CAML vs. MEME

Last updated Jun 4, 2026

CAML (Congress Large Cap Growth ETF) and MEME (Roundhill Meme Stock ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.55 correlation means they provide meaningful diversification when combined. CAML charges 0.65%/yr vs 0.69%/yr for MEME.

Performance

CAML vs. MEME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress Large Cap Growth ETF (CAML) and Roundhill Meme Stock ETF (MEME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAML achieves a 5.82% return, which is significantly lower than MEME's 79.03% return.

CAML

• 1D: -0.86%
• 1M: 4.12%
• YTD: 5.82%
• 6M: 4.18%
• 1Y: 15.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MEME

• 1D: -5.29%
• 1M: 25.28%
• YTD: 79.03%
• 6M: 68.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CAML vs. MEME - Yearly Performance Comparison

	2026 (YTD)	2025
CAML Congress Large Cap Growth ETF	5.82%	-2.83%
MEME Roundhill Meme Stock ETF	79.03%	-36.83%

Correlation

The correlation between CAML and MEME is 0.55, 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 Oct 9, 2025	0.55

CAML vs. MEME - Sectors Allocation Comparison

Sectors	CAML	MEME
Technology	44.2%	58.8%
Consumer Cyclical	9.9%	-
Communication Services	9.5%	5.5%
Financial Services	8.6%	5.7%
Industrials	8.2%	29.9%
Healthcare	6.2%	5.4%
Utilities	3.4%	10.7%
Real Estate	2.4%	-
Consumer Defensive	2.3%	-
Energy	2.2%	4.8%
Basic Materials	2.0%	4.6%

Return for Risk

CAML vs. MEME — Risk / Return Rank

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

CAML

CAML Risk / Return Rank: 27
CAML Sharpe Ratio Rank: 29
CAML Sortino Ratio Rank: 29
CAML Omega Ratio Rank: 28
CAML Calmar Ratio Rank: 22
CAML Martin Ratio Rank: 25

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.

CAML vs. MEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth ETF (CAML) and Roundhill Meme Stock ETF (MEME). 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.

	CAML	MEME	Difference
Sharpe ratio: Return per unit of total volatility	1.05	—	—
Sortino ratio: Return per unit of downside risk	1.54	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.03	—	—
Martin ratio: Return relative to average drawdown	3.39	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CAML	MEME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.28	+0.78

Drawdowns

CAML vs. MEME - Drawdown Comparison

The maximum CAML drawdown since its inception was -21.06%, smaller than the maximum MEME drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for CAML and MEME.

Drawdown Indicators

	CAML	MEME	Difference
Max Drawdown Largest peak-to-trough decline	-21.06%	-48.78%	+27.72%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	—	—
Current Drawdown Current decline from peak	-0.86%	-5.93%	+5.07%
Average Drawdown Average peak-to-trough decline	-3.08%	-29.90%	+26.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	—	—

Volatility

Volatility by Period

	CAML	MEME	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.63%	74.19%	-59.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.76%	74.19%	-56.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	74.19%	-56.43%

CAML vs. MEME - Expense Ratio Comparison

CAML has a 0.65% expense ratio, which is lower than MEME's 0.69% expense ratio.

Dividends

CAML vs. MEME - Dividend Comparison

Neither CAML nor MEME has paid dividends to shareholders.

Position	TTM	2025	2024	2023
CAML Congress Large Cap Growth ETF	0.00%	0.00%	0.06%	0.15%
MEME Roundhill Meme Stock ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CAML and MEME in my portfolio?

CAML and MEME have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CAML or MEME?

On fees, CAML is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CAML or MEME?

CAML is cheaper with a 0.65% expense ratio, compared with 0.69% for MEME.

Which ETF pays a higher dividend yield, CAML or MEME?

CAML and MEME have nearly identical dividend yields, around 0.00%.

What is the main difference between CAML and MEME?

They also come from different issuers: Congress and Roundhill. Their fees differ too: 0.65% for CAML and 0.69% for MEME.