CPNJ vs AAVM
Comparison between CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - JUNE (CPNJ, ETF) and ALPHA ARCHITECT GLOBAL FACTOR EQUITY ETF (AAVM, ETF).
CPNJ vs AAVM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CPNJ
$26M
AAVM
$26M
Expense Ratio
CPNJ
0.69%
Winner
AAVM
0.38%
Max Drawdown
Winner
CPNJ
5.99%
AAVM
36.35%
Sharpe Ratio
CPNJ
0.88
Winner
AAVM
1.52
5Y Beta
Winner
CPNJ
0.27
AAVM
0.90
5Y Dividends CAGR
CPNJ
N/A
AAVM
28.54%
CPNJ vs AAVM - Historical Returns
Returns include dividend reinvestment.
1M
CPNJ
-0.27%
Winner
AAVM
+0.83%
3M
CPNJ
+1.18%
Winner
AAVM
+7.49%
6M
CPNJ
+2.44%
Winner
AAVM
+16.94%
1Y
CPNJ
+6.04%
Winner
AAVM
+31.95%
5Y(CAGR)
CPNJ
N/A
AAVM
+7.11%
10Y(CAGR)
CPNJ
N/A
AAVM
+4.98%
Max(CAGR)
Winner
CPNJ
+7.77%
AAVM
+4.98%
CPNJ vs AAVM - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | CPNJ | AAVM |
|---|---|---|
| 2026 | +1.93% | +13.78% |
| 2025 | +8.39% | +17.99% |
| 2024 | +5.44% | +12.87% |
| 2023 | N/A | +1.34% |
| 2022 | N/A | -6.83% |
| 2021 | N/A | +3.43% |
| 2020 | N/A | +3.98% |
| 2019 | N/A | +4.52% |
| 2018 | N/A | -16.23% |
| 2017 | N/A | +14.62% |
CPNJ vs AAVM Drawdown Comparison
The maximum drawdown for CPNJ was -5.99%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The maximum drawdown for AAVM was -34.70%, occurring on Mar 18, 2020. Recovery took 1899 trading sessions.
The current CPNJ drawdown is -0.58%. The current AAVM drawdown is -2.34%.
| Rank | CPNJ | AAVM |
|---|---|---|
| #1 | -5.99% Feb 19, 2025 - May 12, 2025 | -34.70% Jan 23, 2018 - Aug 13, 2025 |
| #2 | -1.96% Jul 10, 2024 - Aug 20, 2024 | -10.85% Feb 27, 2026 - Apr 17, 2026 |
| #3 | -1.26% Aug 23, 2024 - Sep 13, 2024 | -5.04% May 29, 2026 - Jun 10, 2026 |
| #4 | -1.07% Mar 17, 2026 - Apr 6, 2026 | -4.64% Nov 12, 2025 - Nov 28, 2025 |
| #5 | -0.93% Jun 4, 2026 - Jun 10, 2026 | -3.72% Oct 6, 2025 - Oct 27, 2025 |
| #6 | -0.68% Oct 28, 2025 - Nov 28, 2025 | -3.41% May 6, 2026 - May 26, 2026 |
| #7 | -0.66% Dec 16, 2024 - Dec 26, 2024 | -3.11% Apr 17, 2026 - May 6, 2026 |
| #8 | -0.63% Oct 29, 2024 - Nov 6, 2024 | -2.65% Aug 7, 2017 - Aug 31, 2017 |
| #9 | -0.61% Jan 22, 2025 - Feb 5, 2025 | -2.33% Jan 27, 2026 - Feb 6, 2026 |
| #10 | -0.58% Dec 26, 2024 - Jan 15, 2025 | -2.15% Jun 13, 2017 - Jul 12, 2017 |
| #11 | -0.54% Nov 8, 2024 - Nov 26, 2024 | -1.77% Nov 30, 2017 - Dec 18, 2017 |
| #12 | -0.49% Feb 2, 2026 - Feb 25, 2026 | -1.67% Nov 8, 2017 - Nov 17, 2017 |
| #13 | -0.36% Oct 22, 2024 - Oct 25, 2024 | -1.56% Dec 11, 2025 - Dec 22, 2025 |
| #14 | -0.36% Aug 21, 2024 - Aug 23, 2024 | -1.47% Oct 27, 2025 - Nov 10, 2025 |
| #15 | -0.32% Jun 18, 2024 - Jun 28, 2024 | -1.47% Sep 11, 2025 - Oct 1, 2025 |
Correlation
Correlation between CPNJ and AAVM is 0.90 which considered as a strong positive correlation - the stocks tend to move together.
0.90
-101
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