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CMP vs. CAIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMP vs. CAIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Minerals International, Inc. (CMP) and Calamos Autocallable Income ETF (CAIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMP achieves a 51.73% return, which is significantly higher than CAIE's 8.83% return.


CMP

1D
0.91%
1M
-5.28%
6M
29.62%
YTD
51.73%
1Y
35.15%
3Y*
-2.86%
5Y*
-14.87%
10Y*
-5.96%

CAIE

1D
0.52%
1M
1.33%
6M
7.18%
YTD
8.83%
1Y
20.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMP vs. CAIE - Yearly Performance Comparison


Correlation

The correlation between CMP and CAIE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.35

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Return for Risk

CMP vs. CAIE — Risk / Return Rank

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

CMP
CMP Risk / Return Rank: 6868
Overall Rank
CMP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CMP Sortino Ratio Rank: 6464
Sortino Ratio Rank
CMP Omega Ratio Rank: 6464
Omega Ratio Rank
CMP Calmar Ratio Rank: 7373
Calmar Ratio Rank
CMP Martin Ratio Rank: 7171
Martin Ratio Rank

CAIE
CAIE Risk / Return Rank: 6767
Overall Rank
CAIE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CAIE Sortino Ratio Rank: 6464
Sortino Ratio Rank
CAIE Omega Ratio Rank: 6565
Omega Ratio Rank
CAIE Calmar Ratio Rank: 6666
Calmar Ratio Rank
CAIE Martin Ratio Rank: 7676
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.

CMP vs. CAIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Minerals International, Inc. (CMP) and Calamos Autocallable Income ETF (CAIE). 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.


CMPCAIEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratioReturn relative to maximum drawdown

1.45

2.61

-1.16

Martin ratioReturn relative to average drawdown

3.04

11.16

-8.13

CMP vs. CAIE - Sharpe Ratio Comparison

The current CMP Sharpe Ratio is 0.71, which is lower than the CAIE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CMP and CAIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMP vs. CAIE - Drawdown Comparison

The maximum CMP drawdown since its inception was -89.12%, which is greater than CAIE's maximum drawdown of -7.73%. Use the drawdown chart below to compare losses from any high point for CMP and CAIE.


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Drawdown Indicators


CMPCAIEDifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-7.73%

-81.39%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-7.73%

-16.64%

Max Drawdown (3Y)

Largest decline over 3 years

-79.73%

Max Drawdown (5Y)

Largest decline over 5 years

-89.12%

Max Drawdown (10Y)

Largest decline over 10 years

-89.12%

Current Drawdown

Current decline from peak

-58.26%

-0.61%

-57.65%

Average Drawdown

Average peak-to-trough decline

-24.93%

-1.10%

-23.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

1.81%

+10.18%

Volatility

CMP vs. CAIE - Volatility Comparison

Compass Minerals International, Inc. (CMP) has a higher volatility of 11.59% compared to Calamos Autocallable Income ETF (CAIE) at 2.45%. This indicates that CMP's price experiences larger fluctuations and is considered to be riskier than CAIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPCAIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

2.45%

+9.14%

Volatility (6M)

Calculated over the trailing 6-month period

37.22%

8.32%

+28.90%

Volatility (1Y)

Calculated over the trailing 1-year period

49.49%

11.87%

+37.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.39%

11.82%

+40.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.06%

11.82%

+33.24%

Dividends

CMP vs. CAIE - Dividend Comparison

CMP has not paid dividends to shareholders, while CAIE's dividend yield for the trailing twelve months is around 14.45%.


PositionTTM20252024202320222021202020192018201720162015
CAIE
Calamos Autocallable Income ETF
14.45%7.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMP
Compass Minerals International, Inc.
0.00%0.00%1.33%2.37%1.46%4.52%4.67%4.72%6.91%3.99%3.55%3.51%

Frequently Asked Questions


CMP and CAIE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMP has higher volatility (11.59%) compared to CAIE (2.45%). In terms of maximum drawdown, CMP dropped -89.12% vs CAIE's -7.73%.

CAIE currently has the higher Sharpe Ratio (1.70 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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