CAIE vs. CMP

Last updated Apr 1, 2026

Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and Compass Minerals International, Inc. (CMP).

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. CMP - Performance Comparison

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

CAIE vs. CMP - Yearly Performance Comparison

	2026 (YTD)	2025
CAIE Calamos Autocallable Income ETF	-3.69%	15.15%
CMP Compass Minerals International, Inc.	18.89%	0.77%

Returns By Period

In the year-to-date period, CAIE achieves a -3.69% return, which is significantly lower than CMP's 18.89% return.

CAIE

• 1D: 2.42%
• 1M: -4.34%
• YTD: -3.69%
• 6M: -1.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CMP

• 1D: 2.73%
• 1M: -7.34%
• YTD: 18.89%
• 6M: 21.61%
• 1Y: 151.35%
• 3Y*: -11.36%
• 5Y*: -17.22%
• 10Y*: -7.75%

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

Return for Risk

CAIE vs. CMP — Risk / Return Rank

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

CMP

CMP Risk / Return Rank: 93
CMP Sharpe Ratio Rank: 96
CMP Sortino Ratio Rank: 93
CMP Omega Ratio Rank: 93
CMP Calmar Ratio Rank: 94
CMP Martin Ratio Rank: 91

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. CMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and Compass Minerals International, Inc. (CMP). 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	CMP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.82	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.18	0.14	+1.04

Correlation

The correlation between CAIE and CMP is 0.33, 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. CMP - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 10.50%, while CMP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAIE Calamos Autocallable Income ETF	10.50%	7.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMP Compass Minerals International, Inc.	0.00%	0.00%	1.33%	2.37%	1.46%	4.52%	4.67%	4.72%	6.91%	3.99%	3.55%	3.51%

Drawdowns

CAIE vs. CMP - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum CMP drawdown of -89.12%. Use the drawdown chart below to compare losses from any high point for CAIE and CMP.

Drawdown Indicators

	CAIE	CMP	Difference
Max Drawdown Largest peak-to-trough decline	-7.73%	-89.12%	+81.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-26.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-89.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-89.12%	—
Current Drawdown Current decline from peak	-5.49%	-67.30%	+61.81%
Average Drawdown Average peak-to-trough decline	-1.12%	-24.49%	+23.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.21%	—

Volatility

Volatility by Period

	CAIE	CMP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	39.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	54.05%	-41.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.34%	51.80%	-39.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.34%	44.46%	-32.12%