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CHY correlations (Calamos Convertible and High Income Fund - Closed End Fund)

Which assets move with CHY and which ones diversify it, computed from weekly returns across 4756 stocks and ETFs.

Data as of 2026-08-27 · refreshed every trading day · US Listed

Volatility (ann.)

16.4%

3y weekly

Beta vs S&P 500

0.78

3y weekly

1-year return

+32.8%

price, adjusted

5-year return

+33.7%

price, adjusted

Market cap

$1.1B

latest

P/E ratio

3.1

trailing

Dividend yield

9.22%

trailing

Max drawdown

-24.3%

3y, daily closes

CHY over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with CHY

Asset		Correlation (3Y)
CCD	Calamos Dynamic Convertible & Income Fund - Closed End Fund	0.80
CSQ	Calamos Strategic Total Return Fund - Closed End Fund	0.74
NCV	Virtus Convertible & Income Fund	0.73
CHW	Calamos Global Dynamic Income Fund - Closed End Fund	0.70
VT	Vanguard Total World Stock ETF	0.70

These are the assets whose returns had the least to do with CHY's, historically the most independent picks in our universe.

Asset		Correlation (3Y)
FNGD	MicroSectors FANG Index -3X Inverse Leveraged ETNs due	-0.60
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.54
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.48

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/chy.json

Correlations, diversifiers, beta and volatility for CHY, plus one endpoint per pair. API documentation.