CAIQ vs NNY

Comparison between Calamos Nasdaq Autocallable Income ETF (CAIQ, ETF) and Nuveen New York Municipal Value Fund (NNY, ETF).

CAIQ vs NNY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CAIQ(ETF)	NNY(ETF)
Net Assets	$167M	$167M
Expense Ratio	0.74%	N/A
Max Drawdown	11.94%	32.90%
Sharpe Ratio	1.75	0.68
5Y Beta	0.97	0.09
5Y Dividends CAGR	N/A	3.95%

Net Assets

Winner

CAIQ

$167M

NNY

$167M

Expense Ratio

CAIQ

0.74%

NNY

N/A

Max Drawdown

Winner

CAIQ

11.94%

NNY

32.90%

Sharpe Ratio

Winner

CAIQ

1.75

NNY

0.68

5Y Beta

CAIQ

0.97

Winner

NNY

0.09

5Y Dividends CAGR

CAIQ

N/A

NNY

3.95%

CAIQ vs NNY - Historical Returns

Returns include dividend reinvestment.

Period	CAIQ	NNY
1 month	+1.43%	+1.65%
3 months	+11.73%	+1.28%
6 months	+10.41%	+3.42%
1 year	N/A	+10.75%
5 years(CAGR)	N/A	+0.89%
10 years(CAGR)	N/A	+2.10%
Max(CAGR)	+30.84%	+4.29%

CAIQ

+1.43%

Winner

NNY

+1.65%

Winner

CAIQ

+11.73%

NNY

+1.28%

Winner

CAIQ

+10.41%

NNY

+3.42%

CAIQ

N/A

NNY

+10.75%

5Y(CAGR)

CAIQ

N/A

NNY

+0.89%

10Y(CAGR)

CAIQ

N/A

NNY

+2.10%

Max(CAGR)

Winner

CAIQ

+30.84%

NNY

+4.29%

CAIQ vs NNY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	CAIQ	NNY
2026	+11.91%	+2.33%
2025	+4.02%	+10.10%
2024	N/A	+0.22%
2023	N/A	+3.65%
2022	N/A	-12.78%
2021	N/A	+1.44%
2020	N/A	-1.74%
2019	N/A	+12.31%
2018	N/A	+4.51%
2017	N/A	+3.46%
2016	N/A	-1.97%
2015	N/A	+6.74%
2014	N/A	+14.95%
2013	N/A	-13.29%
2012	N/A	+7.70%
2011	N/A	+15.13%
2010	N/A	+0.47%
2009	N/A	+11.03%
2008	N/A	-0.07%
2007	N/A	-1.24%
2006	N/A	+9.43%
2005	N/A	+7.57%
2004	N/A	+1.88%
2003	N/A	+8.08%
2002	N/A	+3.14%
2001	N/A	+11.81%
2000	N/A	+10.57%
1999	N/A	-8.08%

CAIQ vs NNY Drawdown Comparison

The maximum drawdown for CAIQ was -9.06%, occurring on Mar 30, 2026. Recovery took 52 trading sessions.

The maximum drawdown for NNY was -29.72%, occurring on Oct 9, 2008. Recovery took 154 trading sessions.

The current CAIQ drawdown is -2.10%. The current NNY drawdown is -1.42%.

Rank	CAIQ	NNY
#1	-9.06% Jan 28, 2026 - Apr 14, 2026	-29.72% Sep 8, 2008 - Apr 20, 2009
#2	-2.93% Dec 10, 2025 - Dec 24, 2025	-20.02% Sep 1, 2020 - Feb 20, 2026
#3	-2.81% Jan 9, 2026 - Jan 27, 2026	-19.95% Feb 21, 2020 - Sep 1, 2020
#4	-2.10% Jun 1, 2026 - Jun 5, 2026	-17.53% Nov 29, 2012 - Jan 7, 2015
#5	-1.84% Dec 24, 2025 - Jan 9, 2026	-11.92% Aug 17, 2010 - Sep 14, 2011
#6	-1.22% May 14, 2026 - May 22, 2026	-11.40% Oct 12, 2017 - Mar 21, 2019
#7	-0.98% Apr 24, 2026 - Apr 30, 2026	-10.92% Aug 8, 2016 - Jun 2, 2017
#8	-0.87% Apr 22, 2026 - Apr 24, 2026	-10.32% Jun 16, 2003 - Oct 13, 2004
#9	-0.87% May 8, 2026 - May 14, 2026	-10.22% Nov 4, 1999 - Jun 9, 2000
#10	-0.77% Apr 17, 2026 - Apr 22, 2026	-8.35% Mar 26, 2007 - May 8, 2008
#11	-0.74% May 1, 2026 - May 6, 2026	-7.86% Sep 17, 2001 - Sep 19, 2002
#12	-0.20% Dec 5, 2025 - Dec 9, 2025	-7.49% Aug 30, 2005 - Mar 17, 2006
#13	-0.18% May 26, 2026 - May 29, 2026	-6.97% Mar 2, 2026 - Mar 27, 2026
#14	-0.17% Nov 28, 2025 - Dec 2, 2025	-6.73% Aug 24, 2000 - Jan 4, 2001
#15	-0.13% Dec 3, 2025 - Dec 5, 2025	-6.38% Mar 28, 2006 - Sep 29, 2006

Correlation

Correlation between CAIQ and NNY is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57

-101

Dividend Comparison (2000 - 2026)

CAIQ vs NNY dividend yield comparison.

Year	CAIQ	NNY
2026	7.15%	1.72%
2025	1.54%	4.13%
2024	0.00%	4.25%
2023	0.00%	3.99%
2022	0.00%	3.50%
2021	0.00%	2.96%
2020	0.00%	3.29%
2019	0.00%	3.42%
2018	0.00%	3.77%
2017	0.00%	4.00%
2016	0.00%	4.10%
2015	0.00%	3.91%
2014	0.00%	3.98%
2013	0.00%	4.37%
2012	0.00%	3.86%
2011	0.00%	4.29%
2010	0.00%	4.76%
2009	0.00%	4.37%
2008	0.00%	6.09%
2007	0.00%	4.79%
2006	0.00%	4.42%
2005	0.00%	4.63%
2004	0.00%	4.76%
2003	0.00%	4.92%
2002	0.00%	5.22%
2001	0.00%	5.51%
2000	0.00%	2.50%