CVRT vs. JEPQ

In the year-to-date period, CVRT achieves a 1.79% return, which is significantly higher than JEPQ's -3.35% return.

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CVRT has a 0.69% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Equity Alternative ETF (CVRT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

The current CVRT Sharpe Ratio is 0.54, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CVRT and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CVRT's dividend yield for the trailing twelve months is around 1.37%, less than JEPQ's 11.32% yield.

The maximum CVRT drawdown since its inception was -25.08%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for CVRT and JEPQ. For additional features, visit the drawdowns tool.

Calamos Convertible Equity Alternative ETF (CVRT) has a higher volatility of 16.04% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.16%. This indicates that CVRT's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.