CoreCommodity Natural Resources ETF

10-Year Study

CCNR.US · · US · ETF

Executive Summary: CoreCommodity Natural Resources ETF has compounded at 33.7% annually over the last 10 years, with a maximum drawdown of 8.4% and an annualized volatility of 42.5%.

1Y CAGR
+76.8%
3Y CAGR
+33.7%
5Y CAGR
+33.7%
10Y CAGR
+33.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +46.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 23.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.27.8-0.61.0————————23.5%
20252.5-1.23.3-2.55.25.01.78.76.23.63.03.846.5%
2024———————-1.31.6-3.41.7-6.8-8.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 42.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.2% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-019873.014308478307
2024-09-0110033.30704910223
2024-10-019691.160284526803
2024-11-019858.886534259853
2024-12-019189.993921771556
2025-01-019416.079378377934
2025-02-019302.235802408293
2025-03-019611.609416325793
2025-04-019367.658896390847
2025-05-019858.72225781545
2025-06-0110348.14285479605
2025-07-0110519.483186305915
2025-08-0111439.677689616086
2025-09-0112154.403430092158
2025-10-0112590.721666420253
2025-11-0112967.900382764117
2025-12-0113461.22254529923
2026-01-0115373.400358122648
2026-02-0116566.047344471277
2026-03-0116469.1242422749
2026-04-0116630.936540009527
Annual Return Matrix
YearAnnual Return
20250.464769472089521
20260.2354699942032521
Total Factor Risk
0.42519466965255837
VTI.US Exposure
0.31805051995032996
VEA.US Exposure
0.06902141043652857
VWO.US Exposure
0.01314374513496126
QQQ.US Exposure
0.03941616864489606
VTV.US Exposure
0.03931599507741455
IJR.US Exposure
0.005066599796373165
QUAL.US Exposure
0.054410035017939534
SHV.US Exposure
0.41247843774434695
TLT.US Exposure
-0.0010538459151789093
LQD.US Exposure
0.00020454207103003124
HYG.US Exposure
0.00033975377943856137
GLD.US Exposure
0.018573040524098906
USO.US Exposure
0.028380994085720937
VNQ.US Exposure
-0.009743572378170601
BTC-USD.CC Exposure
0.0030342070325199014
CPER.US Exposure
-0.005384257078207169
VIX.INDX Exposure
0.0009108756887703542
UUP.US Exposure
0.001122702328259248
TIP.US Exposure
0.007830199977342963
Idiosyncratic Exposure
0.004882448081585683
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+26.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CoreCommodity Natural Resources ETF a high-risk investment?

CoreCommodity Natural Resources ETF (CCNR.US) has an annualized volatility of 42.5% and experienced a maximum drawdown of 8.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CCNR.US?

Over the past 10 years, CCNR.US has generated a Compound Annual Growth Rate (CAGR) of 33.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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