CPRO vs CVRT
Comparison between Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF) and Calamos Convertible Equity Alternative ETF (CVRT, ETF).
CPRO vs CVRT - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CPRO
$29M
CVRT
$29M
Expense Ratio
CPRO
0.69%
CVRT
0.69%
Max Drawdown
Winner
CPRO
3.36%
CVRT
21.13%
Sharpe Ratio
CPRO
2.00
Winner
CVRT
2.44
5Y Beta
Winner
CPRO
0.15
CVRT
1.01
CPRO vs CVRT - Historical Returns
Returns include dividend reinvestment.
1M
CPRO
+1.07%
Winner
CVRT
+7.33%
3M
CPRO
+3.57%
Winner
CVRT
+24.73%
6M
CPRO
+4.19%
Winner
CVRT
+40.46%
1Y
CPRO
+13.26%
Winner
CVRT
+74.61%
Max(CAGR)
CPRO
+7.70%
Winner
CVRT
+35.30%
CPRO vs CVRT - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | CPRO | CVRT |
|---|---|---|
| 2026 | +3.93% | +35.86% |
| 2025 | +8.32% | +29.40% |
| 2024 | +0.59% | +16.12% |
| 2023 | N/A | +11.01% |
CPRO vs CVRT Drawdown Comparison
The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.
The maximum drawdown for CVRT was -20.71%, occurring on Apr 8, 2025. Recovery took 149 trading sessions.
The current CPRO drawdown is -0.05%. The current CVRT drawdown is -2.32%.
| Rank | CPRO | CVRT |
|---|---|---|
| #1 | -3.36% Dec 2, 2024 - Jul 2, 2025 | -20.71% Nov 29, 2024 - Jul 9, 2025 |
| #2 | -1.77% Jul 23, 2025 - Aug 13, 2025 | -9.41% Jul 16, 2024 - Sep 19, 2024 |
| #3 | -1.44% Feb 26, 2026 - Apr 9, 2026 | -8.60% Feb 25, 2026 - Apr 8, 2026 |
| #4 | -1.25% Oct 27, 2025 - Nov 26, 2025 | -8.57% Jun 2, 2026 - Jun 10, 2026 |
| #5 | -1.05% Aug 13, 2025 - Aug 22, 2025 | -8.52% Oct 11, 2023 - Nov 29, 2023 |
| #6 | -0.83% Nov 11, 2024 - Nov 25, 2024 | -7.97% Mar 27, 2024 - Jul 16, 2024 |
| #7 | -0.82% Jul 10, 2025 - Jul 23, 2025 | -7.52% Nov 10, 2025 - Dec 10, 2025 |
| #8 | -0.66% Jan 22, 2026 - Feb 9, 2026 | -6.24% Feb 12, 2024 - Mar 4, 2024 |
| #9 | -0.56% Aug 28, 2025 - Sep 4, 2025 | -6.16% May 11, 2026 - May 29, 2026 |
| #10 | -0.56% Jul 3, 2025 - Jul 9, 2025 | -5.22% Jan 28, 2026 - Feb 6, 2026 |
| #11 | -0.53% Sep 23, 2025 - Sep 26, 2025 | -5.02% Dec 26, 2023 - Feb 9, 2024 |
| #12 | -0.52% Oct 16, 2024 - Nov 6, 2024 | -4.73% Dec 11, 2025 - Jan 5, 2026 |
| #13 | -0.48% Dec 11, 2025 - Jan 5, 2026 | -4.05% Oct 15, 2025 - Oct 27, 2025 |
| #14 | -0.41% Jun 4, 2026 - Jun 15, 2026 | -3.21% Nov 3, 2025 - Nov 10, 2025 |
| #15 | -0.41% May 6, 2026 - May 22, 2026 | -3.09% Jul 17, 2025 - Aug 22, 2025 |
Correlation
Correlation between CPRO and CVRT is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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