CLOO vs CPNS

Comparison between NYLI INVESTMENT GRADE CLO ETF (CLOO, ETF) and CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - SEPTEMBER (CPNS, ETF).

CLOO vs CPNS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CLOO(ETF)	CPNS(ETF)
Net Assets	$25M	$25M
Expense Ratio	0.25%	0.69%
Max Drawdown	0.28%	3.99%
Sharpe Ratio	5.93	1.61
5Y Beta	-0.00	0.18

Net Assets

CLOO

$25M

Winner

CPNS

$25M

Expense Ratio

Winner

CLOO

0.25%

CPNS

0.69%

Max Drawdown

Winner

CLOO

0.28%

CPNS

3.99%

Sharpe Ratio

Winner

CLOO

5.93

CPNS

1.61

5Y Beta

Winner

CLOO

-0.00

CPNS

0.18

CLOO vs CPNS - Historical Returns

Returns include dividend reinvestment.

Period	CLOO	CPNS
1 month	+0.46%	+0.34%
3 months	N/A	+2.71%
6 months	N/A	+3.26%
1 year	N/A	+7.33%
Max(CAGR)	+6.89%	+7.44%

Winner

CLOO

+0.46%

CPNS

+0.34%

CLOO

N/A

CPNS

+2.71%

CLOO

N/A

CPNS

+3.26%

CLOO

N/A

CPNS

+7.33%

Max(CAGR)

CLOO

+6.89%

Winner

CPNS

+7.44%

CLOO vs CPNS - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CLOO	CPNS
2026	+0.68%	+2.91%
2025	N/A	+7.10%
2024	N/A	+2.79%

CLOO vs CPNS Drawdown Comparison

The maximum drawdown for CPNS was -3.99%, occurring on Apr 8, 2025. Recovery took 58 trading sessions.

The current CPNS drawdown is -0.05%.

Rank	CLOO	CPNS
#1	N/A	-3.99% Feb 19, 2025 - May 13, 2025
#2	N/A	-1.31% Jan 27, 2026 - Apr 8, 2026
#3	N/A	-0.79% Oct 28, 2025 - Dec 2, 2025
#4	N/A	-0.67% Nov 7, 2024 - Dec 2, 2024
#5	N/A	-0.60% Oct 29, 2024 - Nov 6, 2024
#6	N/A	-0.57% Dec 17, 2024 - Jan 6, 2025
#7	N/A	-0.49% Jan 6, 2025 - Jan 17, 2025
#8	N/A	-0.48% May 16, 2025 - May 27, 2025
#9	N/A	-0.46% Jan 23, 2025 - Feb 5, 2025
#10	N/A	-0.45% Dec 11, 2025 - Dec 19, 2025
#11	N/A	-0.40% Sep 26, 2024 - Oct 9, 2024
#12	N/A	-0.33% Jan 12, 2026 - Jan 23, 2026
#13	N/A	-0.32% Sep 5, 2024 - Sep 10, 2024
#14	N/A	-0.32% Oct 22, 2024 - Oct 25, 2024
#15	N/A	-0.26% Oct 8, 2025 - Oct 17, 2025

Correlation

Correlation between CLOO and CPNS is -1.00 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-1.00

-101