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CSQ vs. BUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQ vs. BUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Strategic Total Return Fund (CSQ) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). The values are adjusted to include any dividend payments, if applicable.

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CSQ vs. BUI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSQ
Calamos Strategic Total Return Fund
-9.64%16.25%28.11%20.80%-24.26%30.77%26.22%38.62%-4.89%27.98%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
4.23%21.79%14.62%12.29%-16.77%12.48%20.30%20.60%-1.81%26.06%

Returns By Period

In the year-to-date period, CSQ achieves a -9.64% return, which is significantly lower than BUI's 4.23% return. Over the past 10 years, CSQ has outperformed BUI with an annualized return of 14.80%, while BUI has yielded a comparatively lower 11.44% annualized return.


CSQ

1D
3.76%
1M
-9.32%
YTD
-9.64%
6M
-8.01%
1Y
13.61%
3Y*
15.37%
5Y*
7.59%
10Y*
14.80%

BUI

1D
2.01%
1M
-13.33%
YTD
4.23%
6M
8.05%
1Y
29.10%
3Y*
11.67%
5Y*
8.28%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSQ vs. BUI — Risk / Return Rank

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

CSQ
CSQ Risk / Return Rank: 2929
Overall Rank
CSQ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSQ Sortino Ratio Rank: 2727
Sortino Ratio Rank
CSQ Omega Ratio Rank: 3232
Omega Ratio Rank
CSQ Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSQ Martin Ratio Rank: 3131
Martin Ratio Rank

BUI
BUI Risk / Return Rank: 8383
Overall Rank
BUI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BUI Sortino Ratio Rank: 8282
Sortino Ratio Rank
BUI Omega Ratio Rank: 8686
Omega Ratio Rank
BUI Calmar Ratio Rank: 7777
Calmar Ratio Rank
BUI Martin Ratio Rank: 8585
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.

CSQ vs. BUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Strategic Total Return Fund (CSQ) and BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI). 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.


CSQBUIDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.64

-0.99

Sortino ratio

Return per unit of downside risk

1.01

2.17

-1.15

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratio

Return relative to maximum drawdown

0.83

1.89

-1.06

Martin ratio

Return relative to average drawdown

3.29

7.41

-4.11

CSQ vs. BUI - Sharpe Ratio Comparison

The current CSQ Sharpe Ratio is 0.65, which is lower than the BUI Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CSQ and BUI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSQBUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.64

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.48

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.52

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.49

-0.10

Correlation

The correlation between CSQ and BUI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSQ vs. BUI - Dividend Comparison

CSQ's dividend yield for the trailing twelve months is around 7.54%, less than BUI's 10.12% yield.


TTM20252024202320222021202020192018201720162015
CSQ
Calamos Strategic Total Return Fund
7.54%6.51%6.95%8.27%9.17%6.38%7.03%7.14%9.35%8.20%9.64%10.00%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
10.12%10.39%6.26%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%

Drawdowns

CSQ vs. BUI - Drawdown Comparison

The maximum CSQ drawdown since its inception was -67.17%, which is greater than BUI's maximum drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for CSQ and BUI.


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Drawdown Indicators


CSQBUIDifference

Max Drawdown

Largest peak-to-trough decline

-67.17%

-46.49%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-15.68%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-27.41%

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.21%

-46.49%

-1.72%

Current Drawdown

Current decline from peak

-12.07%

-13.41%

+1.34%

Average Drawdown

Average peak-to-trough decline

-9.40%

-6.01%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.01%

-0.07%

Volatility

CSQ vs. BUI - Volatility Comparison

The current volatility for Calamos Strategic Total Return Fund (CSQ) is 6.85%, while BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) has a volatility of 8.40%. This indicates that CSQ experiences smaller price fluctuations and is considered to be less risky than BUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQBUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

8.40%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

13.80%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.12%

17.83%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

17.21%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

21.90%

+1.03%