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CBXA vs. STEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBXA vs. STEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Bitcoin 90 Series Structured Alt Protection ETF - April (CBXA) and iShares Large Cap 10% Target Buffer Sep ETF (STEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBXA achieves a -20.06% return, which is significantly lower than STEN's 7.79% return.


CBXA

1D
-0.83%
1M
-5.65%
YTD
-20.06%
6M
-21.86%
1Y
-21.42%
3Y*
5Y*
10Y*

STEN

1D
-0.30%
1M
3.31%
YTD
7.79%
6M
8.22%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBXA vs. STEN - Yearly Performance Comparison


Correlation

The correlation between CBXA and STEN is 0.50, 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 2, 2025

0.50

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Return for Risk

CBXA vs. STEN — Risk / Return Rank

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

CBXA
CBXA Risk / Return Rank: 11
Overall Rank
CBXA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CBXA Sortino Ratio Rank: 11
Sortino Ratio Rank
CBXA Omega Ratio Rank: 11
Omega Ratio Rank
CBXA Calmar Ratio Rank: 22
Calmar Ratio Rank
CBXA Martin Ratio Rank: 11
Martin Ratio Rank

STEN
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.

CBXA vs. STEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Bitcoin 90 Series Structured Alt Protection ETF - April (CBXA) and iShares Large Cap 10% Target Buffer Sep ETF (STEN). 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.


CBXASTENDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.79

Martin ratioReturn relative to average drawdown

-1.52

CBXA vs. STEN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CBXASTENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

1.67

-2.30

Drawdowns

CBXA vs. STEN - Drawdown Comparison

The maximum CBXA drawdown since its inception was -27.22%, which is greater than STEN's maximum drawdown of -6.21%. Use the drawdown chart below to compare losses from any high point for CBXA and STEN.


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Drawdown Indicators


CBXASTENDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-6.21%

-21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-27.22%

Current Drawdown

Current decline from peak

-27.22%

-0.30%

-26.92%

Average Drawdown

Average peak-to-trough decline

-8.69%

-0.92%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.07%

Volatility

CBXA vs. STEN - Volatility Comparison


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Volatility by Period


CBXASTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

9.24%

+8.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

9.24%

+7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

9.24%

+7.89%

CBXA vs. STEN - Expense Ratio Comparison

CBXA has a 0.69% expense ratio, which is higher than STEN's 0.50% expense ratio.


Dividends

CBXA vs. STEN - Dividend Comparison

CBXA's dividend yield for the trailing twelve months is around 2.47%, more than STEN's 0.29% yield.


Frequently Asked Questions


CBXA and STEN have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

STEN is cheaper with a 0.50% expense ratio, compared with 0.69% for CBXA.

CBXA has the higher dividend yield at 2.47%, compared with 0.29% for STEN.

They also come from different issuers: Calamos and BlackRock. Their fees differ too: 0.69% for CBXA and 0.50% for STEN.

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