CPRJ vs EMDM
Comparison between Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF) and FIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF (EMDM, ETF).
CPRJ vs EMDM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPRJ
$23M
Winner
EMDM
$23M
Expense Ratio
Winner
CPRJ
0.69%
EMDM
0.75%
Max Drawdown
Winner
CPRJ
6.25%
EMDM
21.90%
Sharpe Ratio
CPRJ
1.48
Winner
EMDM
2.27
5Y Beta
Winner
CPRJ
0.21
EMDM
0.95
CPRJ vs EMDM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPRJ
+0.45%
EMDM
-0.29%
3M
CPRJ
+2.06%
Winner
EMDM
+12.07%
6M
CPRJ
+3.30%
Winner
EMDM
+33.82%
1Y
CPRJ
+9.92%
Winner
EMDM
+73.91%
Max(CAGR)
CPRJ
+6.71%
Winner
EMDM
+27.73%
CPRJ vs EMDM - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | CPRJ | EMDM |
|---|---|---|
| 2026 | +2.83% | +24.92% |
| 2025 | +5.01% | +59.07% |
| 2024 | +4.75% | -3.39% |
| 2023 | N/A | +14.20% |
CPRJ vs EMDM Drawdown Comparison
The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.
The maximum drawdown for EMDM was -18.84%, occurring on Apr 8, 2025. Recovery took 165 trading sessions.
The current CPRJ drawdown is -0.02%. The current EMDM drawdown is -9.10%.
| Rank | CPRJ | EMDM |
|---|---|---|
| #1 | -6.25% Feb 5, 2025 - Jul 9, 2025 | -18.84% Sep 26, 2024 - May 27, 2025 |
| #2 | -1.74% Dec 4, 2024 - Jan 30, 2025 | -15.65% Feb 26, 2026 - Apr 17, 2026 |
| #3 | -1.67% Jul 16, 2024 - Aug 23, 2024 | -13.22% Jul 28, 2023 - Dec 14, 2023 |
| #4 | -1.20% Aug 30, 2024 - Sep 17, 2024 | -10.24% Jul 12, 2024 - Sep 26, 2024 |
| #5 | -1.07% Oct 24, 2025 - Nov 26, 2025 | -9.10% Jun 2, 2026 - Jun 5, 2026 |
| #6 | -1.04% Feb 26, 2026 - Apr 8, 2026 | -7.68% Dec 27, 2023 - Mar 27, 2024 |
| #7 | -0.94% Nov 11, 2024 - Nov 25, 2024 | -6.66% Mar 3, 2023 - Apr 11, 2023 |
| #8 | -0.69% Oct 17, 2024 - Nov 6, 2024 | -6.16% Apr 9, 2024 - May 14, 2024 |
| #9 | -0.68% Jul 23, 2025 - Aug 12, 2025 | -5.74% May 11, 2026 - May 26, 2026 |
| #10 | -0.59% Sep 19, 2024 - Oct 14, 2024 | -5.70% May 15, 2024 - Jul 3, 2024 |
| #11 | -0.57% Jan 30, 2025 - Feb 5, 2025 | -4.30% Nov 12, 2025 - Dec 10, 2025 |
| #12 | -0.43% Jul 10, 2025 - Jul 22, 2025 | -4.19% Apr 17, 2026 - May 5, 2026 |
| #13 | -0.40% Oct 8, 2025 - Oct 14, 2025 | -4.03% Jun 15, 2023 - Jul 12, 2023 |
| #14 | -0.39% Aug 13, 2025 - Aug 22, 2025 | -3.95% Apr 13, 2023 - Jun 2, 2023 |
| #15 | -0.36% Sep 22, 2025 - Oct 1, 2025 | -3.65% Jan 28, 2026 - Feb 9, 2026 |
Correlation
Correlation between CPRJ and EMDM is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
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