CPNS vs THYM
Comparison between CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - SEPTEMBER (CPNS, ETF) and T. ROWE PRICE HIGH INCOME MUNICIPAL ETF (THYM, ETF).
CPNS vs THYM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPNS
$25M
THYM
$25M
Expense Ratio
CPNS
0.69%
Winner
THYM
0.32%
Max Drawdown
CPNS
3.99%
Winner
THYM
3.43%
Sharpe Ratio
Winner
CPNS
1.61
THYM
0.67
5Y Beta
CPNS
0.18
Winner
THYM
0.14
CPNS vs THYM - Historical Returns
Returns include dividend reinvestment.
1M
CPNS
+0.34%
Winner
THYM
+1.09%
3M
Winner
CPNS
+2.71%
THYM
+2.10%
6M
CPNS
+3.26%
Winner
THYM
+3.68%
1Y
CPNS
+7.33%
THYM
N/A
Max(CAGR)
Winner
CPNS
+7.44%
THYM
+6.64%
CPNS vs THYM - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPNS | THYM |
|---|---|---|
| 2026 | +2.91% | +3.26% |
| 2025 | +7.10% | +0.27% |
| 2024 | +2.79% | N/A |
CPNS vs THYM Drawdown Comparison
The maximum drawdown for CPNS was -3.99%, occurring on Apr 8, 2025. Recovery took 58 trading sessions.
The maximum drawdown for THYM was -2.93%, occurring on Mar 27, 2026. Recovery took 46 trading sessions.
The current CPNS drawdown is -0.05%. The current THYM drawdown is -0.32%.
| Rank | CPNS | THYM |
|---|---|---|
| #1 | -3.99% Feb 19, 2025 - May 13, 2025 | -2.93% Mar 2, 2026 - May 6, 2026 |
| #2 | -1.31% Jan 27, 2026 - Apr 8, 2026 | -1.30% May 7, 2026 - May 27, 2026 |
| #3 | -0.79% Oct 28, 2025 - Dec 2, 2025 | -0.79% Jan 14, 2026 - Feb 2, 2026 |
| #4 | -0.67% Nov 7, 2024 - Dec 2, 2024 | -0.60% Jun 4, 2026 - Jun 10, 2026 |
| #5 | -0.60% Oct 29, 2024 - Nov 6, 2024 | -0.43% Feb 19, 2026 - Feb 26, 2026 |
| #6 | -0.57% Dec 17, 2024 - Jan 6, 2025 | -0.41% Nov 28, 2025 - Dec 29, 2025 |
| #7 | -0.49% Jan 6, 2025 - Jan 17, 2025 | -0.24% Feb 2, 2026 - Feb 9, 2026 |
| #8 | -0.48% May 16, 2025 - May 27, 2025 | -0.18% Jan 7, 2026 - Jan 14, 2026 |
| #9 | -0.46% Jan 23, 2025 - Feb 5, 2025 | -0.07% Nov 20, 2025 - Nov 24, 2025 |
| #10 | -0.45% Dec 11, 2025 - Dec 19, 2025 | -0.06% Feb 17, 2026 - Feb 19, 2026 |
| #11 | -0.40% Sep 26, 2024 - Oct 9, 2024 | -0.04% May 27, 2026 - May 29, 2026 |
| #12 | -0.33% Jan 12, 2026 - Jan 23, 2026 | N/A |
| #13 | -0.32% Sep 5, 2024 - Sep 10, 2024 | N/A |
| #14 | -0.32% Oct 22, 2024 - Oct 25, 2024 | N/A |
| #15 | -0.26% Oct 8, 2025 - Oct 17, 2025 | N/A |
Correlation
Correlation between CPNS and THYM is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
Select Stocks to Compare
Popular: CPNS vs SPYTHYM vs SPY
More Comparisons
Compare with similar stocks