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

Correlation

The correlation between SROI and GABF is 0.70, 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: 0.7

Performance

SROI vs. GABF - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
14.96%
55.16%
SROI
GABF

Key characteristics

Sharpe Ratio

SROI:

0.26

GABF:

0.84

Sortino Ratio

SROI:

0.49

GABF:

1.25

Omega Ratio

SROI:

1.07

GABF:

1.19

Calmar Ratio

SROI:

0.27

GABF:

0.94

Martin Ratio

SROI:

1.19

GABF:

3.73

Ulcer Index

SROI:

3.51%

GABF:

5.26%

Daily Std Dev

SROI:

16.30%

GABF:

23.51%

Max Drawdown

SROI:

-15.38%

GABF:

-20.86%

Current Drawdown

SROI:

-8.68%

GABF:

-15.63%

Returns By Period

In the year-to-date period, SROI achieves a -3.82% return, which is significantly higher than GABF's -10.14% return.


SROI

YTD

-3.82%

1M

-4.63%

6M

-8.21%

1Y

5.41%

5Y*

N/A

10Y*

N/A

GABF

YTD

-10.14%

1M

-7.64%

6M

-8.10%

1Y

18.73%

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.


SROI vs. GABF - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than GABF's 0.10% 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 GABF: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GABF: 0.10%

Risk-Adjusted Performance

SROI vs. GABF — Risk-Adjusted Performance Rank

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

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 5555
Calmar Ratio Rank
The Martin Ratio Rank of SROI is 5555
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 8080
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 8080
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.

SROI vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Gabelli Financial Services Opportunities ETF (GABF). 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 SROI, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.00
SROI: 0.26
GABF: 0.84
The chart of Sortino ratio for SROI, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
SROI: 0.49
GABF: 1.25
The chart of Omega ratio for SROI, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
SROI: 1.07
GABF: 1.19
The chart of Calmar ratio for SROI, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.00
SROI: 0.27
GABF: 0.94
The chart of Martin ratio for SROI, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
SROI: 1.19
GABF: 3.73

The current SROI Sharpe Ratio is 0.26, which is lower than the GABF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SROI and GABF, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.26
0.84
SROI
GABF

Dividends

SROI vs. GABF - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.71%, less than GABF's 4.67% yield.


TTM202420232022
SROI
Calamos Antetokounmpo Global Sustainable Equities ETF
0.71%0.68%0.94%0.00%
GABF
Gabelli Financial Services Opportunities ETF
4.67%4.19%4.95%1.31%

Drawdowns

SROI vs. GABF - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for SROI and GABF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.68%
-15.63%
SROI
GABF

Volatility

SROI vs. GABF - Volatility Comparison

The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 11.04%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 15.13%. This indicates that SROI experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.04%
15.13%
SROI
GABF
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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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