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CAIE vs. EGGQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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

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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

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

CAIE

EGGQ
EGGQ Risk / Return Rank: 4848
Overall Rank
EGGQ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EGGQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
EGGQ Omega Ratio Rank: 4545
Omega Ratio Rank
EGGQ Calmar Ratio Rank: 5656
Calmar Ratio Rank
EGGQ Martin Ratio Rank: 4343
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

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.


TTM2025
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


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

-5.08%

-14.98%

+9.90%

Average Drawdown

Average peak-to-trough decline

-1.14%

-6.03%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

Volatility

CAIE vs. EGGQ - Volatility Comparison


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Volatility by Period


CAIEEGGQDifference

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%