CPNJ vs SDMF
Comparison between CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - JUNE (CPNJ, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).
CPNJ vs SDMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPNJ
$26M
Winner
SDMF
$26M
Expense Ratio
CPNJ
0.69%
Winner
SDMF
0.35%
Max Drawdown
Winner
CPNJ
5.99%
SDMF
6.23%
Sharpe Ratio
Winner
CPNJ
0.88
SDMF
-0.01
5Y Beta
CPNJ
0.27
Winner
SDMF
0.09
CPNJ vs SDMF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPNJ
-0.27%
SDMF
-1.79%
3M
Winner
CPNJ
+1.18%
SDMF
-0.74%
6M
CPNJ
+2.44%
SDMF
N/A
1Y
CPNJ
+6.04%
SDMF
N/A
Max(CAGR)
Winner
CPNJ
+7.77%
SDMF
+2.77%
CPNJ vs SDMF - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPNJ | SDMF |
|---|---|---|
| 2026 | +1.93% | +0.89% |
| 2025 | +8.39% | N/A |
| 2024 | +5.44% | N/A |
CPNJ vs SDMF Drawdown Comparison
The maximum drawdown for CPNJ was -5.99%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The current CPNJ drawdown is -0.58%. The current SDMF drawdown is -2.41%.
| Rank | CPNJ | SDMF |
|---|---|---|
| #1 | -5.99% Feb 19, 2025 - May 12, 2025 | -6.23% Feb 27, 2026 - Jun 1, 2026 |
| #2 | -1.96% Jul 10, 2024 - Aug 20, 2024 | -2.47% Jun 3, 2026 - Jun 16, 2026 |
| #3 | -1.26% Aug 23, 2024 - Sep 13, 2024 | -0.23% Feb 25, 2026 - Feb 27, 2026 |
| #4 | -1.07% Mar 17, 2026 - Apr 6, 2026 | -0.03% Feb 20, 2026 - Feb 24, 2026 |
| #5 | -0.93% Jun 4, 2026 - Jun 10, 2026 | N/A |
| #6 | -0.68% Oct 28, 2025 - Nov 28, 2025 | N/A |
| #7 | -0.66% Dec 16, 2024 - Dec 26, 2024 | N/A |
| #8 | -0.63% Oct 29, 2024 - Nov 6, 2024 | N/A |
| #9 | -0.61% Jan 22, 2025 - Feb 5, 2025 | N/A |
| #10 | -0.58% Dec 26, 2024 - Jan 15, 2025 | N/A |
| #11 | -0.54% Nov 8, 2024 - Nov 26, 2024 | N/A |
| #12 | -0.49% Feb 2, 2026 - Feb 25, 2026 | N/A |
| #13 | -0.36% Oct 22, 2024 - Oct 25, 2024 | N/A |
| #14 | -0.36% Aug 21, 2024 - Aug 23, 2024 | N/A |
| #15 | -0.32% Jun 18, 2024 - Jun 28, 2024 | N/A |
Correlation
Correlation between CPNJ and SDMF is 0.36 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.36
-101
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