STAG vs. CSQ
STAG (STAG Industrial, Inc.) is a stock, while CSQ (Calamos Strategic Total Return Fund) is Diversified Portfolio fund actively managed by Calamos. Over the past 10 years, STAG returned 10.66%/yr vs 16.38%/yr for CSQ. At a 0.39 correlation, their price movements are largely independent.
Performance
STAG vs. CSQ - Performance Comparison
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Returns By Period
In the year-to-date period, STAG achieves a 6.64% return, which is significantly lower than CSQ's 8.10% return. Over the past 10 years, STAG has underperformed CSQ with an annualized return of 10.66%, while CSQ has yielded a comparatively higher 16.38% annualized return.
STAG
- 1D
- 2.05%
- 1M
- 1.07%
- YTD
- 6.64%
- 6M
- 4.38%
- 1Y
- 9.55%
- 3Y*
- 6.09%
- 5Y*
- 4.10%
- 10Y*
- 10.66%
CSQ
- 1D
- 1.27%
- 1M
- -0.51%
- YTD
- 8.10%
- 6M
- 9.75%
- 1Y
- 22.69%
- 3Y*
- 20.54%
- 5Y*
- 10.41%
- 10Y*
- 16.38%
STAG vs. CSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STAG STAG Industrial, Inc. | 6.64% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
CSQ Calamos Strategic Total Return Fund | 8.10% | 16.25% | 28.11% | 20.80% | -24.26% | 30.77% | 26.22% | 38.62% | -4.89% | 27.98% |
Correlation
The correlation between STAG and CSQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.39 |
Over the past year, the correlation between STAG and CSQ has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
STAG vs. CSQ — Risk / Return Rank
STAG
CSQ
STAG vs. CSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STAG Industrial, Inc. (STAG) and Calamos Strategic Total Return Fund (CSQ). 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.
| STAG | CSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.27 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.49 | -0.48 |
| Martin ratioReturn relative to average drawdown | 2.49 | 6.36 | -3.88 |
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Drawdowns
STAG vs. CSQ - Drawdown Comparison
The maximum STAG drawdown since its inception was -45.08%, smaller than the maximum CSQ drawdown of -67.17%. Use the drawdown chart below to compare losses from any high point for STAG and CSQ.
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Drawdown Indicators
| STAG | CSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.08% | -67.17% | +22.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -15.25% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -24.59% | -24.18% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -42.22% | -33.09% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -45.08% | -48.21% | +3.13% |
Current DrawdownCurrent decline from peak | -3.43% | -2.35% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -10.50% | -9.33% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.58% | +0.27% |
Volatility
STAG vs. CSQ - Volatility Comparison
STAG Industrial, Inc. (STAG) and Calamos Strategic Total Return Fund (CSQ) have volatilities of 5.63% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STAG | CSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.74% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 12.45% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.50% | 15.06% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.42% | 20.06% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 23.02% | +3.15% |
Dividends
STAG vs. CSQ - Dividend Comparison
STAG's dividend yield for the trailing twelve months is around 3.24%, less than CSQ's 6.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSQ Calamos Strategic Total Return Fund | 6.72% | 6.51% | 6.95% | 8.27% | 9.17% | 6.38% | 7.03% | 7.14% | 9.35% | 8.20% | 9.64% | 10.00% |
STAG STAG Industrial, Inc. | 3.24% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
Frequently Asked Questions
STAG and CSQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSQ has higher volatility (5.74%) compared to STAG (5.63%). In terms of maximum drawdown, STAG dropped -45.08% vs CSQ's -67.17%.
CSQ currently has the higher Sharpe Ratio (1.51 vs 0.49), 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.
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