CCD vs. ACIO
Compare and contrast key facts about Calamos Dynamic Convertible and Income Fund (CCD) and Aptus Collared Income Opportunity ETF (ACIO).
ACIO is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCD or ACIO.
Key characteristics
| CCD | ACIO | |
|---|---|---|
| YTD Return | 34.33% | 24.37% |
| 1Y Return | 52.11% | 33.14% |
| 3Y Return (Ann) | 0.08% | 9.60% |
| 5Y Return (Ann) | 13.73% | 11.44% |
| Sharpe Ratio | 3.03 | 3.50 |
| Sortino Ratio | 4.09 | 5.00 |
| Omega Ratio | 1.52 | 1.67 |
| Calmar Ratio | 1.45 | 6.26 |
| Martin Ratio | 19.39 | 26.71 |
| Ulcer Index | 2.54% | 1.21% |
| Daily Std Dev | 16.27% | 9.25% |
| Max Drawdown | -55.42% | -14.19% |
| Current Drawdown | -4.40% | 0.00% |
Correlation
The correlation between CCD and ACIO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CCD vs. ACIO - Performance Comparison
In the year-to-date period, CCD achieves a 34.33% return, which is significantly higher than ACIO's 24.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CCD vs. ACIO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and Aptus Collared Income Opportunity ETF (ACIO). 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.
Dividends
CCD vs. ACIO - Dividend Comparison
CCD's dividend yield for the trailing twelve months is around 9.51%, more than ACIO's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCD Calamos Dynamic Convertible and Income Fund | 9.51% | 11.83% | 11.42% | 7.43% | 7.11% | 9.47% | 12.21% | 9.99% | 11.43% | 7.40% |
ACIO Aptus Collared Income Opportunity ETF | 0.52% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CCD vs. ACIO - Drawdown Comparison
The maximum CCD drawdown since its inception was -55.42%, which is greater than ACIO's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for CCD and ACIO. For additional features, visit the drawdowns tool.
Volatility
CCD vs. ACIO - Volatility Comparison
Calamos Dynamic Convertible and Income Fund (CCD) has a higher volatility of 4.77% compared to Aptus Collared Income Opportunity ETF (ACIO) at 3.13%. This indicates that CCD's price experiences larger fluctuations and is considered to be riskier than ACIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.