CPSJ vs NSI
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSJ, ETF) and NATIONAL SECURITY EMERGING MARKETS INDEX ETF (NSI, ETF).
CPSJ vs NSI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSJ
$41M
NSI
$41M
Expense Ratio
Winner
CPSJ
0.69%
NSI
0.75%
Max Drawdown
Winner
CPSJ
5.36%
NSI
20.93%
Sharpe Ratio
Winner
CPSJ
1.55
NSI
1.41
5Y Beta
Winner
CPSJ
0.24
NSI
0.83
P/E Ratio
CPSJ
N/A
NSI
19.64
Forward P/E
CPSJ
N/A
NSI
12.64
5Y EPS CAGR
CPSJ
N/A
NSI
14.41%
P/S Ratio
CPSJ
N/A
NSI
0.01
P/B Ratio
CPSJ
N/A
NSI
2.40
CPSJ vs NSI - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSJ
+0.45%
NSI
-3.14%
3M
CPSJ
+2.03%
Winner
NSI
+3.96%
6M
CPSJ
+2.85%
Winner
NSI
+12.30%
1Y
CPSJ
+7.52%
Winner
NSI
+32.38%
Max(CAGR)
CPSJ
+7.41%
Winner
NSI
+19.50%
CPSJ vs NSI - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | CPSJ | NSI |
|---|---|---|
| 2026 | +2.55% | +8.18% |
| 2025 | +7.28% | +35.40% |
| 2024 | +4.14% | +0.31% |
| 2023 | N/A | +4.69% |
CPSJ vs NSI Drawdown Comparison
The maximum drawdown for CPSJ was -5.36%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The maximum drawdown for NSI was -18.78%, occurring on Apr 8, 2025. Recovery took 165 trading sessions.
The current CPSJ drawdown is -0.15%. The current NSI drawdown is -7.06%.
| Rank | CPSJ | NSI |
|---|---|---|
| #1 | -5.36% Feb 20, 2025 - May 13, 2025 | -18.78% Oct 4, 2024 - Jun 4, 2025 |
| #2 | -1.48% Jul 16, 2024 - Aug 15, 2024 | -13.66% Feb 25, 2026 - May 6, 2026 |
| #3 | -1.38% Feb 25, 2026 - Apr 8, 2026 | -10.85% Jul 12, 2024 - Sep 26, 2024 |
| #4 | -1.10% May 16, 2025 - Jun 2, 2025 | -7.06% Jun 2, 2026 - Jun 5, 2026 |
| #5 | -0.94% Aug 30, 2024 - Sep 16, 2024 | -6.58% Apr 9, 2024 - May 3, 2024 |
| #6 | -0.77% Oct 27, 2025 - Nov 28, 2025 | -6.25% Dec 28, 2023 - Feb 22, 2024 |
| #7 | -0.74% Dec 16, 2024 - Jan 16, 2025 | -5.85% May 6, 2026 - Jun 2, 2026 |
| #8 | -0.65% Sep 25, 2024 - Oct 14, 2024 | -5.04% May 17, 2024 - Jul 10, 2024 |
| #9 | -0.61% Oct 22, 2024 - Nov 6, 2024 | -4.87% Nov 3, 2025 - Dec 26, 2025 |
| #10 | -0.61% Jan 24, 2025 - Feb 11, 2025 | -4.30% Oct 6, 2025 - Oct 20, 2025 |
| #11 | -0.50% Nov 11, 2024 - Nov 25, 2024 | -3.86% Jul 23, 2025 - Aug 13, 2025 |
| #12 | -0.44% Jun 16, 2025 - Jun 23, 2025 | -3.52% Jan 28, 2026 - Feb 9, 2026 |
| #13 | -0.42% Jun 10, 2025 - Jun 16, 2025 | -2.49% Mar 13, 2024 - Apr 9, 2024 |
| #14 | -0.34% Jul 25, 2025 - Aug 8, 2025 | -2.41% Jun 12, 2025 - Jun 24, 2025 |
| #15 | -0.27% Feb 20, 2026 - Feb 25, 2026 | -2.21% Aug 22, 2025 - Sep 8, 2025 |
Correlation
Correlation between CPSJ and NSI is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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