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CAIQ vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAIQ vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Nasdaq Autocallable Income ETF (CAIQ) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAIQ achieves a 11.17% return, which is significantly higher than QQQI's 8.55% return.


CAIQ

1D
-1.66%
1M
0.36%
YTD
11.17%
6M
10.46%
1Y
3Y*
5Y*
10Y*

QQQI

1D
-3.97%
1M
0.08%
YTD
8.55%
6M
7.71%
1Y
25.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAIQ vs. QQQI - Yearly Performance Comparison


Correlation

The correlation between CAIQ and QQQI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.93

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Return for Risk

CAIQ vs. QQQI — Risk / Return Rank

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

CAIQ

QQQI
QQQI Risk / Return Rank: 5757
Overall Rank
QQQI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 5050
Sortino Ratio Rank
QQQI Omega Ratio Rank: 5858
Omega Ratio Rank
QQQI Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQI Martin Ratio Rank: 6565
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.

CAIQ vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Nasdaq Autocallable Income ETF (CAIQ) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.

CAIQ vs. QQQI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAIQQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

Sharpe Ratio (All Time)

Calculated using the full available price history

2.23

1.18

+1.05

Drawdowns

CAIQ vs. QQQI - Drawdown Comparison

The maximum CAIQ drawdown since its inception was -9.06%, smaller than the maximum QQQI drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for CAIQ and QQQI.


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Drawdown Indicators


CAIQQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-20.00%

+10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

Current Drawdown

Current decline from peak

-2.10%

-4.47%

+2.37%

Average Drawdown

Average peak-to-trough decline

-1.72%

-2.20%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

CAIQ vs. QQQI - Volatility Comparison


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Volatility by Period


CAIQQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

13.61%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

17.25%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

17.25%

-3.10%

CAIQ vs. QQQI - Expense Ratio Comparison

CAIQ has a 0.74% expense ratio, which is higher than QQQI's 0.68% expense ratio.


Dividends

CAIQ vs. QQQI - Dividend Comparison

CAIQ's dividend yield for the trailing twelve months is around 8.64%, less than QQQI's 13.79% yield.


PositionTTM20252024
CAIQ
Calamos Nasdaq Autocallable Income ETF
8.64%1.54%0.00%
QQQI
NEOS Nasdaq-100 High Income ETF
13.79%13.82%12.85%

Frequently Asked Questions


With a correlation of 0.93, CAIQ and QQQI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QQQI is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQI is cheaper with a 0.68% expense ratio, compared with 0.74% for CAIQ.

QQQI has the higher dividend yield at 13.79%, compared with 8.64% for CAIQ.

They also come from different issuers: Calamos and Neos. Their fees differ too: 0.74% for CAIQ and 0.68% for QQQI.

Portfolio Optimizer

Find the right allocation for CAIQ and QQQI

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