CAIE vs. AGNC

Last updated Apr 3, 2026

Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and AGNC Investment Corp. (AGNC).

CAIE is a passively managed fund by Calamos that tracks the performance of the MerQube US Large Cap Vol Advantage Autocallable Index. It was launched on Jun 25, 2025.

Performance

CAIE vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Autocallable Income ETF (CAIE) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

CAIE vs. AGNC - Yearly Performance Comparison

	2026 (YTD)	2025
CAIE Calamos Autocallable Income ETF	-3.23%	15.15%
AGNC AGNC Investment Corp.	-2.14%	26.43%

Returns By Period

In the year-to-date period, CAIE achieves a -3.23% return, which is significantly lower than AGNC's -2.14% return.

CAIE

• 1D: 0.04%
• 1M: -2.78%
• YTD: -3.23%
• 6M: -1.87%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGNC

• 1D: 1.30%
• 1M: -6.59%
• YTD: -2.14%
• 6M: 8.49%
• 1Y: 23.70%
• 3Y*: 16.68%
• 5Y*: 3.20%
• 10Y*: 6.42%

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

Return for Risk

CAIE vs. AGNC — Risk / Return Rank

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

AGNC

AGNC Risk / Return Rank: 68
AGNC Sharpe Ratio Rank: 74
AGNC Sortino Ratio Rank: 64
AGNC Omega Ratio Rank: 66
AGNC Calmar Ratio Rank: 65
AGNC Martin Ratio Rank: 72

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.

CAIE vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and AGNC Investment Corp. (AGNC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CAIE	AGNC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	0.42	+0.81

Correlation

The correlation between CAIE and AGNC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CAIE vs. AGNC - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 11.85%, less than AGNC's 14.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAIE Calamos Autocallable Income ETF	11.85%	7.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AGNC AGNC Investment Corp.	14.19%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%

Drawdowns

CAIE vs. AGNC - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CAIE and AGNC.

Drawdown Indicators

	CAIE	AGNC	Difference
Max Drawdown Largest peak-to-trough decline	-7.73%	-54.56%	+46.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-54.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.56%	—
Current Drawdown Current decline from peak	-5.04%	-13.80%	+8.76%
Average Drawdown Average peak-to-trough decline	-1.16%	-13.60%	+12.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.60%	—

Volatility

Volatility by Period

	CAIE	AGNC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.29%	22.89%	-10.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.29%	25.71%	-13.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.29%	25.30%	-13.01%