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CAIE vs. MRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAIE vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Autocallable Income ETF (CAIE) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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 7.12% return, which is significantly lower than MRNY's 47.14% return.


CAIE

1D
-2.11%
1M
-0.24%
YTD
7.12%
6M
7.13%
1Y
3Y*
5Y*
10Y*

MRNY

1D
-5.48%
1M
-0.56%
YTD
47.14%
6M
49.33%
1Y
48.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIE vs. MRNY - Yearly Performance Comparison


Correlation

The correlation between CAIE and MRNY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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Return for Risk

CAIE vs. MRNY — Risk / Return Rank

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

CAIE

MRNY
MRNY Risk / Return Rank: 3030
Overall Rank
MRNY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 3333
Sortino Ratio Rank
MRNY Omega Ratio Rank: 3131
Omega Ratio Rank
MRNY Calmar Ratio Rank: 3333
Calmar Ratio Rank
MRNY Martin Ratio Rank: 2424
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. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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. MRNY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAIEMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

-0.51

+2.57

Drawdowns

CAIE vs. MRNY - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for CAIE and MRNY.


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Drawdown Indicators


CAIEMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-7.73%

-82.15%

+74.42%

Max Drawdown (1Y)

Largest decline over 1 year

-31.53%

Current Drawdown

Current decline from peak

-2.18%

-69.02%

+66.84%

Average Drawdown

Average peak-to-trough decline

-1.06%

-52.66%

+51.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.17%

Volatility

CAIE vs. MRNY - Volatility Comparison


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Volatility by Period


CAIEMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

Volatility (6M)

Calculated over the trailing 6-month period

37.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

49.69%

-37.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

50.82%

-38.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.09%

50.82%

-38.73%

CAIE vs. MRNY - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is lower than MRNY's 0.99% expense ratio.


Dividends

CAIE vs. MRNY - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 13.33%, less than MRNY's 105.86% yield.


PositionTTM202520242023
CAIE
Calamos Autocallable Income ETF
13.33%7.46%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
105.86%145.98%178.49%1.75%

Frequently Asked Questions


CAIE and MRNY have a correlation of 0.34, 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 0.99% for MRNY.

MRNY has the higher dividend yield at 105.86%, compared with 13.33% for CAIE.

They also come from different issuers: Calamos and YieldMax. Their fees differ too: 0.74% for CAIE and 0.99% for MRNY.

Portfolio Optimizer

Find the right allocation for CAIE and MRNY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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