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CBOX vs. OARK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBOX vs. OARK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Tax-Aware Collateral ETF (CBOX) and YieldMax Innovation Option Income Strategy ETF (OARK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CBOX

1D
0.00%
1M
0.40%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

OARK

1D
-1.28%
1M
-9.85%
6M
0.86%
YTD
-1.90%
1Y
0.26%
3Y*
6.51%
5Y*
10Y*
ALL TIME*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.89M$8.89M$7.14M
$333.80K$304.17K$359.55K

CBOX vs. OARK - Yearly Performance Comparison


Correlation

The correlation between CBOX and OARK is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 17, 2026

-0.07

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Return for Risk

CBOX vs. OARK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBOX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


OARK
OARK Risk / Return Rank: 1111
Overall Rank
OARK Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OARK Sortino Ratio Rank: 1212
Sortino Ratio Rank
OARK Omega Ratio Rank: 1212
Omega Ratio Rank
OARK Calmar Ratio Rank: 1111
Calmar Ratio Rank
OARK Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBOX vs. OARK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Tax-Aware Collateral ETF (CBOX) and YieldMax Innovation Option Income Strategy ETF (OARK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBOXOARKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.01

Martin ratioReturn relative to average drawdown

0.02

CBOX vs. OARK - Sharpe Ratio Comparison


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Drawdowns

CBOX vs. OARK - Drawdown Comparison

The maximum CBOX drawdown since its inception was -2.90%, smaller than the maximum OARK drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for CBOX and OARK.


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Drawdown Indicators


CBOXOARKDifference

Max Drawdown

Largest peak-to-trough decline

-2.90%

-35.48%

+32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.26%

Max Drawdown (3Y)

Largest decline over 3 years

-35.48%

Current Drawdown

Current decline from peak

-2.30%

-13.79%

+11.49%

Average Drawdown

Average peak-to-trough decline

-1.47%

-10.47%

+9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.37%

Volatility

CBOX vs. OARK - Volatility Comparison


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Volatility by Period


CBOXOARKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

29.11%

-21.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

30.83%

-23.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

30.83%

-23.00%

CBOX vs. OARK - Expense Ratio Comparison

CBOX has a 0.14% expense ratio, which is lower than OARK's 0.99% expense ratio.


Dividends

CBOX vs. OARK - Dividend Comparison

CBOX has not paid dividends to shareholders, while OARK's dividend yield for the trailing twelve months is around 69.64%.


PositionTTM202520242023
CBOX
Calamos Tax-Aware Collateral ETF
0.00%0.00%0.00%0.00%
OARK
YieldMax Innovation Option Income Strategy ETF
69.64%61.86%47.86%45.03%

Frequently Asked Questions


CBOX and OARK have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBOX is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBOX is cheaper with a 0.14% expense ratio, compared with 0.99% for OARK.

OARK has the higher dividend yield at 69.64%, compared with 0.00% for CBOX.

They also come from different issuers: Calamos and YieldMax. Their fees differ too: 0.14% for CBOX and 0.99% for OARK.

Portfolio Optimizer

Find the right allocation for CBOX and OARK

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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