CAIE vs. CMP
CAIE (Calamos Autocallable Income ETF) is Derivative Income fund tracking the MerQube US Large Cap Vol Advantage Autocallable Index, while CMP (Compass Minerals International, Inc.) is a stock. Over the past year, CAIE returned 19.94% vs 31.60% for CMP. At a 0.35 correlation, their price movements are largely independent.
Performance
CAIE vs. CMP - Performance Comparison
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Returns By Period
In the year-to-date period, CAIE achieves a 8.26% return, which is significantly lower than CMP's 50.36% return.
CAIE
- 1D
- -0.70%
- 1M
- 0.81%
- 6M
- 6.47%
- YTD
- 8.26%
- 1Y
- 19.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMP
- 1D
- -1.04%
- 1M
- -6.13%
- 6M
- 31.24%
- YTD
- 50.36%
- 1Y
- 31.60%
- 3Y*
- -3.16%
- 5Y*
- -14.57%
- 10Y*
- -6.04%
CAIE vs. CMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CAIE Calamos Autocallable Income ETF | 8.26% | 15.12% |
CMP Compass Minerals International, Inc. | 50.36% | -0.15% |
Correlation
The correlation between CAIE and CMP is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025 | 0.35 |
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Return for Risk
CAIE vs. CMP — Risk / Return Rank
CAIE
CMP
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.
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.
| CAIE | CMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.27 | +1.32 |
| Martin ratioReturn relative to average drawdown | 11.07 | 2.65 | +8.43 |
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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.
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Drawdown Indicators
| CAIE | CMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.73% | -89.12% | +81.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -24.99% | +17.26% |
Max Drawdown (3Y)Largest decline over 3 years | — | -79.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -89.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.12% | — |
Current DrawdownCurrent decline from peak | -1.13% | -58.64% | +57.51% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -24.92% | +23.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 12.80% | -10.99% |
Volatility
CAIE vs. CMP - Volatility Comparison
The current volatility for Calamos Autocallable Income ETF (CAIE) is 2.66%, while Compass Minerals International, Inc. (CMP) has a volatility of 12.34%. This indicates that CAIE experiences smaller price fluctuations and is considered to be less risky than CMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAIE | CMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 12.34% | -9.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 37.23% | -28.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 49.58% | -37.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 52.73% | -40.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 45.06% | -33.22% |
Dividends
CAIE vs. CMP - Dividend Comparison
CAIE's dividend yield for the trailing twelve months is around 14.53%, while CMP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAIE Calamos Autocallable Income ETF | 14.53% | 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% |
Frequently Asked Questions
CAIE and CMP have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMP has higher volatility (12.34%) compared to CAIE (2.66%). In terms of maximum drawdown, CAIE dropped -7.73% vs CMP's -89.12%.
CAIE currently has the higher Sharpe Ratio (1.69 vs 0.64), 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.
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