EQIN vs. CSTK

Last updated Jun 24, 2026

EQIN (Columbia U.S. Equity Income ETF) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, EQIN returned 18.62% vs 25.69% for CSTK. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

EQIN vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EQIN achieves a 9.64% return, which is significantly lower than CSTK's 12.57% return.

EQIN

• 1D: 0.74%
• 1M: 2.08%
• YTD: 9.64%
• 6M: 8.95%
• 1Y: 18.62%
• 3Y*: 15.26%
• 5Y*: 10.50%
• 10Y*: 12.50%

CSTK

• 1D: -0.49%
• 1M: 0.84%
• YTD: 12.57%
• 6M: 12.10%
• 1Y: 25.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EQIN vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
EQIN Columbia U.S. Equity Income ETF	9.64%	10.80%
CSTK Invesco Comstock Contrarian Equity ETF	12.57%	18.16%

Correlation

The correlation between EQIN and CSTK is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 7, 2025	0.85

The correlation between EQIN and CSTK has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

Return for Risk

EQIN vs. CSTK — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 63
EQIN Sharpe Ratio Rank: 59
EQIN Sortino Ratio Rank: 63
EQIN Omega Ratio Rank: 55
EQIN Calmar Ratio Rank: 74
EQIN Martin Ratio Rank: 63

CSTK

CSTK Risk / Return Rank: 73
CSTK Sharpe Ratio Rank: 78
CSTK Sortino Ratio Rank: 80
CSTK Omega Ratio Rank: 74
CSTK Calmar Ratio Rank: 64
CSTK Martin Ratio Rank: 68

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.

EQIN vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	EQIN	CSTK	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.26	-0.46
Sortino ratio: Return per unit of downside risk	2.65	3.24	-0.59
Omega ratio: Gain probability vs. loss probability	1.31	1.40	-0.08
Calmar ratio: Return relative to maximum drawdown	3.46	2.91	+0.55
Martin ratio: Return relative to average drawdown	10.30	11.38	-1.08

EQIN vs. CSTK - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 1.80, which is comparable to the CSTK Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EQIN and CSTK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EQIN vs. CSTK - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for EQIN and CSTK.

Drawdown Indicators

	EQIN	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-8.87%	-33.29%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	-8.87%	+3.46%
Max Drawdown (3Y) Largest decline over 3 years	-12.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.16%	—	—
Current Drawdown Current decline from peak	-0.91%	-0.86%	-0.05%
Average Drawdown Average peak-to-trough decline	-4.87%	-1.24%	-3.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.26%	-0.45%

Volatility

EQIN vs. CSTK - Volatility Comparison

The current volatility for Columbia U.S. Equity Income ETF (EQIN) is 2.75%, while Invesco Comstock Contrarian Equity ETF (CSTK) has a volatility of 3.26%. This indicates that EQIN experiences smaller price fluctuations and is considered to be less risky than CSTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQIN	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	3.26%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	7.60%	8.63%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	11.42%	-1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.61%	11.64%	+2.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	11.64%	+6.95%

EQIN vs. CSTK - Expense Ratio Comparison

Both EQIN and CSTK have an expense ratio of 0.35%.

Dividends

EQIN vs. CSTK - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.88%, less than CSTK's 2.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CSTK Invesco Comstock Contrarian Equity ETF	2.18%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EQIN Columbia U.S. Equity Income ETF	1.88%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%

Frequently Asked Questions

Can I hold both EQIN and CSTK in my portfolio?

EQIN and CSTK have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQIN or CSTK?

CSTK has higher volatility (3.26%) compared to EQIN (2.75%). In terms of maximum drawdown, EQIN dropped -42.16% vs CSTK's -8.87%.

Which ETF is better, EQIN or CSTK?

On 1-year performance, CSTK leads with 25.69% vs 18.62% for EQIN. Both ETFs have the same 0.35% expense ratio. On volatility, EQIN has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQIN or CSTK?

Over the 1-year period, CSTK has performed better with a 25.69% return vs 18.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQIN or CSTK?

EQIN and CSTK have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, EQIN or CSTK?

CSTK has the higher dividend yield at 2.18%, compared with 1.88% for EQIN.

What is the main difference between EQIN and CSTK?

They also come from different issuers: Columbia and Invesco.

Which has better risk-adjusted returns?

CSTK currently has the higher Sharpe Ratio (2.26 vs 1.80), 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.