CAIE vs. EGGY
CAIE (Calamos Autocallable Income ETF) and EGGY (NestYield Dynamic Income ETF) are both Derivative Income funds. CAIE is passively managed, while EGGY is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. CAIE charges 0.74%/yr vs 0.95%/yr for EGGY.
Performance
CAIE vs. EGGY - Performance Comparison
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Returns By Period
In the year-to-date period, CAIE achieves a 9.42% return, which is significantly lower than EGGY's 36.97% return.
CAIE
- 1D
- 0.33%
- 1M
- 3.38%
- YTD
- 9.42%
- 6M
- 9.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGGY
- 1D
- -1.16%
- 1M
- 8.97%
- YTD
- 36.97%
- 6M
- 34.02%
- 1Y
- 47.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CAIE vs. EGGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CAIE Calamos Autocallable Income ETF | 9.42% | 15.15% |
EGGY NestYield Dynamic Income ETF | 36.97% | 4.24% |
Correlation
The correlation between CAIE and EGGY is 0.63, 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 | 0.63 |
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Return for Risk
CAIE vs. EGGY — Risk / Return Rank
CAIE
EGGY
CAIE vs. EGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and NestYield Dynamic Income ETF (EGGY). 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 | EGGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.34 | 1.32 | +1.02 |
Drawdowns
CAIE vs. EGGY - Drawdown Comparison
The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for CAIE and EGGY.
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Drawdown Indicators
| CAIE | EGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.73% | -18.34% | +10.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.34% | — |
Current DrawdownCurrent decline from peak | -0.07% | -2.48% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -1.05% | -5.24% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.26% | — |
Volatility
CAIE vs. EGGY - Volatility Comparison
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Volatility by Period
| CAIE | EGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 29.06% | -17.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.91% | 28.62% | -16.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.91% | 28.62% | -16.71% |
CAIE vs. EGGY - Expense Ratio Comparison
CAIE has a 0.74% expense ratio, which is lower than EGGY's 0.95% expense ratio.
Dividends
CAIE vs. EGGY - Dividend Comparison
CAIE's dividend yield for the trailing twelve months is around 13.05%, less than EGGY's 26.05% yield.
| Position | TTM | 2025 |
|---|---|---|
CAIE Calamos Autocallable Income ETF | 13.05% | 7.46% |
EGGY NestYield Dynamic Income ETF | 26.05% | 28.26% |
Frequently Asked Questions
CAIE and EGGY have a correlation of 0.63, 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 0.95% for EGGY.
EGGY has the higher dividend yield at 26.05%, compared with 13.05% for CAIE.
They also come from different issuers: Calamos and NestYield. Their fees differ too: 0.74% for CAIE and 0.95% for EGGY.
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