EGGY vs. CAIE

Last updated Jun 24, 2026

EGGY (NestYield Dynamic Income ETF) and CAIE (Calamos Autocallable Income ETF) are both Derivative Income funds. EGGY is actively managed, while CAIE is passively managed. A 0.63 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.74%/yr for CAIE.

Performance

EGGY vs. CAIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) 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, EGGY achieves a 41.66% return, which is significantly higher than CAIE's 6.84% return.

EGGY

• 1D: -5.87%
• 1M: 10.15%
• YTD: 41.66%
• 6M: 39.02%
• 1Y: 52.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CAIE

• 1D: -0.99%
• 1M: -1.30%
• YTD: 6.84%
• 6M: 5.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGY vs. CAIE - Yearly Performance Comparison

	2026 (YTD)	2025
EGGY NestYield Dynamic Income ETF	41.66%	5.19%
CAIE Calamos Autocallable Income ETF	6.84%	15.12%

Correlation

The correlation between EGGY and CAIE is 0.63, 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 25, 2025	0.63

Return for Risk

EGGY vs. CAIE — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 49
EGGY Sharpe Ratio Rank: 50
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 61
EGGY Martin Ratio Rank: 45

CAIE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EGGY vs. CAIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) 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.

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.

	EGGY	CAIE	Difference
Sharpe ratio: Return per unit of total volatility	1.64	—	—
Sortino ratio: Return per unit of downside risk	2.06	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.88	—	—
Martin ratio: Return relative to average drawdown	7.14	—	—

Drawdowns

EGGY vs. CAIE - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, which is greater than CAIE's maximum drawdown of -7.73%. Use the drawdown chart below to compare losses from any high point for EGGY and CAIE.

Drawdown Indicators

	EGGY	CAIE	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-7.73%	-10.61%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	—	—
Current Drawdown Current decline from peak	-5.87%	-2.43%	-3.44%
Average Drawdown Average peak-to-trough decline	-5.22%	-1.09%	-4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	—	—

Volatility

Volatility by Period

	EGGY	CAIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.15%	12.05%	+20.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.41%	12.05%	+18.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.41%	12.05%	+18.36%

EGGY vs. CAIE - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than CAIE's 0.74% expense ratio.

Dividends

EGGY vs. CAIE - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 25.18%, more than CAIE's 13.37% yield.

Position	TTM	2025
CAIE Calamos Autocallable Income ETF	13.37%	7.46%
EGGY NestYield Dynamic Income ETF	25.18%	28.26%

Frequently Asked Questions

Can I hold both EGGY and CAIE in my portfolio?

EGGY and CAIE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EGGY 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, EGGY or CAIE?

CAIE is cheaper with a 0.74% expense ratio, compared with 0.95% for EGGY.

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

EGGY has the higher dividend yield at 25.18%, compared with 13.37% for CAIE.

What is the main difference between EGGY and CAIE?

They also come from different issuers: NestYield and Calamos. Their fees differ too: 0.95% for EGGY and 0.74% for CAIE.