CPRO vs TMSF
Comparison between Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF) and T. ROWE PRICE MULTI-SECTOR INCOME ETF (TMSF, ETF).
CPRO vs TMSF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPRO
$29M
Winner
TMSF
$29M
Expense Ratio
CPRO
0.69%
Winner
TMSF
0.37%
Max Drawdown
Winner
CPRO
3.36%
TMSF
3.51%
Sharpe Ratio
Winner
CPRO
1.80
TMSF
0.63
5Y Beta
CPRO
0.15
Winner
TMSF
0.13
CPRO vs TMSF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPRO
+0.58%
TMSF
+0.42%
3M
Winner
CPRO
+3.36%
TMSF
+2.24%
6M
Winner
CPRO
+3.70%
TMSF
+2.48%
1Y
CPRO
+12.62%
TMSF
N/A
Max(CAGR)
Winner
CPRO
+7.63%
TMSF
+5.79%
CPRO vs TMSF - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPRO | TMSF |
|---|---|---|
| 2026 | +3.68% | +2.00% |
| 2025 | +8.32% | +1.29% |
| 2024 | +0.59% | N/A |
CPRO vs TMSF Drawdown Comparison
The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.
The maximum drawdown for TMSF was -2.28%, occurring on Mar 27, 2026. Recovery took 38 trading sessions.
The current CPRO drawdown is -0.03%. The current TMSF drawdown is -0.08%.
| Rank | CPRO | TMSF |
|---|---|---|
| #1 | -3.36% Dec 2, 2024 - Jul 2, 2025 | -2.28% Feb 18, 2026 - Apr 14, 2026 |
| #2 | -1.77% Jul 23, 2025 - Aug 13, 2025 | -0.80% May 8, 2026 - May 28, 2026 |
| #3 | -1.44% Feb 26, 2026 - Apr 9, 2026 | -0.56% May 29, 2026 - Jun 8, 2026 |
| #4 | -1.25% Oct 27, 2025 - Nov 26, 2025 | -0.36% Apr 17, 2026 - May 6, 2026 |
| #5 | -1.05% Aug 13, 2025 - Aug 22, 2025 | -0.31% Jan 23, 2026 - Feb 10, 2026 |
| #6 | -0.83% Nov 11, 2024 - Nov 25, 2024 | -0.25% Jan 16, 2026 - Jan 22, 2026 |
| #7 | -0.82% Jul 10, 2025 - Jul 23, 2025 | -0.19% Dec 3, 2025 - Dec 11, 2025 |
| #8 | -0.66% Jan 22, 2026 - Feb 9, 2026 | -0.18% Nov 28, 2025 - Dec 3, 2025 |
| #9 | -0.56% Aug 28, 2025 - Sep 4, 2025 | -0.16% Dec 11, 2025 - Dec 19, 2025 |
| #10 | -0.56% Jul 3, 2025 - Jul 9, 2025 | -0.12% Dec 31, 2025 - Jan 6, 2026 |
| #11 | -0.53% Sep 23, 2025 - Sep 26, 2025 | -0.11% May 6, 2026 - May 8, 2026 |
| #12 | -0.52% Oct 16, 2024 - Nov 6, 2024 | -0.10% Feb 10, 2026 - Feb 12, 2026 |
| #13 | -0.48% Dec 11, 2025 - Jan 5, 2026 | -0.09% Nov 20, 2025 - Nov 24, 2025 |
| #14 | -0.41% Jun 4, 2026 - Jun 5, 2026 | -0.07% Jan 7, 2026 - Jan 9, 2026 |
| #15 | -0.41% May 6, 2026 - May 22, 2026 | -0.04% Apr 15, 2026 - Apr 17, 2026 |
Correlation
Correlation between CPRO and TMSF is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Select Stocks to Compare
Popular: CPRO vs SPYTMSF vs SPY
More Comparisons
Compare with similar stocks