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CVRT vs. SROI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CVRT and SROI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

CVRT vs. SROI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Convertible Equity Alternative ETF (CVRT) and Calamos Antetokounmpo Global Sustainable Equities ETF (SROI). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
15.59%
20.74%
CVRT
SROI

Key characteristics

Sharpe Ratio

CVRT:

0.20

SROI:

0.26

Sortino Ratio

CVRT:

0.40

SROI:

0.49

Omega Ratio

CVRT:

1.05

SROI:

1.07

Calmar Ratio

CVRT:

0.19

SROI:

0.27

Martin Ratio

CVRT:

0.67

SROI:

1.23

Ulcer Index

CVRT:

5.77%

SROI:

3.42%

Daily Std Dev

CVRT:

19.35%

SROI:

16.26%

Max Drawdown

CVRT:

-20.84%

SROI:

-15.38%

Current Drawdown

CVRT:

-15.26%

SROI:

-7.50%

Returns By Period

In the year-to-date period, CVRT achieves a -8.06% return, which is significantly lower than SROI's -2.58% return.


CVRT

YTD

-8.06%

1M

-3.66%

6M

-4.96%

1Y

5.97%

5Y*

N/A

10Y*

N/A

SROI

YTD

-2.58%

1M

-2.82%

6M

-6.02%

1Y

5.19%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CVRT vs. SROI - Expense Ratio Comparison

CVRT has a 0.69% expense ratio, which is lower than SROI's 0.95% expense ratio.


SROI
Calamos Antetokounmpo Global Sustainable Equities ETF
Expense ratio chart for SROI: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SROI: 0.95%
Expense ratio chart for CVRT: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CVRT: 0.69%

Risk-Adjusted Performance

CVRT vs. SROI — Risk-Adjusted Performance Rank

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

CVRT
The Risk-Adjusted Performance Rank of CVRT is 4646
Overall Rank
The Sharpe Ratio Rank of CVRT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CVRT is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CVRT is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CVRT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of CVRT is 4545
Martin Ratio Rank

SROI
The Risk-Adjusted Performance Rank of SROI is 5252
Overall Rank
The Sharpe Ratio Rank of SROI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SROI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SROI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SROI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SROI is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVRT vs. SROI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Equity Alternative ETF (CVRT) and Calamos Antetokounmpo Global Sustainable Equities ETF (SROI). 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.


Sharpe ratio
The chart of Sharpe ratio for CVRT, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.00
CVRT: 0.20
SROI: 0.26
The chart of Sortino ratio for CVRT, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.00
CVRT: 0.40
SROI: 0.49
The chart of Omega ratio for CVRT, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
CVRT: 1.05
SROI: 1.07
The chart of Calmar ratio for CVRT, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.00
CVRT: 0.19
SROI: 0.27
The chart of Martin ratio for CVRT, currently valued at 0.67, compared to the broader market0.0020.0040.0060.00
CVRT: 0.67
SROI: 1.23

The current CVRT Sharpe Ratio is 0.20, which is comparable to the SROI Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of CVRT and SROI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.20
0.26
CVRT
SROI

Dividends

CVRT vs. SROI - Dividend Comparison

CVRT's dividend yield for the trailing twelve months is around 1.62%, more than SROI's 0.70% yield.


TTM20242023
CVRT
Calamos Convertible Equity Alternative ETF
1.62%1.50%0.32%
SROI
Calamos Antetokounmpo Global Sustainable Equities ETF
0.70%0.68%0.94%

Drawdowns

CVRT vs. SROI - Drawdown Comparison

The maximum CVRT drawdown since its inception was -20.84%, which is greater than SROI's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for CVRT and SROI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.26%
-7.50%
CVRT
SROI

Volatility

CVRT vs. SROI - Volatility Comparison

The current volatility for Calamos Convertible Equity Alternative ETF (CVRT) is 10.22%, while Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) has a volatility of 11.01%. This indicates that CVRT experiences smaller price fluctuations and is considered to be less risky than SROI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.22%
11.01%
CVRT
SROI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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