -5.15%
• 3Y*: -2.14%
• 5Y*: -2.18%
• 10Y*: —

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

TTAC vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	18.93%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.11%
CCOR Core Alternative ETF	-4.04%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	4.41%

Correlation

The correlation between TTAC and CCOR is 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017	0.24

The correlation between TTAC and CCOR shifts across timeframes, from 0.02 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

TTAC vs. CCOR - Sectors Allocation Comparison

Sectors	TTAC	CCOR
Technology	29.5%	15.6%
Financial Services	14.5%	18.2%
Consumer Cyclical	12.7%	8.8%
Healthcare	11.9%	11.2%
Industrials	9.0%	9.1%
Consumer Defensive	8.0%	7.0%
Communication Services	6.1%	8.3%
Energy	2.6%	7.9%
Basic Materials	2.3%	4.9%
Real Estate	2.0%	2.8%
Utilities	-	6.2%

Return for Risk

TTAC vs. CCOR — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 52
TTAC Sharpe Ratio Rank: 45
TTAC Sortino Ratio Rank: 43
TTAC Omega Ratio Rank: 42
TTAC Calmar Ratio Rank: 70
TTAC Martin Ratio Rank: 62

CCOR

CCOR Risk / Return Rank: 3
CCOR Sharpe Ratio Rank: 3
CCOR Sortino Ratio Rank: 3
CCOR Omega Ratio Rank: 3
CCOR Calmar Ratio Rank: 4
CCOR Martin Ratio Rank: 2

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.

TTAC vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

	TTAC	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.53	-0.70	+2.23
Sortino ratio: Return per unit of downside risk	2.12	-0.91	+3.03
Omega ratio: Gain probability vs. loss probability	1.27	0.89	+0.37
Calmar ratio: Return relative to maximum drawdown	3.43	-0.59	+4.02
Martin ratio: Return relative to average drawdown	10.98	-1.27	+12.25

TTAC vs. CCOR - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.53, which is higher than the CCOR Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of TTAC 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

TTAC vs. CCOR - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for TTAC and CCOR.

Drawdown Indicators

	TTAC	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-22.99%	-11.96%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.79%	+1.62%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-12.31%	-7.61%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-22.99%	+1.11%
Current Drawdown Current decline from peak	0.00%	-20.30%	+20.30%
Average Drawdown Average peak-to-trough decline	-4.97%	-7.34%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	4.07%	-1.83%

Volatility

TTAC vs. CCOR - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 5.90% compared to Core Alternative ETF (CCOR) at 3.21%. This indicates that TTAC'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

	TTAC	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	3.21%	+2.69%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	5.51%	+7.15%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	7.44%	+8.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	11.14%	+6.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	10.76%	+7.99%

TTAC vs. CCOR - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

TTAC vs. CCOR - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, less than CCOR's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.04%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and CCOR in my portfolio?

TTAC and CCOR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or CCOR?

TTAC has higher volatility (5.90%) compared to CCOR (3.21%). In terms of maximum drawdown, TTAC dropped -34.95% vs CCOR's -22.99%.

Which ETF is better, TTAC or CCOR?

On 5-year performance, TTAC leads with 12.94% vs -2.18% for CCOR. On fees, TTAC is cheaper at 0.59% per year. On volatility, CCOR has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or CCOR?

Over the 5-year period, TTAC has performed better with a 12.94% return vs -2.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or CCOR?

TTAC is cheaper with a 0.59% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.04%, compared with 0.53% for TTAC.

What is the main difference between TTAC and CCOR?

They also come from different issuers: TrimTabs and Core Alternative Capital. Their fees differ too: 0.59% for TTAC and 1.09% for CCOR.

Which has better risk-adjusted returns?

TTAC currently has the higher Sharpe Ratio (1.53 vs -0.70), 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.