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CBOL vs. MMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBOL vs. MMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF (CBOL) and iShares Large Cap Max Buffer Mar ETF (MMAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBOL achieves a -2.03% return, which is significantly lower than MMAX's 3.09% return.


CBOL

1D
-0.13%
1M
-0.78%
YTD
-2.03%
6M
-2.60%
1Y
3Y*
5Y*
10Y*

MMAX

1D
-0.13%
1M
0.60%
YTD
3.09%
6M
3.75%
1Y
7.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBOL vs. MMAX - Yearly Performance Comparison


Correlation

The correlation between CBOL and MMAX is 0.39, 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 Oct 15, 2025

0.39

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Return for Risk

CBOL vs. MMAX — Risk / Return Rank

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

CBOL

MMAX
MMAX Risk / Return Rank: 9999
Overall Rank
MMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MMAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MMAX Omega Ratio Rank: 9999
Omega Ratio Rank
MMAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MMAX Martin Ratio Rank: 9999
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.

CBOL vs. MMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Laddered Bitcoin 90 Series Structured Alt Protection ETF (CBOL) and iShares Large Cap Max Buffer Mar ETF (MMAX). 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.

CBOL vs. MMAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CBOLMMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.80

3.13

-4.93

Drawdowns

CBOL vs. MMAX - Drawdown Comparison

The maximum CBOL drawdown since its inception was -4.91%, which is greater than MMAX's maximum drawdown of -1.93%. Use the drawdown chart below to compare losses from any high point for CBOL and MMAX.


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Drawdown Indicators


CBOLMMAXDifference

Max Drawdown

Largest peak-to-trough decline

-4.91%

-1.93%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.34%

Current Drawdown

Current decline from peak

-4.64%

-0.13%

-4.51%

Average Drawdown

Average peak-to-trough decline

-3.21%

-0.10%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

Volatility

CBOL vs. MMAX - Volatility Comparison


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Volatility by Period


CBOLMMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

1.39%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

2.49%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.88%

2.49%

+1.39%

CBOL vs. MMAX - Expense Ratio Comparison

CBOL has a 0.79% expense ratio, which is higher than MMAX's 0.50% expense ratio.


Dividends

CBOL vs. MMAX - Dividend Comparison

CBOL's dividend yield for the trailing twelve months is around 1.83%, more than MMAX's 1.27% yield.


Frequently Asked Questions


CBOL and MMAX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MMAX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMAX is cheaper with a 0.50% expense ratio, compared with 0.79% for CBOL.

CBOL has the higher dividend yield at 1.83%, compared with 1.27% for MMAX.

They also come from different issuers: Calamos and iShares. Their fees differ too: 0.79% for CBOL and 0.50% for MMAX.

Portfolio Optimizer

Find the right allocation for CBOL and MMAX

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