CPNQ vs AAVM
Comparison between CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - DECEMBER (CPNQ, ETF) and ALPHA ARCHITECT GLOBAL FACTOR EQUITY ETF (AAVM, ETF).
CPNQ vs AAVM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CPNQ
$25M
AAVM
$25M
Expense Ratio
CPNQ
0.69%
Winner
AAVM
0.38%
Max Drawdown
Winner
CPNQ
3.52%
AAVM
36.35%
Sharpe Ratio
CPNQ
1.00
Winner
AAVM
1.30
5Y Beta
Winner
CPNQ
0.16
AAVM
0.90
5Y Dividends CAGR
CPNQ
N/A
AAVM
28.54%
CPNQ vs AAVM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPNQ
+0.14%
AAVM
-1.03%
3M
Winner
CPNQ
+1.44%
AAVM
-0.77%
6M
CPNQ
+2.73%
Winner
AAVM
+4.95%
1Y
CPNQ
+6.62%
Winner
AAVM
+23.92%
5Y(CAGR)
CPNQ
N/A
AAVM
+6.35%
10Y(CAGR)
CPNQ
N/A
AAVM
+4.68%
Max(CAGR)
Winner
CPNQ
+6.75%
AAVM
+4.68%
CPNQ vs AAVM - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | CPNQ | AAVM |
|---|---|---|
| 2026 | +3.08% | +11.44% |
| 2025 | +7.82% | +17.99% |
| 2024 | +0.22% | +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% |
CPNQ vs AAVM Drawdown Comparison
The maximum drawdown for CPNQ was -3.52%, occurring on Apr 4, 2025. Recovery took 61 trading sessions.
The maximum drawdown for AAVM was -34.70%, occurring on Mar 18, 2020. Recovery took 1899 trading sessions.
The current CPNQ drawdown is -0.33%. The current AAVM drawdown is -4.35%.
| Rank | CPNQ | AAVM |
|---|---|---|
| #1 | -3.52% Feb 19, 2025 - May 16, 2025 | -34.70% Jan 23, 2018 - Aug 13, 2025 |
| #2 | -1.52% Jan 28, 2026 - Apr 13, 2026 | -10.85% Feb 27, 2026 - Apr 17, 2026 |
| #3 | -0.77% May 29, 2026 - Jun 15, 2026 | -5.17% May 29, 2026 - Jul 20, 2026 |
| #4 | -0.68% Dec 16, 2024 - Jan 17, 2025 | -4.64% Nov 12, 2025 - Nov 28, 2025 |
| #5 | -0.55% Dec 10, 2025 - Dec 23, 2025 | -3.72% Oct 6, 2025 - Oct 27, 2025 |
| #6 | -0.54% Jan 22, 2025 - Feb 5, 2025 | -3.41% May 6, 2026 - May 26, 2026 |
| #7 | -0.44% Aug 14, 2025 - Aug 28, 2025 | -3.11% Apr 17, 2026 - May 6, 2026 |
| #8 | -0.44% Jan 7, 2026 - Jan 26, 2026 | -2.65% Aug 7, 2017 - Aug 31, 2017 |
| #9 | -0.44% Jul 28, 2025 - Aug 6, 2025 | -2.33% Jan 27, 2026 - Feb 6, 2026 |
| #10 | -0.44% Oct 9, 2025 - Oct 20, 2025 | -2.15% Jun 13, 2017 - Jul 12, 2017 |
| #11 | -0.42% Jun 15, 2026 - Jun 30, 2026 | -1.77% Nov 30, 2017 - Dec 18, 2017 |
| #12 | -0.42% May 19, 2025 - May 27, 2025 | -1.67% Nov 8, 2017 - Nov 17, 2017 |
| #13 | -0.35% Aug 28, 2025 - Sep 4, 2025 | -1.56% Dec 11, 2025 - Dec 22, 2025 |
| #14 | -0.33% Jul 15, 2026 - Jul 23, 2026 | -1.47% Oct 27, 2025 - Nov 10, 2025 |
| #15 | -0.32% Nov 12, 2025 - Nov 24, 2025 | -1.47% Sep 11, 2025 - Oct 1, 2025 |
Correlation
Correlation between CPNQ and AAVM is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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