SROI vs. CVRT
Compare and contrast key facts about Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Calamos Convertible Equity Alternative ETF (CVRT).
SROI and CVRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SROI is an actively managed fund by Calamos. It was launched on Feb 3, 2023. CVRT is an actively managed fund by Calamos. It was launched on Oct 4, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SROI or CVRT.
Correlation
The correlation between SROI and CVRT 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.
Performance
SROI vs. CVRT - Performance Comparison
Key characteristics
SROI:
0.26
CVRT:
-0.26
SROI:
0.49
CVRT:
-0.20
SROI:
1.07
CVRT:
0.97
SROI:
0.27
CVRT:
-0.23
SROI:
1.19
CVRT:
-0.96
SROI:
3.51%
CVRT:
6.06%
SROI:
16.30%
CVRT:
22.23%
SROI:
-15.38%
CVRT:
-25.08%
SROI:
-8.68%
CVRT:
-25.08%
Returns By Period
In the year-to-date period, SROI achieves a -3.82% return, which is significantly higher than CVRT's -18.71% return.
SROI
-3.82%
-4.97%
-8.21%
4.84%
N/A
N/A
CVRT
-18.71%
-16.44%
-16.32%
-4.97%
N/A
N/A
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SROI vs. CVRT - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than CVRT's 0.69% expense ratio.
Risk-Adjusted Performance
SROI vs. CVRT — Risk-Adjusted Performance Rank
SROI
CVRT
SROI vs. CVRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Calamos Convertible Equity Alternative ETF (CVRT). 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.
Dividends
SROI vs. CVRT - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.71%, less than CVRT's 1.83% yield.
| TTM | 2024 | 2023 | |
|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.71% | 0.68% | 0.94% |
CVRT Calamos Convertible Equity Alternative ETF | 1.83% | 1.50% | 0.32% |
Drawdowns
SROI vs. CVRT - Drawdown Comparison
The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum CVRT drawdown of -25.08%. Use the drawdown chart below to compare losses from any high point for SROI and CVRT. For additional features, visit the drawdowns tool.
Volatility
SROI vs. CVRT - Volatility Comparison
The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 11.04%, while Calamos Convertible Equity Alternative ETF (CVRT) has a volatility of 15.20%. This indicates that SROI experiences smaller price fluctuations and is considered to be less risky than CVRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.