CAIE vs. EGGQ
Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and NestYield Visionary ETF (EGGQ).
CAIE and EGGQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EGGQ is an actively managed fund by NestYield. It was launched on Dec 27, 2024.
Performance
CAIE vs. EGGQ - Performance Comparison
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CAIE vs. EGGQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CAIE Calamos Autocallable Income ETF | -3.27% | 15.15% |
EGGQ NestYield Visionary ETF | -7.11% | 10.52% |
Returns By Period
In the year-to-date period, CAIE achieves a -3.27% return, which is significantly higher than EGGQ's -7.11% return.
CAIE
- 1D
- 0.43%
- 1M
- -3.60%
- YTD
- -3.27%
- 6M
- -1.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGGQ
- 1D
- 1.67%
- 1M
- -3.01%
- YTD
- -7.11%
- 6M
- -13.25%
- 1Y
- 28.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CAIE vs. EGGQ - Expense Ratio Comparison
CAIE has a 0.74% expense ratio, which is lower than EGGQ's 0.89% expense ratio.
Return for Risk
CAIE vs. EGGQ — Risk / Return Rank
CAIE
EGGQ
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.
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Sharpe Ratios by Period
| CAIE | EGGQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.39 | +0.84 |
Correlation
The correlation between CAIE and EGGQ is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAIE vs. EGGQ - Dividend Comparison
CAIE's dividend yield for the trailing twelve months is around 11.86%, more than EGGQ's 7.28% yield.
| TTM | 2025 | |
|---|---|---|
CAIE Calamos Autocallable Income ETF | 11.86% | 7.46% |
EGGQ NestYield Visionary ETF | 7.28% | 5.70% |
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
| CAIE | EGGQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.73% | -22.70% | +14.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.76% | — |
Current DrawdownCurrent decline from peak | -5.08% | -14.98% | +9.90% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -6.03% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.15% | — |
Volatility
CAIE vs. EGGQ - Volatility Comparison
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Volatility by Period
| CAIE | EGGQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 32.28% | -19.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.32% | 31.35% | -19.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.32% | 31.35% | -19.03% |