CPRJ vs PEZ
Comparison between Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF) and INVESCO DORSEY WRIGHT CONSUMER CYCLICALS MOMENTUM ETF (PEZ, ETF).
CPRJ vs PEZ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPRJ
$23M
PEZ
$23M
Expense Ratio
CPRJ
0.69%
Winner
PEZ
0.60%
Max Drawdown
Winner
CPRJ
6.25%
PEZ
59.00%
Sharpe Ratio
Winner
CPRJ
1.48
PEZ
0.18
5Y Beta
Winner
CPRJ
0.21
PEZ
1.13
P/E Ratio
CPRJ
N/A
PEZ
30.76
Forward P/E
CPRJ
N/A
PEZ
19.09
5Y Dividends CAGR
CPRJ
N/A
PEZ
-6.77%
5Y EPS CAGR
CPRJ
N/A
PEZ
25.30%
Debt to Equity
CPRJ
N/A
PEZ
94.93%
P/S Ratio
CPRJ
N/A
PEZ
1.09
P/B Ratio
CPRJ
N/A
PEZ
4.91
CPRJ vs PEZ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPRJ
+0.45%
PEZ
-0.07%
3M
Winner
CPRJ
+2.06%
PEZ
-2.17%
6M
Winner
CPRJ
+3.30%
PEZ
-1.01%
1Y
Winner
CPRJ
+9.92%
PEZ
+5.48%
5Y(CAGR)
CPRJ
N/A
PEZ
+2.63%
10Y(CAGR)
CPRJ
N/A
PEZ
+9.46%
Max(CAGR)
CPRJ
+6.71%
Winner
PEZ
+7.75%
CPRJ vs PEZ - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | CPRJ | PEZ |
|---|---|---|
| 2026 | +2.83% | -4.84% |
| 2025 | +5.01% | +6.13% |
| 2024 | +4.75% | +21.74% |
| 2023 | N/A | +30.17% |
| 2022 | N/A | -28.99% |
| 2021 | N/A | +23.62% |
| 2020 | N/A | +37.99% |
| 2019 | N/A | +17.65% |
| 2018 | N/A | -7.24% |
| 2017 | N/A | +20.16% |
| 2016 | N/A | -0.51% |
| 2015 | N/A | -0.05% |
| 2014 | N/A | +9.23% |
| 2013 | N/A | +36.96% |
| 2012 | N/A | +18.76% |
| 2011 | N/A | +0.03% |
| 2010 | N/A | +27.53% |
| 2009 | N/A | +22.45% |
| 2008 | N/A | -31.14% |
| 2007 | N/A | -11.83% |
| 2006 | N/A | +5.87% |
CPRJ vs PEZ Drawdown Comparison
The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.
The maximum drawdown for PEZ was -58.39%, occurring on Mar 6, 2009. Recovery took 1195 trading sessions.
The current CPRJ drawdown is -0.02%. The current PEZ drawdown is -11.25%.
| Rank | CPRJ | PEZ |
|---|---|---|
| #1 | -6.25% Feb 5, 2025 - Jul 9, 2025 | -58.39% Jun 4, 2007 - Mar 1, 2012 |
| #2 | -1.74% Dec 4, 2024 - Jan 30, 2025 | -52.05% Sep 27, 2018 - Aug 5, 2020 |
| #3 | -1.67% Jul 16, 2024 - Aug 23, 2024 | -41.72% Nov 18, 2021 - Aug 23, 2024 |
| #4 | -1.20% Aug 30, 2024 - Sep 17, 2024 | -31.48% Nov 25, 2024 - Apr 8, 2025 |
| #5 | -1.07% Oct 24, 2025 - Nov 26, 2025 | -25.01% Aug 5, 2015 - Oct 6, 2017 |
| #6 | -1.04% Feb 26, 2026 - Apr 8, 2026 | -16.59% Feb 9, 2021 - Nov 2, 2021 |
| #7 | -0.94% Nov 11, 2024 - Nov 25, 2024 | -14.38% Oct 15, 2020 - Nov 19, 2020 |
| #8 | -0.69% Oct 17, 2024 - Nov 6, 2024 | -14.05% Sep 2, 2014 - Nov 28, 2014 |
| #9 | -0.68% Jul 23, 2025 - Aug 12, 2025 | -12.36% Jan 23, 2018 - Jun 4, 2018 |
| #10 | -0.59% Sep 19, 2024 - Oct 14, 2024 | -12.12% Aug 21, 2020 - Oct 9, 2020 |
| #11 | -0.57% Jan 30, 2025 - Feb 5, 2025 | -10.88% May 2, 2012 - Sep 13, 2012 |
| #12 | -0.43% Jul 10, 2025 - Jul 22, 2025 | -9.64% Mar 5, 2014 - Jul 1, 2014 |
| #13 | -0.40% Oct 8, 2025 - Oct 14, 2025 | -9.00% Jan 10, 2014 - Feb 24, 2014 |
| #14 | -0.39% Aug 13, 2025 - Aug 22, 2025 | -8.48% Aug 23, 2024 - Sep 19, 2024 |
| #15 | -0.36% Sep 22, 2025 - Oct 1, 2025 | -8.00% Sep 14, 2012 - Jan 4, 2013 |
Correlation
Correlation between CPRJ and PEZ is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.41
-101
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