EGGQ vs. CAIE

Last updated Jun 3, 2026

EGGQ (NestYield Visionary ETF) and CAIE (Calamos Autocallable Income ETF) are both Derivative Income funds. EGGQ is actively managed, while CAIE is passively managed. A 0.66 correlation means they provide meaningful diversification when combined. EGGQ charges 0.89%/yr vs 0.74%/yr for CAIE.

Performance

EGGQ vs. CAIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Visionary ETF (EGGQ) and Calamos Autocallable Income ETF (CAIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGQ achieves a 39.32% return, which is significantly higher than CAIE's 9.50% return.

EGGQ

• 1D: 4.92%
• 1M: 17.67%
• YTD: 39.32%
• 6M: 38.36%
• 1Y: 63.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CAIE

• 1D: 0.11%
• 1M: 3.60%
• YTD: 9.50%
• 6M: 9.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EGGQ vs. CAIE - Yearly Performance Comparison

	2026 (YTD)	2025
EGGQ NestYield Visionary ETF	39.32%	10.52%
CAIE Calamos Autocallable Income ETF	9.50%	15.15%

Correlation

The correlation between EGGQ and CAIE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.66

Return for Risk

EGGQ vs. CAIE — Risk / Return Rank

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

EGGQ

EGGQ Risk / Return Rank: 57
EGGQ Sharpe Ratio Rank: 60
EGGQ Sortino Ratio Rank: 52
EGGQ Omega Ratio Rank: 55
EGGQ Calmar Ratio Rank: 66
EGGQ Martin Ratio Rank: 52

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.

EGGQ vs. CAIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Visionary ETF (EGGQ) 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.

	EGGQ	CAIE	Difference
Sharpe ratio Return per unit of total volatility	2.05	—	—
Sortino ratio Return per unit of downside risk	2.52	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	3.34	—	—
Martin ratio Return relative to average drawdown	9.07	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EGGQ	CAIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	2.37	-0.91

Drawdowns

EGGQ vs. CAIE - Drawdown Comparison

The maximum EGGQ drawdown since its inception was -22.70%, which is greater than CAIE's maximum drawdown of -7.73%. Use the drawdown chart below to compare losses from any high point for EGGQ and CAIE.

Drawdown Indicators

	EGGQ	CAIE	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-7.73%	-14.97%
Max Drawdown (1Y) Largest decline over 1 year	-19.76%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.70%	-1.06%	-4.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.28%	—	—

Volatility

Volatility by Period

	EGGQ	CAIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.24%	11.94%	+19.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.67%	11.94%	+20.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.67%	11.94%	+20.73%

EGGQ vs. CAIE - Expense Ratio Comparison

EGGQ has a 0.89% expense ratio, which is higher than CAIE's 0.74% expense ratio.

Dividends

EGGQ vs. CAIE - Dividend Comparison

EGGQ's dividend yield for the trailing twelve months is around 5.48%, less than CAIE's 13.04% yield.

Position	TTM	2025
CAIE Calamos Autocallable Income ETF	13.04%	7.46%
EGGQ NestYield Visionary ETF	5.48%	5.70%

Frequently Asked Questions

Can I hold both EGGQ and CAIE in my portfolio?

EGGQ and CAIE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EGGQ or CAIE?

On fees, CAIE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EGGQ or CAIE?

CAIE is cheaper with a 0.74% expense ratio, compared with 0.89% for EGGQ.

Which ETF pays a higher dividend yield, EGGQ or CAIE?

CAIE has the higher dividend yield at 13.04%, compared with 5.48% for EGGQ.

What is the main difference between EGGQ and CAIE?

They also come from different issuers: NestYield and Calamos. Their fees differ too: 0.89% for EGGQ and 0.74% for CAIE.