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WDC vs. CCNR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDC vs. CCNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) 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, WDC achieves a 227.01% return, which is significantly higher than CCNR's 21.92% return.


WDC

1D
6.35%
1M
16.82%
YTD
227.01%
6M
219.46%
1Y
913.38%
3Y*
164.18%
5Y*
58.50%
10Y*
33.87%

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)

WDC vs. CCNR - Yearly Performance Comparison


2026 (YTD)20252024
WDC
Western Digital Corporation
227.01%283.68%-25.69%
CCNR
ALPS/CoreCommodity Natural Resources ETF
21.92%46.48%-7.79%

Correlation

The correlation between WDC and CCNR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.39

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Return for Risk

WDC vs. CCNR — Risk / Return Rank

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

WDC
WDC Risk / Return Rank: 100100
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
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.

WDC vs. CCNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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.


WDCCCNRDifference
Sharpe ratioReturn per unit of total volatility

+11.03

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.95

1.51

+0.43

Calmar ratioReturn relative to maximum drawdown

44.74

7.25

+37.50

Martin ratioReturn relative to average drawdown

151.81

25.70

+126.11

WDC vs. CCNR - Sharpe Ratio Comparison

The current WDC Sharpe Ratio is 14.07, which is higher than the CCNR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of WDC 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

WDC vs. CCNR - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than CCNR's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for WDC and CCNR.


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Drawdown Indicators


WDCCCNRDifference

Max Drawdown

Largest peak-to-trough decline

-96.20%

-20.06%

-76.14%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-7.85%

-12.74%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

Max Drawdown (5Y)

Largest decline over 5 years

-58.77%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

Current Drawdown

Current decline from peak

-5.22%

-5.21%

-0.01%

Average Drawdown

Average peak-to-trough decline

-52.07%

-3.58%

-48.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

2.21%

+3.85%

Volatility

WDC vs. CCNR - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 21.76% compared to ALPS/CoreCommodity Natural Resources ETF (CCNR) at 6.78%. This indicates that WDC'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


WDCCCNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.76%

6.78%

+14.98%

Volatility (6M)

Calculated over the trailing 6-month period

53.55%

13.94%

+39.61%

Volatility (1Y)

Calculated over the trailing 1-year period

65.47%

18.66%

+46.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.86%

20.14%

+28.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.62%

20.14%

+28.48%

Dividends

WDC vs. CCNR - Dividend Comparison

WDC's dividend yield for the trailing twelve months is around 0.09%, 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%
WDC
Western Digital Corporation
0.09%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Frequently Asked Questions


WDC and CCNR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (21.76%) compared to CCNR (6.78%). In terms of maximum drawdown, WDC dropped -96.20% vs CCNR's -20.06%.

WDC currently has the higher Sharpe Ratio (14.07 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

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