CBOJ vs SCLZ

Comparison between Calamos Bitcoin Structured Alt Protection ETF January (CBOJ, ETF) and SWAN ENHANCED DIVIDEND INCOME ETF (SCLZ, ETF).

CBOJ vs SCLZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CBOJ(ETF)	SCLZ(ETF)
Net Assets	$18M	$18M
Expense Ratio	0.69%	0.79%
Max Drawdown	11.22%	14.16%
Sharpe Ratio	-1.59	1.01
5Y Beta	0.08	0.67
P/E Ratio	N/A	27.31
Forward P/E	N/A	22.54
PEG Ratio	N/A	0.30
5Y EPS CAGR	N/A	26.04%
Debt to Equity	N/A	6.65%
P/S Ratio	N/A	4.98
P/B Ratio	N/A	6.34

Net Assets

CBOJ

$18M

Winner

SCLZ

$18M

Expense Ratio

Winner

CBOJ

0.69%

SCLZ

0.79%

Max Drawdown

Winner

CBOJ

11.22%

SCLZ

14.16%

Sharpe Ratio

CBOJ

-1.59

Winner

SCLZ

1.01

5Y Beta

Winner

CBOJ

0.08

SCLZ

0.67

P/E Ratio

CBOJ

N/A

SCLZ

27.31

Forward P/E

CBOJ

N/A

SCLZ

22.54

PEG Ratio

CBOJ

N/A

SCLZ

0.30

5Y EPS CAGR

CBOJ

N/A

SCLZ

26.04%

Debt to Equity

CBOJ

N/A

SCLZ

6.65%

P/S Ratio

CBOJ

N/A

SCLZ

4.98

P/B Ratio

CBOJ

N/A

SCLZ

6.34

CBOJ vs SCLZ - Historical Returns

Returns include dividend reinvestment.

Period	CBOJ	SCLZ
1 month	+2.17%	+2.94%
3 months	+1.02%	+2.44%
6 months	+2.22%	+9.38%
1 year	-3.78%	+14.29%
Max(CAGR)	-0.09%	+12.83%

CBOJ

+2.17%

Winner

SCLZ

+2.94%

CBOJ

+1.02%

Winner

SCLZ

+2.44%

CBOJ

+2.22%

Winner

SCLZ

+9.38%

CBOJ

-3.78%

Winner

SCLZ

+14.29%

Max(CAGR)

CBOJ

-0.09%

Winner

SCLZ

+12.83%

CBOJ vs SCLZ - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CBOJ	SCLZ
2026	+0.48%	+9.03%
2025	-0.82%	+11.46%
2024	N/A	+11.88%

CBOJ vs SCLZ Drawdown Comparison

The maximum drawdown for CBOJ was -8.44%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The maximum drawdown for SCLZ was -12.58%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The current CBOJ drawdown is -5.78%. The current SCLZ drawdown is -0.82%.

Rank	CBOJ	SCLZ
#1	-8.44% Oct 6, 2025 - Jun 30, 2026	-12.58% Feb 19, 2025 - Jul 3, 2025
#2	-1.70% Jan 30, 2025 - May 1, 2025	-7.00% Feb 2, 2026 - Apr 14, 2026
#3	-1.58% Aug 13, 2025 - Sep 18, 2025	-4.59% Jul 16, 2024 - Aug 15, 2024
#4	-1.33% Sep 18, 2025 - Oct 1, 2025	-4.22% Oct 28, 2025 - Dec 22, 2025
#5	-0.91% May 22, 2025 - Jun 26, 2025	-4.22% Mar 28, 2024 - May 15, 2024
#6	-0.65% Jul 14, 2025 - Aug 7, 2025	-3.81% Jul 14, 2026 - Aug 4, 2026
#7	-0.27% Jun 26, 2025 - Jul 2, 2025	-3.30% Dec 16, 2024 - Jan 23, 2025
#8	-0.15% May 15, 2025 - May 19, 2025	-2.73% Jun 4, 2026 - Jul 6, 2026
#9	-0.12% Jul 3, 2025 - Jul 9, 2025	-2.26% Oct 18, 2024 - Nov 7, 2024
#10	-0.09% Aug 7, 2025 - Aug 11, 2025	-2.21% Aug 30, 2024 - Sep 13, 2024
#11	-0.09% May 13, 2025 - May 15, 2025	-2.14% Jan 12, 2026 - Feb 2, 2026
#12	-0.08% Jan 23, 2025 - Jan 29, 2025	-2.11% May 21, 2024 - Jun 13, 2024
#13	-0.08% May 9, 2025 - May 13, 2025	-2.03% Nov 8, 2024 - Nov 26, 2024
#14	-0.00% May 5, 2025 - May 7, 2025	-1.42% Oct 8, 2025 - Oct 20, 2025
#15	N/A	-1.41% Aug 14, 2026 - Aug 20, 2026

Correlation

Correlation between CBOJ and SCLZ is -0.40 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.40

-101