CMP vs. CAIE
CMP (Compass Minerals International, Inc.) is a stock, while CAIE (Calamos Autocallable Income ETF) is Derivative Income fund tracking the MerQube US Large Cap Vol Advantage Autocallable Index. Over the past year, CMP returned 35.15% vs 20.10% for CAIE. At a 0.35 correlation, their price movements are largely independent.
Performance
CMP vs. CAIE - Performance Comparison
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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*
- —
CMP vs. CAIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CMP Compass Minerals International, Inc. | 51.73% | -0.15% |
CAIE Calamos Autocallable Income ETF | 8.83% | 15.12% |
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
CMP
CAIE
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.
| CMP | CAIE | Difference | |
|---|---|---|---|
| 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 |
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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
| CMP | CAIE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -58.26% | -0.61% | -57.65% |
Average DrawdownAverage peak-to-trough decline | -24.93% | -1.10% | -23.83% |
Ulcer IndexDepth 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
| CMP | CAIE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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