WINN vs. CCOR

Last updated Jun 4, 2026

WINN (Harbor Long-Term Growers ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 3 years, WINN returned 23.44%/yr vs -2.34%/yr for CCOR. At a correlation of -0.01, they often move in opposite directions. WINN charges 0.57%/yr vs 1.09%/yr for CCOR.

Performance

WINN vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Long-Term Growers ETF (WINN) 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, WINN achieves a 7.32% return, which is significantly higher than CCOR's -3.71% return.

WINN

• 1D: -1.18%
• 1M: 5.43%
• YTD: 7.32%
• 6M: 5.90%
• 1Y: 20.20%
• 3Y*: 23.44%
• 5Y*: —
• 10Y*: —

CCOR

• 1D: 0.30%
• 1M: -2.55%
• YTD: -3.71%
• 6M: -4.87%
• 1Y: -5.97%
• 3Y*: -2.34%
• 5Y*: -2.56%
• 10Y*: —

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

WINN vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WINN Harbor Long-Term Growers ETF	7.32%	14.31%	31.64%	52.44%	-26.67%
CCOR Core Alternative ETF	-3.71%	3.52%	-5.70%	-11.92%	1.43%

Correlation

The correlation between WINN and CCOR is -0.06, 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	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	-0.23
Correlation (All Time) Calculated using the full available price history since Feb 4, 2022	-0.01

The correlation between WINN and CCOR shifts across timeframes, from -0.23 (3 years) to -0.01 (all time), reflecting how their relationship changes across market environments.

WINN vs. CCOR - Sectors Allocation Comparison

Sectors	WINN	CCOR
Technology	49.2%	16.2%
Communication Services	15.9%	8.7%
Consumer Cyclical	13.3%	9.4%
Healthcare	6.8%	10.8%
Financial Services	5.1%	17.7%
Industrials	4.9%	9.2%
Consumer Defensive	2.9%	6.8%
Utilities	1.4%	6.3%
Real Estate	0.4%	2.8%
Basic Materials	-	5.1%
Energy	-	7.2%

Return for Risk

WINN vs. CCOR — Risk / Return Rank

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

WINN

WINN Risk / Return Rank: 31
WINN Sharpe Ratio Rank: 35
WINN Sortino Ratio Rank: 33
WINN Omega Ratio Rank: 34
WINN Calmar Ratio Rank: 24
WINN Martin Ratio Rank: 26

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

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.

WINN vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Long-Term Growers ETF (WINN) 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.

	WINN	CCOR	Difference
Sharpe ratio Return per unit of total volatility	1.26	-0.87	+2.12
Sortino ratio Return per unit of downside risk	1.77	-1.15	+2.93
Omega ratio Gain probability vs. loss probability	1.23	0.87	+0.36
Calmar ratio Return relative to maximum drawdown	1.12	-0.69	+1.81
Martin ratio Return relative to average drawdown	3.51	-1.59	+5.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WINN vs. CCOR - Sharpe Ratio Comparison

The current WINN Sharpe Ratio is 1.26, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of WINN 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.

Sharpe Ratios by Period

	WINN	CCOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	-0.87	+2.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.11	+0.51

Drawdowns

WINN vs. CCOR - Drawdown Comparison

The maximum WINN drawdown since its inception was -32.07%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for WINN and CCOR.

Drawdown Indicators

	WINN	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-32.07%	-22.99%	-9.08%
Max Drawdown (1Y) Largest decline over 1 year	-18.06%	-8.75%	-9.31%
Max Drawdown (3Y) Largest decline over 3 years	-23.66%	-12.31%	-11.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.99%	—
Current Drawdown Current decline from peak	-1.85%	-20.03%	+18.18%
Average Drawdown Average peak-to-trough decline	-9.09%	-7.29%	-1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.78%	3.77%	+2.01%

Volatility

WINN vs. CCOR - Volatility Comparison

Harbor Long-Term Growers ETF (WINN) has a higher volatility of 4.00% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that WINN'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

	WINN	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	1.78%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	4.96%	+7.28%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	6.93%	+9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.74%	11.10%	+12.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.74%	10.75%	+12.99%

WINN vs. CCOR - Expense Ratio Comparison

WINN has a 0.57% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

WINN vs. CCOR - Dividend Comparison

WINN has not paid dividends to shareholders, while CCOR's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.11%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
WINN Harbor Long-Term Growers ETF	0.00%	0.00%	0.00%	0.06%	0.06%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WINN and CCOR in my portfolio?

WINN and CCOR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WINN or CCOR?

WINN has higher volatility (4.00%) compared to CCOR (1.78%). In terms of maximum drawdown, WINN dropped -32.07% vs CCOR's -22.99%.

Which ETF is better, WINN or CCOR?

On 3-year performance, WINN leads with 23.44% vs -2.34% for CCOR. On fees, WINN is cheaper at 0.57% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WINN or CCOR?

Over the 3-year period, WINN has performed better with a 23.44% return vs -2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WINN or CCOR?

WINN is cheaper with a 0.57% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.11%, compared with 0.00% for WINN.

What is the main difference between WINN and CCOR?

They also come from different issuers: Harbor and Core Alternative Capital. Their fees differ too: 0.57% for WINN and 1.09% for CCOR.

Which has better risk-adjusted returns?

WINN currently has the higher Sharpe Ratio (1.26 vs -0.87), 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.