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CAIE vs. EGGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAIE vs. EGGQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, CAIE achieves a 9.42% return, which is significantly lower than EGGQ's 35.81% return.


CAIE

1D
0.33%
1M
3.38%
YTD
9.42%
6M
9.31%
1Y
3Y*
5Y*
10Y*

EGGQ

1D
-1.45%
1M
9.82%
YTD
35.81%
6M
33.49%
1Y
56.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIE vs. EGGQ - Yearly Performance Comparison


2026 (YTD)2025
CAIE
Calamos Autocallable Income ETF
9.42%15.15%
EGGQ
NestYield Visionary ETF
35.81%10.52%

Correlation

The correlation between CAIE and EGGQ is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.66

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Return for Risk

CAIE vs. EGGQ — Risk / Return Rank

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

CAIE

EGGQ
EGGQ Risk / Return Rank: 5151
Overall Rank
EGGQ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EGGQ Sortino Ratio Rank: 4747
Sortino Ratio Rank
EGGQ Omega Ratio Rank: 5050
Omega Ratio Rank
EGGQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
EGGQ Martin Ratio Rank: 4747
Martin Ratio Rank
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. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and NestYield Visionary ETF (EGGQ). 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.

CAIE vs. EGGQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAIEEGGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

1.37

+0.97

Drawdowns

CAIE vs. EGGQ - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum EGGQ drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for CAIE and EGGQ.


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Drawdown Indicators


CAIEEGGQDifference

Max Drawdown

Largest peak-to-trough decline

-7.73%

-22.70%

+14.97%

Max Drawdown (1Y)

Largest decline over 1 year

-19.76%

Current Drawdown

Current decline from peak

-0.07%

-2.52%

+2.45%

Average Drawdown

Average peak-to-trough decline

-1.05%

-5.68%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.28%

Volatility

CAIE vs. EGGQ - Volatility Comparison


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Volatility by Period


CAIEEGGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.59%

Volatility (6M)

Calculated over the trailing 6-month period

25.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

31.25%

-19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

32.62%

-20.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.91%

32.62%

-20.71%

CAIE vs. EGGQ - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is lower than EGGQ's 0.89% expense ratio.


Dividends

CAIE vs. EGGQ - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 13.05%, more than EGGQ's 5.63% yield.


PositionTTM2025
CAIE
Calamos Autocallable Income ETF
13.05%7.46%
EGGQ
NestYield Visionary ETF
5.63%5.70%

Frequently Asked Questions


CAIE and EGGQ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAIE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAIE is cheaper with a 0.74% expense ratio, compared with 0.89% for EGGQ.

CAIE has the higher dividend yield at 13.05%, compared with 5.63% for EGGQ.

They also come from different issuers: Calamos and NestYield. Their fees differ too: 0.74% for CAIE and 0.89% for EGGQ.

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