CPSF vs LKOR
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – FEBRUARY (CPSF, ETF) and FLEXSHARES CREDIT-SCORED US LONG CORPORATE BOND INDEX FUND (LKOR, ETF).
CPSF vs LKOR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSF
$34M
Winner
LKOR
$34M
Expense Ratio
CPSF
0.69%
Winner
LKOR
0.15%
Max Drawdown
Winner
CPSF
2.89%
LKOR
42.66%
Sharpe Ratio
Winner
CPSF
1.62
LKOR
0.45
5Y Beta
Winner
CPSF
0.14
LKOR
0.23
5Y Dividends CAGR
CPSF
N/A
LKOR
-9.41%
CPSF vs LKOR - Historical Returns
Returns include dividend reinvestment.
1M
CPSF
+0.23%
Winner
LKOR
+1.51%
3M
CPSF
+2.14%
Winner
LKOR
+2.86%
6M
Winner
CPSF
+2.75%
LKOR
+1.53%
1Y
Winner
CPSF
+7.39%
LKOR
+5.75%
5Y(CAGR)
CPSF
N/A
LKOR
-1.88%
10Y(CAGR)
CPSF
N/A
LKOR
+2.38%
Max(CAGR)
Winner
CPSF
+6.28%
LKOR
+3.25%
CPSF vs LKOR - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | CPSF | LKOR |
|---|---|---|
| 2026 | +2.22% | +1.32% |
| 2025 | +6.18% | +6.98% |
| 2024 | N/A | -0.07% |
| 2023 | N/A | +10.41% |
| 2022 | N/A | -24.38% |
| 2021 | N/A | -0.69% |
| 2020 | N/A | +15.62% |
| 2019 | N/A | +23.94% |
| 2018 | N/A | -6.58% |
| 2017 | N/A | +13.38% |
| 2016 | N/A | +6.42% |
| 2015 | N/A | -0.34% |
CPSF vs LKOR Drawdown Comparison
The maximum drawdown for CPSF was -2.89%, occurring on Apr 7, 2025. Recovery took 71 trading sessions.
The maximum drawdown for LKOR was -34.80%, occurring on Oct 24, 2022. This drawdown has not yet recovered.
The current CPSF drawdown is -0.19%. The current LKOR drawdown is -13.29%.
| Rank | CPSF | LKOR |
|---|---|---|
| #1 | -2.89% Feb 19, 2025 - Jun 2, 2025 | -34.80% Sep 22, 2021 - Oct 24, 2022 |
| #2 | -1.30% Feb 10, 2026 - Apr 14, 2026 | -28.32% Mar 6, 2020 - Jun 30, 2020 |
| #3 | -0.81% Nov 12, 2025 - Nov 26, 2025 | -11.04% Dec 15, 2017 - May 24, 2019 |
| #4 | -0.48% Oct 8, 2025 - Oct 20, 2025 | -10.66% Aug 31, 2016 - Jul 21, 2017 |
| #5 | -0.47% Jun 2, 2026 - Jun 10, 2026 | -10.32% Dec 31, 2020 - Jul 19, 2021 |
| #6 | -0.41% Jul 25, 2025 - Aug 8, 2025 | -5.84% Aug 6, 2020 - Nov 30, 2020 |
| #7 | -0.34% Feb 2, 2026 - Feb 10, 2026 | -4.85% Aug 28, 2019 - Dec 13, 2019 |
| #8 | -0.32% Aug 14, 2025 - Aug 22, 2025 | -4.64% Oct 27, 2015 - Mar 14, 2016 |
| #9 | -0.27% Dec 15, 2025 - Dec 19, 2025 | -2.77% Aug 4, 2021 - Sep 14, 2021 |
| #10 | -0.26% Oct 28, 2025 - Nov 10, 2025 | -2.33% Sep 6, 2017 - Nov 22, 2017 |
| #11 | -0.26% Aug 28, 2025 - Sep 5, 2025 | -2.33% Jul 11, 2016 - Aug 23, 2016 |
| #12 | -0.19% Jun 16, 2025 - Jun 24, 2025 | -1.92% Aug 3, 2017 - Sep 6, 2017 |
| #13 | -0.18% Jun 12, 2025 - Jun 16, 2025 | -1.86% Nov 30, 2020 - Dec 31, 2020 |
| #14 | -0.17% May 14, 2026 - May 26, 2026 | -1.82% Apr 15, 2016 - Jun 3, 2016 |
| #15 | -0.17% Feb 6, 2025 - Feb 13, 2025 | -1.34% Feb 24, 2020 - Feb 28, 2020 |
Correlation
Correlation between CPSF and LKOR is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
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