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CSQ vs. STAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSQ vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Strategic Total Return Fund (CSQ) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSQ achieves a 8.10% return, which is significantly higher than STAG's 6.64% return. Over the past 10 years, CSQ has outperformed STAG with an annualized return of 16.38%, while STAG has yielded a comparatively lower 10.66% annualized return.


CSQ

1D
1.27%
1M
-0.51%
YTD
8.10%
6M
9.75%
1Y
22.69%
3Y*
20.54%
5Y*
10.41%
10Y*
16.38%

STAG

1D
2.05%
1M
1.07%
YTD
6.64%
6M
4.38%
1Y
9.55%
3Y*
6.09%
5Y*
4.10%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSQ vs. STAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSQ
Calamos Strategic Total Return Fund
8.10%16.25%28.11%20.80%-24.26%30.77%26.22%38.62%-4.89%27.98%
STAG
STAG Industrial, Inc.
6.64%13.30%-10.34%26.73%-29.66%59.10%4.18%33.20%-3.81%20.68%

Correlation

The correlation between CSQ and STAG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2011

0.39

Over the past year, the correlation between CSQ and STAG has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

CSQ vs. STAG — Risk / Return Rank

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

CSQ
CSQ Risk / Return Rank: 3636
Overall Rank
CSQ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CSQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
CSQ Omega Ratio Rank: 4141
Omega Ratio Rank
CSQ Calmar Ratio Rank: 2525
Calmar Ratio Rank
CSQ Martin Ratio Rank: 3434
Martin Ratio Rank

STAG
STAG Risk / Return Rank: 5858
Overall Rank
STAG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
STAG Sortino Ratio Rank: 5252
Sortino Ratio Rank
STAG Omega Ratio Rank: 5050
Omega Ratio Rank
STAG Calmar Ratio Rank: 6464
Calmar Ratio Rank
STAG Martin Ratio Rank: 6565
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. STAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Strategic Total Return Fund (CSQ) and STAG Industrial, Inc. (STAG). 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.


CSQSTAGDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratioReturn relative to maximum drawdown

1.49

1.02

+0.48

Martin ratioReturn relative to average drawdown

6.36

2.49

+3.88

CSQ vs. STAG - Sharpe Ratio Comparison

The current CSQ Sharpe Ratio is 1.51, which is higher than the STAG Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CSQ and STAG, 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

CSQ vs. STAG - Drawdown Comparison

The maximum CSQ drawdown since its inception was -67.17%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for CSQ and STAG.


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Drawdown Indicators


CSQSTAGDifference

Max Drawdown

Largest peak-to-trough decline

-67.17%

-45.08%

-22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-9.44%

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-24.18%

-24.59%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-42.22%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-48.21%

-45.08%

-3.13%

Current Drawdown

Current decline from peak

-2.35%

-3.43%

+1.08%

Average Drawdown

Average peak-to-trough decline

-9.33%

-10.50%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.85%

-0.27%

Volatility

CSQ vs. STAG - Volatility Comparison

Calamos Strategic Total Return Fund (CSQ) and STAG Industrial, Inc. (STAG) have volatilities of 5.74% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQSTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.63%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

13.90%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

19.50%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.06%

23.42%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

26.17%

-3.15%

Dividends

CSQ vs. STAG - Dividend Comparison

CSQ's dividend yield for the trailing twelve months is around 6.72%, more than STAG's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
CSQ
Calamos Strategic Total Return Fund
6.72%6.51%6.95%8.27%9.17%6.38%7.03%7.14%9.35%8.20%9.64%10.00%
STAG
STAG Industrial, Inc.
3.24%4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%

Frequently Asked Questions


CSQ and STAG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSQ has higher volatility (5.74%) compared to STAG (5.63%). In terms of maximum drawdown, CSQ dropped -67.17% vs STAG's -45.08%.

CSQ currently has the higher Sharpe Ratio (1.51 vs 0.49), 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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