CPRJ vs MHY
Comparison between Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF) and Western Asset Managed High Incm Fnd Inc (MHY, ETF).
CPRJ vs MHY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPRJ
$23M
Winner
MHY
$23M
Expense Ratio
CPRJ
0.69%
MHY
0.69%
Max Drawdown
Winner
CPRJ
6.25%
MHY
68.74%
Sharpe Ratio
Winner
CPRJ
1.14
MHY
1.02
5Y Beta
CPRJ
0.20
Winner
MHY
0.15
CPRJ vs MHY - Historical Returns
Returns include dividend reinvestment.
1M
CPRJ
+0.11%
Winner
MHY
+1.46%
3M
CPRJ
+1.17%
Winner
MHY
+3.69%
6M
CPRJ
+2.35%
Winner
MHY
+4.80%
1Y
CPRJ
+7.02%
Winner
MHY
+7.49%
10Y(CAGR)
CPRJ
N/A
MHY
+18.80%
Max(CAGR)
CPRJ
+6.45%
Winner
MHY
+10.51%
CPRJ vs MHY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | CPRJ | MHY |
|---|---|---|
| 2026 | +3.15% | +5.55% |
| 2025 | +5.01% | +1.74% |
| 2024 | +4.75% | N/A |
| 2016 | N/A | +14.04% |
| 2015 | N/A | -3.68% |
| 2014 | N/A | -3.04% |
| 2013 | N/A | -2.18% |
| 2012 | N/A | +10.16% |
| 2011 | N/A | +6.98% |
| 2010 | N/A | +16.09% |
| 2009 | N/A | +48.58% |
| 2008 | N/A | -18.41% |
| 2007 | N/A | -7.35% |
| 2006 | N/A | +18.28% |
| 2005 | N/A | +0.17% |
| 2004 | N/A | +1.72% |
| 2003 | N/A | +20.89% |
| 2002 | N/A | -5.24% |
| 2001 | N/A | -7.05% |
| 2000 | N/A | +12.48% |
| 1999 | N/A | -4.19% |
CPRJ vs MHY Drawdown Comparison
The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.
The maximum drawdown for MHY was -51.73%, occurring on Oct 9, 2008. Recovery took 553 trading sessions.
The current CPRJ drawdown is -0.05%.
| Rank | CPRJ | MHY |
|---|---|---|
| #1 | -6.25% Feb 5, 2025 - Jul 9, 2025 | -51.73% Jun 4, 2007 - Aug 12, 2009 |
| #2 | -1.74% Dec 4, 2024 - Jan 30, 2025 | -32.62% Jan 24, 2001 - Jun 9, 2003 |
| #3 | -1.67% Jul 16, 2024 - Aug 23, 2024 | -20.58% Aug 28, 2012 - Aug 18, 2016 |
| #4 | -1.20% Aug 30, 2024 - Sep 17, 2024 | -16.23% May 11, 2011 - Jan 26, 2012 |
| #5 | -1.07% Oct 24, 2025 - Nov 26, 2025 | -15.95% Jan 21, 2004 - Aug 30, 2004 |
| #6 | -1.04% Feb 26, 2026 - Apr 8, 2026 | -14.80% Aug 23, 2000 - Jan 4, 2001 |
| #7 | -0.94% Nov 11, 2024 - Nov 25, 2024 | -13.79% Nov 8, 2010 - Mar 23, 2011 |
| #8 | -0.69% Oct 17, 2024 - Nov 6, 2024 | -13.22% Apr 13, 2010 - Jul 16, 2010 |
| #9 | -0.68% Jul 23, 2025 - Aug 12, 2025 | -11.54% Oct 21, 2009 - Jan 20, 2010 |
| #10 | -0.59% Sep 19, 2024 - Oct 14, 2024 | -11.48% Jun 12, 2003 - Jan 21, 2004 |
| #11 | -0.57% Jan 30, 2025 - Feb 5, 2025 | -10.90% Nov 4, 1999 - Jun 1, 2000 |
| #12 | -0.43% Jul 10, 2025 - Jul 22, 2025 | -10.13% Oct 18, 2004 - Aug 3, 2006 |
| #13 | -0.40% Oct 8, 2025 - Oct 14, 2025 | -7.04% Feb 23, 2007 - May 10, 2007 |
| #14 | -0.40% Jul 6, 2026 - Jul 8, 2026 | -6.79% Jan 21, 2010 - Feb 19, 2010 |
| #15 | -0.39% Aug 13, 2025 - Aug 22, 2025 | -6.54% Mar 23, 2012 - Aug 10, 2012 |
Correlation
Correlation between CPRJ and MHY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
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