CHI vs POCT

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and Innovator U.S. Equity Power Buffer ETF - October (POCT, ETF).

5-Year PerformancePOCT has outperformed CHI, delivering a return of +10.1% compared to +6.3%

CHI vs POCT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	POCT(ETF)
Net Assets	$962M	$964M
Expense Ratio	N/A	0.79%
Max Drawdown	73.29%	18.80%
Sharpe Ratio	1.63	1.29
5Y Beta	0.78	0.49
5Y Dividends CAGR	3.01%	N/A

Net Assets

CHI

$962M

Winner

POCT

$964M

Expense Ratio

CHI

N/A

POCT

0.79%

Max Drawdown

CHI

73.29%

Winner

POCT

18.80%

Sharpe Ratio

Winner

CHI

1.63

POCT

1.29

5Y Beta

CHI

0.78

Winner

POCT

0.49

5Y Dividends CAGR

CHI

3.01%

POCT

N/A

CHI vs POCT - Historical Returns

Returns include dividend reinvestment.

Period	CHI	POCT
1 month	+2.07%	+1.84%
3 months	+5.16%	+2.79%
6 months	+17.32%	+7.12%
1 year	+36.53%	+11.52%
5 years(CAGR)	+6.28%	+10.12%
10 years(CAGR)	+12.18%	N/A
Max(CAGR)	+9.87%	+8.94%

Winner

CHI

+2.07%

POCT

+1.84%

Winner

CHI

+5.16%

POCT

+2.79%

Winner

CHI

+17.32%

POCT

+7.12%

Winner

CHI

+36.53%

POCT

+11.52%

5Y(CAGR)

CHI

+6.28%

Winner

POCT

+10.12%

10Y(CAGR)

CHI

+12.18%

POCT

N/A

Max(CAGR)

Winner

CHI

+9.87%

POCT

+8.94%

CHI vs POCT - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	POCT
2026	+27.57%	+7.76%
2025	-0.88%	+11.27%
2024	+28.20%	+9.82%
2023	+8.22%	+20.32%
2022	-23.06%	-1.57%
2021	+22.30%	+10.34%
2020	+33.28%	+9.83%
2019	+31.79%	+12.44%
2018	-11.22%	-7.12%
2017	+20.10%	N/A
2016	+13.28%	N/A
2015	-15.64%	N/A
2014	+5.01%	N/A
2013	+19.38%	N/A
2012	+13.81%	N/A
2011	-6.66%	N/A
2010	+16.17%	N/A
2009	+54.80%	N/A
2008	-35.94%	N/A
2007	-19.79%	N/A
2006	+12.07%	N/A
2005	+5.58%	N/A
2004	+14.56%	N/A
2003	+47.19%	N/A
2002	+11.61%	N/A

CHI vs POCT Drawdown Comparison

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The maximum drawdown for POCT was -18.80%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current CHI drawdown is -3.68%. The current POCT drawdown is -0.07%.

Rank	CHI	POCT
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-18.80% Feb 19, 2020 - Jul 15, 2020
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-10.24% Oct 2, 2018 - Apr 5, 2019
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-10.22% Feb 19, 2025 - Jun 6, 2025
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-9.66% Jan 3, 2022 - Nov 30, 2022
#5	-32.90% May 18, 2015 - Feb 8, 2017	-4.40% Feb 2, 2026 - Apr 13, 2026
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-3.73% Jul 26, 2019 - Nov 18, 2019
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-3.62% Oct 12, 2020 - Nov 6, 2020
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-3.57% Feb 2, 2023 - Mar 31, 2023
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-3.25% Oct 11, 2023 - Nov 3, 2023
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-3.24% Apr 29, 2019 - Jun 20, 2019
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-2.90% Dec 1, 2022 - Jan 11, 2023
#12	-10.47% May 21, 2013 - Oct 17, 2013	-2.45% Oct 28, 2025 - Nov 28, 2025
#13	-10.14% Jun 30, 2026 - Aug 12, 2026	-1.95% Nov 18, 2021 - Dec 23, 2021
#14	-9.73% Sep 2, 2014 - Feb 25, 2015	-1.92% Jul 31, 2024 - Aug 13, 2024
#15	-9.31% Sep 1, 2020 - Oct 12, 2020	-1.84% Jan 20, 2021 - Feb 5, 2021

Correlation

Correlation between CHI and POCT is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2002 - 2026)

CHI vs POCT dividend yield comparison.

Year	CHI	POCT
2026	5.19%	0.00%
2025	10.88%	0.00%
2024	9.55%	0.00%
2023	11.00%	0.00%
2022	10.85%	0.00%
2021	7.54%	0.00%
2020	6.75%	0.00%
2019	8.49%	2.21%
2018	12.19%	0.00%
2017	10.19%	0.00%
2016	11.30%	0.00%
2015	11.50%	0.00%
2014	8.88%	0.00%
2013	8.60%	0.00%
2012	9.55%	0.00%
2011	10.12%	0.00%
2010	8.65%	0.00%
2009	9.25%	0.00%
2008	18.64%	0.00%
2007	12.46%	0.00%
2006	9.95%	0.00%
2005	10.57%	0.00%
2004	13.83%	0.00%
2003	10.26%	0.00%
2002	4.25%	0.00%