CPSA vs AUGZ
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST (CPSA, ETF) and TRUESHARES STRUCTURED OUTCOME (AUGUST) ETF (AUGZ, ETF).
CPSA vs AUGZ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSA
$43M
Winner
AUGZ
$43M
Expense Ratio
Winner
CPSA
0.69%
AUGZ
0.79%
Max Drawdown
Winner
CPSA
4.72%
AUGZ
17.39%
Sharpe Ratio
Winner
CPSA
1.20
AUGZ
1.04
5Y Beta
Winner
CPSA
0.21
AUGZ
0.73
CPSA vs AUGZ - Historical Returns
Returns include dividend reinvestment.
1M
CPSA
+0.79%
Winner
AUGZ
+1.63%
3M
CPSA
+1.68%
Winner
AUGZ
+2.11%
6M
CPSA
+3.57%
Winner
AUGZ
+8.50%
1Y
CPSA
+6.69%
Winner
AUGZ
+15.51%
5Y(CAGR)
CPSA
N/A
AUGZ
+10.04%
Max(CAGR)
CPSA
+7.45%
Winner
AUGZ
+12.71%
CPSA vs AUGZ - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | CPSA | AUGZ |
|---|---|---|
| 2026 | +4.21% | +8.92% |
| 2025 | +7.26% | +13.44% |
| 2024 | +3.51% | +18.68% |
| 2023 | N/A | +17.62% |
| 2022 | N/A | -10.87% |
| 2021 | N/A | +22.24% |
| 2020 | N/A | +11.28% |
CPSA vs AUGZ Drawdown Comparison
The maximum drawdown for CPSA was -4.72%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.
The maximum drawdown for AUGZ was -15.67%, occurring on Oct 12, 2022. Recovery took 384 trading sessions.
The current CPSA drawdown is -0.18%. The current AUGZ drawdown is -1.16%.
| Rank | CPSA | AUGZ |
|---|---|---|
| #1 | -4.72% Feb 19, 2025 - May 15, 2025 | -15.67% Jan 4, 2022 - Jul 18, 2023 |
| #2 | -1.47% Feb 26, 2026 - Apr 8, 2026 | -14.52% Feb 19, 2025 - Jun 26, 2025 |
| #3 | -0.93% Jan 24, 2025 - Feb 11, 2025 | -7.56% Sep 2, 2020 - Nov 13, 2020 |
| #4 | -0.86% May 19, 2025 - Jun 3, 2025 | -7.23% Jan 12, 2026 - Apr 16, 2026 |
| #5 | -0.79% Oct 28, 2025 - Nov 28, 2025 | -7.19% Jul 16, 2024 - Sep 19, 2024 |
| #6 | -0.77% Aug 30, 2024 - Sep 13, 2024 | -6.58% Jul 31, 2023 - Nov 22, 2023 |
| #7 | -0.62% Dec 11, 2024 - Dec 24, 2024 | -4.41% Mar 28, 2024 - May 15, 2024 |
| #8 | -0.57% Aug 1, 2024 - Aug 13, 2024 | -4.05% Oct 28, 2025 - Dec 24, 2025 |
| #9 | -0.53% Dec 24, 2024 - Jan 15, 2025 | -3.91% Jun 2, 2026 - Aug 4, 2026 |
| #10 | -0.49% Oct 8, 2025 - Oct 21, 2025 | -3.71% Sep 3, 2021 - Oct 20, 2021 |
| #11 | -0.46% Oct 29, 2024 - Nov 6, 2024 | -3.71% Feb 12, 2021 - Mar 12, 2021 |
| #12 | -0.37% Nov 11, 2024 - Nov 25, 2024 | -3.59% Dec 6, 2024 - Jan 23, 2025 |
| #13 | -0.37% Jan 27, 2026 - Feb 9, 2026 | -3.47% May 7, 2021 - Jun 10, 2021 |
| #14 | -0.37% Aug 13, 2025 - Aug 22, 2025 | -2.96% Nov 18, 2021 - Dec 10, 2021 |
| #15 | -0.36% Sep 25, 2024 - Oct 11, 2024 | -2.75% Jan 21, 2021 - Feb 4, 2021 |
Correlation
Correlation between CPSA and AUGZ is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
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